The Gibbs sampler discussed on Darren Wilkinson's blog and also on Dirk Eddelbuettel's blog has been implemented in several languages, the first of which was R. In preparation for a session at useR!2012 on "What other languages should R user... [Read more...]

In January of this year I first saw mention of the Julia language in the release notes for LLVM. I mentioned this to Dirk Eddelbuettel and later we got in contact with Viral Shahregarding a Debian package for Julia. There are many aspects of Julia tha... [Read more...]

1.1 Pharmacokinetic models with an analytic solution Pharmacokinetics is the study of the absorption and elimination of drugs and their metabolites in the body. As described in the wikipedia article there are several parameters, such rate constants,... [Read more...]

1.1 Signatures of the d-p-q-r functions in libRmath Users of R are familiar with the functions for evaluating properties of and for sampling from probability distributions, the so-called d-p-q-r functions. The designation d-p-q-r reflects the fact t... [Read more...]

In the previous post on RcppEigen I described an example of sampling from collection of multinomial distributions represented by a matrix of probabilities.  In the timing example the matrix was 100000 by 5 with each of the 100000 rows summing... [Read more...]

R is an Open Source project providing an interactive language and environment for statistical computing.  It has become the lingua franca for research in statistical methods.  Because R is an interpreted language it is comparat... [Read more...]

When I bought the first computer for use in our Statistics Department - a Vax 11/750 that cost about a quarter of a million dollars in 1983 - I was considered extravagant because I purchased and installed a second megabyte of memory for the machine. [Read more...]