Anthony Ives, of University of Wisconsin-Madison, and Matthew Helmus of the Xishuangbanna Tropical Botanical Garden, present a new statistical method for analyzing phylogenetic community structure in an early view paper in Ecological Monographs. See th...

Another exciting day at Adap’skiii!!! Yves Atchadé presented a very recent work on the fundamental issue of estimating the asymptotic variance estimation for adaptive MCMC algorithms, with an intriguing experimental observation that a non-converging bandwidth with rate 1/n was providing better coverage than the converging rate. (I always found ...

R’s default theme of the HTML help pages is too plain for me to read, but we can easily modify the theme, which is essentially a CSS file. You can find the file under: file.path(R.home('doc'), 'html', 'R.css') Simply replace this file with my version: ...

This provides revised plots of the prediction distributions published yesterday.  The previous plots of prediction distributions should be ignored — they are not doing as advertised. We show the prediction distribution of levels of several equity indices (plus oil price) at the end of 2011 assuming nothing happens.  That is, we’ve ...

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post Tis the season to predict. Eight years of returns The equity indices use daily closing levels from the start of 2003.  This data comes from Yahoo. A roughly equivalent technique of selecting the last 2000 daily ...

In section 1.11.4 (p. 50), we discuss referring to lists of variables in a data set. In SAS, this can be done for variable stored in adjacent columns with the "var_x -- var_y" syntax and for variables with sequentially enumerated suffixes with the "va...

Google Earth has become a popular way of disseminating spatial data. KML is the data format required to do this. It is possible to load almost any type of spatial...

One area of LaTeX that is not always straightforward is producing tabular material. In this post we will look at some of the basics of creating tables in a LaTeX document. Fast Tube by Casper When creating tables there is a tabular environment that can be used and we need ...

Rearranging the office to find a fresh perspective. Hasn’t been done in seven years. I feel better already. Gonna hang some pictures. Gonna set some goals. I’m not afraid to fail. Saw “True Grit” last night. I liked it.

The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk ...