August 2008

UseR!2008 aftermath

August 30, 2008 | 0 Comments

Earlier in August I was on the R user conference which this year took place in Dortmund. It was a quite an exciting event gathering around 500 people from around the globe and featuring 170 presentations and talks. Topics varied from new developments in the R system, newly implemented statistical methods as ...
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R Design Flaws #1 and #2: A Solution to Both?

August 25, 2008 | 0 Comments

I’ve previously posted about two design flaws in R. The first post was about how R produces reversed sequences from a:b when a__b, with bad consequences in “for” statements (and elsewhere). The second post was about how R by default drops dimensions in expressions like M[i:... [Read more...]

More stats sites

August 20, 2008 | 0 Comments

Jim Albert has a blog based on his book Bayesian Computation in R. Unfortunately, it seems they haven't been updating it too much recently but it looks like what's there is pretty good. [Read more...]

Visualize Copulas

August 20, 2008 | 0 Comments

In those Copula codes you can get a rough idea what copula is, how to estimate and simulate it, how to test its performance, etc., to help you visualize what on earth the copula should look like, below R code draws plots of some widely used [Read more...]

Design Flaws in R #2 — Dropped Dimensions

August 19, 2008 | 0 Comments

In a comment on my first post on design flaws in the R language, Longhai remarked that he has encountered problems as a result of R’s default behaviour of dropping a dimension of a matrix when you select only one row/column from that dimension. This was indeed the ...
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High-performance computing in R at useR! 2008

August 12, 2008 | 0 Comments

The useR! 2008 meeting is about to commence. Although I am not able to go this year I will be keeping a close eye on the talks and slides that (I assume) will be posted.  Last years useR! meeting (which … Continue reading →
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Updated version of GGobi: 2.1.8

August 12, 2008 | 0 Comments

We've just posted an updated version of GGobi - version 2.1.8. This version fixes a number of small bugs, particularly with theDescribeDisplay plugin. If you are on windows, make sure to also update to the latest version of gtk linked from the downlo... [Read more...]

Process Simulation in R

August 12, 2008 | 0 Comments

Simple demonstration codes for process simulation in R, including Brownian motion simulation, Poisson process simulatio, Euler scheme simulation for Geometric Brownian motion, the mean-reverting process, and the process with two 'attractors', etc.http... [Read more...]

R-code for Vasicek estimation

August 8, 2008 | 0 Comments

A short-rate model is usually calibrated to some initial structures in the market, typically the initial yield curve, the caps volatility surface, the swaptions volatility surface, and possibly other products, thus determining the model parameters. Va... [Read more...]

Link C with R

August 7, 2008 | 0 Comments

I should have posted this earlier. In my previous post, I have discussed the speed issue in R briefly. The speed issue unfortunately are two of the shortcomings of R. The other one is that R does not handle big data set very well. So instead of wai... [Read more...]

Design Flaws in R #1 — Reversing Sequences

August 6, 2008 | 0 Comments

The R language for statistical computing has become the standard for academic statistical research, for the very good reason that it’s better than the alternatives. It’s far from perfect however. I could come up with a long “wish list” of desired features it lacks, but that’s not ...
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