I was re-reading Michael Murray’s explanation of cointegration:
and marvelling at the calculus.
Calculus blows my mind sometimes. Like, hey guess how much we can do with subtraction.
— protëa(@isomorphisms) March 28, 2013
Of course it’s not any subtraction. It’s subtracting a function from a shifted version of itself. Still doesn’t sound like a universal revolution.
(But of course the...
Harvard Professors Gary King and Stuart Shieber provide advice to graduate students about open access, dissertations, and journal publishing. They explain how freely available publications are essential to the scientific community, but also benefit your own career. King suggests a clever way of dealing with publisher copyright agreements to prevent locking up your work behind ...
This morning, there was an interesting post entitled “why does Easter move around so much?” online on http://economist.com/blogs/economist-explains/… In my time series classes, I keep saying that sometimes, series can exhibit seasonlity, but the seasonal effect can be quite irregular. It is the cas for river levels, where snowmelt can have a huge impact, and it is irregular. Similarly, chocolate sales...
On Tuesday and Wednesday this week, the US Supreme Court heard two landmark cases related to same-sex marriage rights in this country. Simultaneously, to show solidarity for the cause of civil rights for gay members of society, thousands of Facebook users changed their profile pictures to a red equality symbol at the suggestion of the Human Rights Campaign. Most...
I wanted to play a bit Julia, the new language for technical computing, but no binaries were available yet for current versions of Ubuntu. So I decided to try and build them myself by backporting the julia 1.2.0 source package available in Sid and Raring. On Quantal, the packages were building out of the box. ...
UPDATE: The day was great! There are many people doing really amazing things with open data and it was amazing to meet them. Here are my slides from the panel talk. Next Saturday, I’ll be sitting on a panel discussing future avenues for open data at ODX13. From the odx13 site: Odx13 is a mini-conference 
Benford’s law is nowadays extremely popular (see e.g. http://en.wikipedia.org/…). It is usually claimed that, for a given set data set, changing units does not affect the distribution of the first digit. Thus, it should be related to scale invariant distributions. Heuristically, scale (or unit) invariance means that the density of the measure (or probability function) should be proportional to...
clickme is an amazing R package. I was not sure what to expect when I first saw Nacho Caballero's announcement. I actually was both skeptical and intimidated, but neither reaction was justified. The examples prove its power, and his wiki tutorials ease...
This morning, Mathieu had a nice experience in his course on computational method in actuarial science. But let us start with some mathematical formal definitions. First, recall that is – somehow – a standard expression. No one should be surprised to see such an expression. Generally (as explained in http://en.wikipedia.org/… ), this function is defined only when . The...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
