We often use Gnu R to work on different things and to solve various exercises. It's always a disgusting job to export e.g. a matrix with probabilities to a LaTeX document to send it to our supervisors, but Rumpel just gave me a little hint.
725 search results for "latex"
Add an animated R plot to your LaTeX document
My first introduction with LaTeX was not very pleasant. I got tired and frustrated by writing so many codes for producing a simple document; but a few days ago I could write a function for producing an animated plot in R and also could export it to my LaTeX document with all its animations intact (using animation package of...
Add an animated R plot to your LaTeX document
It is possible to animate a R plot and this plot can also be exported to a LaTeX document with all its animations intact. Adding this animated plot to a PowerPoint slide or save it as a flash movie file (that you can upload to YouTube) is also possible. In this article I will try to show how these...
Studying joint effects in a regression
We've seen in the previous post (here) how important the *-cartesian product to model joint effected in the regression. Consider the case of two explanatory variates, one continuous (, the age of the driver) and one qualitative (, gasoline ve...
Typos…
Edward Kao just sent another typo found both in Monte Carlo Statistical Methods (Problem 3.21) and in Introducing Monte Carlo Methods with R (Exercise 3.17), namely that should be I also got another email from Jerry Sin mentioning that matrix summation in the matrix commands of Figure 1.2 of Introducing Monte Carlo Methods with R 
The ARIMAX model muddle
There is often confusion about how to include covariates in ARIMA models, and the presentation of the subject in various textbooks and in R help files has not helped the confusion. So I thought I’d give my take on the issue. To keep it simple, I will only describe non-seasonal ARIMA models although the ideas
Typo in Example 5.18
Edward Kao pointed out several typos in Example 5.18 of Monte Carlo Statistical Methods. First, the customers in area i should be double-indexed, i.e. which implies in turn that . Then the summary T should be defined as and as given that the first m customers have the fifth plan missing. Filed under: Books, R, 
UCLA Statistics: Analyzing Thesis/Dissertation Lengths
As I am working on my dissertation and piecing together a mess of notes, code and output, I am wondering to myself “how long is this thing supposed to be?” I am definitely not into this to win the prize for longest dissertation. I just want to say my piece, make my point and move on. I’ve heard that...
Forecasting with long seasonal periods
I am often asked how to fit an ARIMA or ETS model with data having a long seasonal period such as 365 for daily data or 48 for half-hourly data. Generally, seasonal versions of ARIMA and ETS models are designed for shorter periods such as 12 for monthly data or 4 for quarterly data. The
Galton & simulation
Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
