1042 search results for "latex"

(nonparametric) copula density estimation

September 19, 2012
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(nonparametric) copula density estimation

Today, we will go further on the inference of copula functions. Some codes (and references) can be found on a previous post, on nonparametric estimators of copula densities (among other related things).  Consider (as before) the loss-ALAE dataset (since we’ve been working a lot on that dataset) > library(MASS) > library(evd) > X=lossalae > U=cbind(rank(X)/(nrow(X)+1),rank(X)/(nrow(X)+1)) The standard tool to plot...

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Copulas and tail dependence, part 3

September 18, 2012
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Copulas and tail dependence, part 3

We have seen extreme value copulas in the section where we did consider general families of copulas. In the bivariate case, an extreme value can be writtenwhere is Pickands dependence function, which is a convex function satisfyingObserve that in ...

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Copulas and tail dependence, part 2

September 18, 2012
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Copulas and tail dependence, part 2

An alternative to describe tail dependence can be found in the Ledford & Tawn (1996) for instance. The intuition behind can be found in Fischer & Klein (2007)). Assume that and have the same distribution. Now, if we assume that those vari...

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Side note…

September 18, 2012
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MathJax allows you to customize how \( \LaTeX \) is displayed. Simply right click over the math you’d like to see to access the display menu. Under “math settings” you can see zoom trigger and factor options. Given how small the text ...

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Copulas and tail dependence, part 1

September 17, 2012
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Copulas and tail dependence, part 1

As mentioned in the course last week Venter (2003) suggested nice functions to illustrate tail dependence (see also some slides used in Berlin a few years ago). Joe (1990)'s lambda Joe (1990) suggested a (strong) tail dependence index. For lower t...

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Create Beamer/knitr Lecture Slideshow with Bash, Explain the Script with knitr

September 17, 2012
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Setting up a beamer slideshow is tedious. Creating new slideshows with the same header/footer/style files every week for your course lectures is very very tedious. To solve this problem I created a simple bash shell script. When you run the script in...

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Getting into R, RCommander, JGR and Deducer

September 14, 2012
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I've been meaning to post something about R for a while, but never got started, and now have a pile of things I'd like to post, so it's time to get started. I first started using R during my Master Dissertation where I had to do some stats.  I've ...

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Integrate data and reporting on the Web with knitr

September 11, 2012
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Today's guest post comes from Yihui Xie, author of the knitr package — ed. Hi, this is Yihui Xie, and I'm guest posting on the Revolutions blog to talk about one aspect of the knitr package: how we can integrate data analysis and reporting in R with the Web. This post includes both the work that has been done...

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R Package Vignettes with Markdown

September 10, 2012
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What is the best resource to learn an R package? Many R users know the almighty question mark ? in R. For example, type ?lm and you will see the documentation of the function lm. If you know nothing about a package, you can take a look at the HTML help...

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Converting a Markdown File to PDF Using Pandoc

September 9, 2012
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Working with knitr and markdown is a great way to share quick reports with colleagues, but in cases where IE8 is still the dominant browser, shipping an HTML file with embedded graphics is a non-starter. IE8 does not support the Data URI format used to...

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