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 data...

(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers) Last week, we’ve introduced the concept of exchangeable variables, i.e. satisfying for any matrix , i.e. is a permutation matrix: belongs to the orthogonal group, , and with elements in . It is possible to extend that family, considering all matrices in the...

(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on their blog: Freakonometrics - Tag - R-english. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave,...

More playing around with R. To create the graph above, I sampled 100 times from two different normal distributions, then plotted the ratio of times that the first distribution beat the second one on the y-axis. The second distribution always had a mean of 0, the mean of first distribution went from 0 to 4,