As part of an on-going paper with Kerrie Mengersen and Pierre Pudlo, we are using a GARCH(1,1) model as a target. Thus, the model is of the form which is a somehow puzzling object: the latent (variance) part is deterministic and can be reconstructed exactly given the series and the parameters. However, estimation is not 
Surprising resultsFor purposes of this article, any mention of homicide rates refers to reported homicide rates.Open vs ClosedIn mostly open countries (full democracies), the homicide rates are rather low when compared to other types of governments - e...
I have to admit, first, that finding Waldo has been a difficult task. And I did not succeed. Neither could I correctly spot his shirt (because actually, it was what I was looking for). You know, that red-and-white striped shirt. I guess it sho...
The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full May edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. New R Training Courses Announced. Three new R courses from leading R experts are...
R will overtake SAS and SPSS in 2015 - according to David Smith in his post on the Revolutions blog.I can believe that!© 2012, David E. Giles
I'm a huge supporter of the Free and Open Source Software movement. I've written more about R than anything else on this blog, all the code I post here is free and open-source, and a while back I invited you to steal this blog under a cc-by-sa license....
On October 2008 Mexico's capital, the Federal District, approved a version of no-fault divorce locally known as "express divorce". With the new law the requesting spouse no longer had to provide a cause to dissolve the marriage and the coup...
Table 1: Population of Tawi-Tawi from 1903 to 2010 1903 1918 1939 1948 1960 1970 1975 1980 1990 1995 2000 2007 2010 17000 45000 46000 59000 79000 110000 143000 195000 ...
The traditional way to show that your topic is worth studying in front of an audience is to show the state of the field based on a literature review. This is especially true if your subject is obscure except to a handful of scientists in the world.I wa...
Based on an analysis of Google Scholar data on usage of statistical software, Bob Muenchen makes a forecast: R will overtake SAS and SPSS in 2015. Forecasting is extrapolation — always a tricky business — so Bob also provides these qualitative reasons why R will continue to grow at the expense of SAS and SPSS: The continued rapid growth...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
