David Roodman wrote to me today, saying:"I don’t know if you use Stata, but I’ve just released a Stata package for extreme value theory. It is strongly influenced by Coles’s book on EVT and the associated ismev package for R. Using maximum likeli...
David Roodman wrote to me today, saying:"I don’t know if you use Stata, but I’ve just released a Stata package for extreme value theory. It is strongly influenced by Coles’s book on EVT and the associated ismev package for R. Using maximum likeli...
The other day, Carol and I went with friends to see the movie, The Imitation Game. I definitely recommend it.I was previously aware of many of Alan Turing's contributions, especially in relation to the Turing Machine, cryptography, computing, and artif...
Chris Blattman (Columbua U.) has a blog directed towards international development, economics, politics, and policy.In a post yesterday, Chris asks: "What happens when a very good political science journal checks the statistical code of its submissions...
When you get a chance to check out the "beta" release of EViews 9 (which current users can download from here), you'll find lots of new features.Many of these relate to the Eviews interface, data handling, and graphs and tables. And then (of course) th...
If you're an EViews user then you'll be delighted to learn that the beta version of the new EViews 9 was released this morning.Provided that you have EViews 8.1 on your machine, you can download the beta version of this latest release from http://...
On Friday the Royal Statistical Society hosted a meeting on Statistical computing languages, organised by my colleague Colin Gillespie. Four languages were presented at the meeting: Python, Scala, Matlab and Julia. I presented the talk on Scala. The slides I presented are available, in addition to the code examples and instructions on how to run … Continue reading Statistical computing languages at the RSS
Doctoral programme in cloud computing for big data I’ve spent much of this year working to establish our new EPSRC Centre for Doctoral Training in Cloud Computing for Big Data, which partly explains the lack of posts on this blog in recent months. The CDT is now established, with 11 students in the first cohort, … Continue reading Statistics for Big Data
In a recent post I discussed some aspects of the distributions of some common test statistics when the null hypothesis that's being tested is actually false. One of the things that we saw there was that in many cases these distributions are "non-c...
From today’s email: I have just finished reading a copy of ‘Forecasting:Principles and Practice’ and I have found the book really interesting. I have particularly enjoyed the case studies and focus on practical applications. After finishing the book I have joined a forecasting competition to put what I’ve learnt to the test. I do have […]
During a recent visit to Harvard U. I came across this monstrosity thing of beauty in the Science Center - the building where the Dept. of Statistics is housed:It's an "Aiken-IBM Automatic Sequence Controlled Calculator - I", and dates from 1944. ...
