# 1186 search results for "Latex"

## Maximum likelihood estimates for multivariate distributions

September 22, 2012
By

Consider our loss-ALAE dataset, and - as in Frees & Valdez (1998) - let us fit a parametric model, in order to price a reinsurance treaty. The dataset is the following, > library(evd) > data(lossalae) > Z=lossalae > X=Z;Y=Z ...

## Power Analysis and the Probability of Errors

September 22, 2012
By
$Power Analysis and the Probability of Errors$

Power analysis is a very useful tool to estimate the statistical power from a study. It effectively allows a researcher to determine the needed sample size in order to obtained the required statistical power. Clients often ask (and rightfully so) what the sample size should be for a proposed project. Sample sizes end up being

## (nonparametric) Copula density estimation

September 20, 2012
By

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...

## Copulas and tail dependence, part 3

September 18, 2012
By

We have seen extreme value copulas in the section where we did consider general families of copulas. In the bivariate case, an extreme value can be writtenwhere is Pickands dependence function, which is a convex function satisfyingObserve that in ...

## Copulas and tail dependence, part 2

September 18, 2012
By

An alternative to describe tail dependence can be found in the Ledford & Tawn (1996) for instance. The intuition behind can be found in Fischer & Klein (2007)). Assume that and have the same distribution. Now, if we assume that those vari...

## Side note…

September 18, 2012
By

MathJax allows you to customize how $$\LaTeX$$ is displayed. Simply right click over the math you’d like to see to access the display menu. Under “math settings” you can see zoom trigger and factor options. Given how small the text ...

## Copulas and tail dependence, part 1

September 17, 2012
By

As mentioned in the course last week Venter (2003) suggested nice functions to illustrate tail dependence (see also some slides used in Berlin a few years ago). Joe (1990)'s lambda Joe (1990) suggested a (strong) tail dependence index. For lower t...

## Create Beamer/knitr Lecture Slideshow with Bash, Explain the Script with knitr

September 17, 2012
By

Setting up a beamer slideshow is tedious. Creating new slideshows with the same header/footer/style files every week for your course lectures is very very tedious. To solve this problem I created a simple bash shell script. When you run the script in...

## Getting into R, RCommander, JGR and Deducer

September 14, 2012
By

I've been meaning to post something about R for a while, but never got started, and now have a pile of things I'd like to post, so it's time to get started. I first started using R during my Master Dissertation where I had to do some stats.  I've ...

## Integrate data and reporting on the Web with knitr

September 11, 2012
By

Today's guest post comes from Yihui Xie, author of the knitr package — ed. Hi, this is Yihui Xie, and I'm guest posting on the Revolutions blog to talk about one aspect of the knitr package: how we can integrate data analysis and reporting in R with the Web. This post includes both the work that has been done...