Publications by csgillespie
Random variable generation (Pt 3 of 3)
Ratio-of-uniforms This post is based on chapter 1.4.3 of Advanced Markov Chain Monte Carlo. Previous posts on this book can be found via the AMCMC tag. The ratio-of-uniforms was initially developed by Kinderman and Monahan (1977) and can be used for generating random numbers from many standard distributions. Essentially we transform the rando...
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Survival paper (update)
In a recent post, I discussed some statistical consultancy I was involved with. I was quite proud of the nice ggplot2 graphics I had created. The graphs nicely summarised the main points of the paper: I’ve just had the proofs from the journal, and next to the graphs there is the following note: It is not usual BJS style to include 95 per cen...
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Statistical podcast: Random and Pseudorandom
This morning when I downloaded the latest version of In our time, I was pleased to see that this weeks topic was “Random and Peudorandom.” If you’re not familiar with “In our time”, then I can I definitely recommend the series. Each week three academics and Melvyn Bragg discuss a particular topic from history, science, philosophy, or re...
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Parsing and plotting time series data
This morning I came across a post which discusses the differences between scala, ruby and python when trying to analyse time series data. Essentially, there is a text file consisting of times in the format HH:MM and we want to get an idea of its distribution. Tom discusses how this would be a bit clunky in ruby and gives a solution in scala. Howe...
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CPU and GPU trends over time
GPUs seem to be all the rage these days. At the last Bayesian Valencia meeting, Chris Holmes gave a nice talk on how GPUs could be leveraged for statistical computing. Recently Christian Robert arXived a paper with parallel computing firmly in mind. In two weeks time I’m giving an internal seminar on using GPUs for statistical computing. To sta...
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R programming books (updated)
In a recent post, I asked for suggestions for introductory R computing books. In particular, I was looking for books that: Assume no prior knowledge of programming. Assume very little knowledge of statistics. For example, no regression. Are cheap, since they are for undergraduate students. Some of my cons aren’t really downsides as such. Rat...
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Graphical Display of R Package Dependencies
In some work that I am currently involved in, we have to decide which GUI engine we should use. As an obvious starter, we decided to have a look at what other people are using in their packages. While cran helpfully displays all the R packages that are available, it doesn’t (I don’t think), give a nice summary of the package dependencies. Aft...
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“An R package” or “A R package”
I’m currently writing some lecture notes on R and I used the phrase “a R package” without thinking. Since the word following the article “a” was a consonant, I automatically went for “a” instead of “an”. The problem is that “R” sounds likes a vowel, so “a R package” grates on the listener. The correct rule is to use “a...
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Makefiles and Sweave
A Makefile is a simple text file that controls compilation of a target file. The key benefit of using Makefile is that it uses file time stamps to determine if a particular action is needed. In this post we discuss how to use a simple Makefile that compiles a tex file that contains a number of \include statements. The files referred to by the \in...
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Character occurrence in passwords
As everyone knows, it seems that Sony is taking a bit of a battering from hackers. Thanks to Sony, numerous account and password details are now circulating on the internet. Recently, Troy Hunt carried out a brief analysis of the password structure. Here is a summary of his post: There were around 40,000 passwords, of which a 1/3 would fail a...
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