Saturday, June 10, 2017

Research in Options (RiO) 2017

The conference RiO 2017 is now open to registration with a special offer up to June 30th. See the webpage here.

Sunday, May 7, 2017

Using rjags and rstan in Ubuntu

Doing Bayesian data analysis you probably will need to use JAGS and/or STAN to proceed MCMC in R. These can be done using packages rjas and rstan. If you are using Linux (Ubuntu) you can follow the instructions below:

Install Jags in Ubuntu
(open terminal)

sudo add-apt-repository ppa:marutter/rrutter
sudo apt-get update
sudo apt-get install r-cran-rjags

more details on
http://mikemeredith.net/blog/201512/R_and_JAGS_Ubuntu.htm

Install Stan in Ubuntu
(open terminal)

sudo apt-get install r-cran-rcpp r-cran-inline r-cran-rcpp
options(repos = c(getOption("repos"), rstan = "http://wiki.stan.googlecode.com/git/R"))
install.packages('rstan', type = 'source')install.packages('rstan', type = 'source')
install.packages('rstan', type = 'source')

Check the installation
> fx  <-  inline::cxxfunction( signature(x = "integer", y = "numeric" ) , 'return ScalarReal( INTEGER(x)[0] * REAL(y)[0] ) ;' )
> fx( 2L, 5 ) # should be 10

more details on
http://sites.psu.edu/theubunturblog/2012/09/03/installing-rstan-in-ubuntu/

Sunday, September 25, 2016

Forecasting, Uncertainty and Risk Management

There is nice Call for Papers on Forecasting, Uncertainty and Risk Management on the International Journal of Forecasting, special issue 2017. Here is the link.

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