1011 search results for "Latex"

Backtesting Asset Allocation portfolios

March 18, 2012
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Backtesting Asset Allocation portfolios

In the last post, Portfolio Optimization: Specify constraints with GNU MathProg language, Paolo and MC raised a question: “How would you construct an equal risk contribution portfolio?” Unfortunately, this problem cannot be expressed as a Linear or Quadratic Programming problem. The outline for this post: I will show how Equal Risk Contribution portfolio can be

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Independent measures (between-subjects) ANOVA and displaying confidence intervals for differences in means

March 18, 2012
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Independent measures (between-subjects) ANOVA and displaying confidence intervals for differences in means

In Chapter 2 (Confidence Intervals) of Serious stats I consider the problem of displaying confidence intervals (CIs) of a set of means (which I illustrate with the simple case of two independent means). Later, in Chapter 16 (Repeated Measures ANOVA), I consider the trickier problem of displaying of two or more means from paired or

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Ideas on A Really Fast Statistics Journal

March 15, 2012
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I was writing comments on the blog post A proposal for a really fast statistics journal, and I realized the comment box was too small to write down my ideas. I like the proposal a lot, and I feel really bad about the current model of submitting and rev...

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How Not To Draw a Probability Distribution

March 7, 2012
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How Not To Draw a Probability Distribution

If I google for “probability distribution” I find the following extremely bad picture: It’s bad because it conflates ideas and oversimplifies how variable probability distributions can generally be. Most distributions are not unimodal. Most dist...

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Why an inverse-Wishart prior may not be such a good idea

March 7, 2012
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Why an inverse-Wishart prior may not be such a good idea

While playing around with Bayesian methods for random effects models, it occured to me that inverse-Wishart priors can really bite you in the bum. Inverse Wishart-priors are popular priors over covariance functions. People like them priors because they are conjugate to a Gaussian likelihood, i.e, if you have data with each : so that the

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Kölner R User Meeting 30 March 2012

March 1, 2012
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Kölner R User Meeting 30 March 2012

Am 30. März 2012 möchte ich gerne das erste Kölner R Benutzer Treffen organisieren. Ich habe an den Treffen in London in den vergangen Jahren teilgenommen und hoffe auch in Köln Gleichgesinnte zu finden, die sich gerne bei einem Kölsch über R and...

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All Your Source Code Are Belong to… Nature?

February 28, 2012
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The Journal of Nature put out an interesting op-ed recently discussing the need to make source code available for scientific articles that require statistical computation to produce their results. http://www.nature.com/nature/journal/v482/n7386/ful...

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another X’idated question

February 23, 2012
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another X’idated question

An X’idated reader of Monte Carlo Statistical Methods had trouble with our Example 3.13, the very one our academic book reviewer disliked so much as to “diverse a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we compare a few importance sampling solutions,

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A Sequence Clustering Model in R

February 22, 2012
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A Sequence Clustering Model in R

I’ve just released my first R package! Over the past 1.5 years or so, I’ve been studying an obscure statistical model over ranking (full, or partial) data called Mallows’ model.  It hypothesizes that a set of sequence data has a “modal” sequence about which the data cluster, and that the data fall away from that

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Taking a Ride on the Wild Function – Introducing the dostats package

February 20, 2012
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Lately I have been rather productive in my programming and frustrated at the same time. Trying to solve the problems of creating a demographics summary table proved to be a lesson in frustration with R. Since I love R, this was disheartening. I did eventually find the reporttools package which does make a great latex

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