INLA author Håvard Rue wrote me to point out a problem in the Functional ANOVA code given in this post. I made a mistake in setting the precision of the fixed effects (I used “default” instead of “prec”). I’ve put Håvard’s corrected version of the code ... [Read more...]

[Update alert: INLA author Håvard Rue found a problem with the code below. See here] Ramsay and Silverman’s Functional Data Analysis is a tremendously useful book that deserves to be more widely known. It’s full of ideas of neat things one can do when part of a ... [Read more...]

Yesterday I ran into an equation that was a sum of an exponential and a linear term: It doesn’t take long to figure out that there is no analytical solution, and so I set out to write some crappy numerical code. After wasting some time with a fixed point ... [Read more...]

Everyday, a poor soul tries to understand copulas by reading the corresponding Wikipedia page, and gives up in despair. The incomprehensible mess that one finds there gives the impression that copulas are about as accessible as tensor theory, which is a shame, because they are actually a very nice tool. ... [Read more...]