In undergrad I had a computer science professor that piqued my interest in applied mathematics, beginning with Conway’s Game of Life. At first, the Game of Life (not the board game) appears to be quite simple — perhaps, too simple — but it has been widely explored and is useful for ... [Read more...]

Recently, I had a professor ask me how to take a string and convert it to an R variable name on-the-fly. One possible way is: x [Read more...]

I spend much of my time writing R code for simulations to compare the supervised classification methods that I have developed with similar classifiers from the literature.  A large challenge is to determine which datasets (whether artificial/simulated or real) are interesting comparisons.  Even if we restricted ourselves to multivariate ... [Read more...]

I have been simulating a lot of data lately  with various covariance (correlation) structures, and one that I have been using is the autocorrelation (or autoregressive) structure, where there is a “lag” between variables. The matrix is a v-dimension matrix of the form $$\begin{bmatrix} 1 & \rho & \rho^2 & \dots & \rho^{v-1}\\ \... [Read more...]