# Posts Tagged ‘ R-english ’

## MAT8886 Extremes and sums (of i.i.d. random variables)

January 20, 2012
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Yesterday, we have discussed briefly sums and maximas of i.i.d. random variables using the concept of subexponential distributions. Today, we will introduce the concept of regular variation: a positive function is said to be regularly varying (at i...

## Gold price and fear

January 18, 2012
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Via @theEconomist, I understood that there might be connections between the price of Gold (which is said to be extremely high nowadays) and the VIX SP500 index (the option volatility index, i.e. the so-called "fear index", as discussed - in French-...

## Infidelity and econometrics

January 17, 2012
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On http://www.bakadesuyo.com, there was recently an interesting discussion about infidelity, the key question being "at what ages are men and women most likely to have affairs?" The discussion is based on some graphs, e.g. The source is a paper b...

## MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

January 12, 2012
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Tomorrow, we will discuss Fisher-Tippett theorem. The idea is that there are only three possible limiting distributions for normalized versions of the maxima of i.i.d. samples . For bounded distribution, consider e.g. the uniform distribution on t...

## Maps with R, and polygon boundaries

December 21, 2011
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With R, it is extremely easy to draw maps. Let us start with something simple, like French regions. Baptiste mentioned on his blog that shapefiles can be downloaded from http://ign.fr/ website. Hence, if you extract the zip file, it is possible to ...

## Basics on Markov Chain (for parents)

December 20, 2011
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Markov chains is a very interesting and powerful tool. Especially for parents. Because if you think about it quickly, most of the games our kids are playing at are Markovian. For instance, snakes and ladders... It is extremely easy to write down th...

## PhD defense on copulas

November 15, 2011
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(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: Data science, Big Data, R jobs, visualization (ggplot2,...

## Conference in Lyon on climate change and insurance

November 14, 2011
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I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

## Confidence interval for predictions with GLMs

November 4, 2011
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Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

## Strange behavior of correlation estimation

November 2, 2011
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The Gaussian vector is extremely interesting since it remains Gaussian when conditioning. More precisely, if is a Gaussian random vector, then the conditional distribution of is also Gaussian. Further, it is possible to derive explicitly the cova...