1278 search results for "LateX"

AIC & BIC vs. Crossvalidation

May 4, 2013
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AIC & BIC vs. Crossvalidation

Model selection is a process of seeking the model in a set of candidate models that gives the best balance between model fit and complexity (Burnham & Anderson 2002). I have always used AIC for that. But you can also…Read more →

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…start using Sweave, from scratch!

May 1, 2013
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…start using Sweave, from scratch!

INTRODUCTION Sweave is nothing more, nothing less than the best way R can connect with a text editor, in this case LaTeX. So you don’t know anyting about LaTeX? neither did I 8 months ago… The hyperlinks in this post … Sigue leyendo →

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All you need is text – Markdown (via pandoc) for academia

May 1, 2013
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Many students struggle to find an adequte format for their thesis. Ironically the advent of “modern” WYSIWYG programms seems to make it harder to consistently format a text. While learning LaTeX may be a bit too much to ask for, markdown is a very minimal language that together with pandoc affords all typesetting needs for

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Missing tikzDevice

April 30, 2013
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I love using tikzDevice. When preparing LaTeX documents I switched to prepare all graphs in GNU R and then port them to TeX using tikzDevice. Recently I have moved to GNU R 3.0.0 and was shocked to find that this package is no longer available on CRAN....

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Integrating Documentation and Calculation

April 30, 2013
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Integrating Documentation and Calculation Integrating Documentation and Calculation This post is a first in that I've authored it using RStudio. I would guess most people who work in computational finance or quantitative risk are at least familiar with R. Unfortunately R as...

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Poor man’s integration – a simulated visualization approach

April 29, 2013
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Poor man’s integration – a simulated visualization approach

Every once in a while I encounter a problem that requires the use of calculus. This can be quite bothersome since my brain has refused over the years to retain any useful information related to calculus. Most of my formal training in the dark arts was completed in high school and has not been covered

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Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations

Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations

Introduction Recently, I introduced the golden search method – a special way to save computation time by modifying the bisection method with the golden ratio, and I illustrated how to minimize a cusped function with this script.  I also wrote an R function to implement this method and an R script on how to apply this

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FasteR! HigheR! StrongeR! – A Guide to Speeding Up R Code for Busy People

April 25, 2013
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FasteR! HigheR! StrongeR! – A Guide to Speeding Up R Code for Busy People

This is an overview of tools for speeding up your R code that I wrote for the Davis R Users’ Group. First, Ask “Why?” It’s customary to quote Donald Knuth at this point, but instead I’ll quote my twitter buddy Ted Hart to illustrate a point: I’m just going to say it.I like for loops in #Rstats,...

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Bank of England Fan Charts in R

April 24, 2013
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Bank of England Fan Charts in R

I managed to catch David Spiegelhalter’s Tails You Win on BBC iplayer last week. I missed it the first time round, only for my parents on my last visit home to tell me about a Statistician jumping out of a … Continue reading →

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The Golden Section Search Method: Modifying the Bisection Method with the Golden Ratio for Numerical Optimization

The Golden Section Search Method: Modifying the Bisection Method with the Golden Ratio for Numerical Optimization

Introduction The first algorithm that I learned for root-finding in my undergraduate numerical analysis class (MACM 316 at Simon Fraser University) was the bisection method.  It’s very intuitive and easy to implement in any programming language (I was using MATLAB at the time).  The bisection method can be easily adapted for optimizing 1-dimensional functions with

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