Archive for Bayesian Essentials with R

Statistical modeling and computation [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , on January 22, 2014 by xi'an

Dirk Kroese (from UQ, Brisbane) and Joshua Chen (from ANU, Canberra) just published a book entitled Statistical Modeling and Computation, distributed by Springer-Verlag (I cannot tell which series it is part of from the cover or frontpages…) The book is intended mostly for an undergrad audience (or for graduate students with no probability or statistics background). Given that prerequisite, Statistical Modeling and Computation is fairly standard in that it recalls probability basics, the principles of statistical inference, and classical parametric models. In a third part, the authors cover “advanced models” like generalised linear models, time series and state-space models. The specificity of the book lies in the inclusion of simulation methods, in particular MCMC methods, and illustrations by Matlab code boxes. (Codes that are available on the companion website, along with R translations.) It thus has a lot in common with our Bayesian Essentials with R, meaning that I am not the most appropriate or least unbiased reviewer for this book. Continue reading

Bayesian essentials with R available on amazon

Posted in Books, R, Statistics, University life with tags , , , , , on November 14, 2013 by xi'an

coverBayesian Essentials with R is now available both as an e-book and as a hardcover book on amazon.com!

essential cover!

Posted in Books, R, Statistics, University life with tags , , , , , on October 23, 2013 by xi'an

coverOur book is nearly out..! The Springer webpage is ready, we have sent the proofs back, amazon is missing has now included the above picture, things are moving towards the publication date, supposed to be November 30. Just in time for Christmas! And not too early given that we packed off in early February…

packed off!!!

Posted in Books, pictures, R, Statistics with tags , , , , , , , , , , on February 9, 2013 by xi'an

La Défense, Paris, Feb. 04, 2013Deliverance!!! We have at last completed our book! Bayesian Essentials with R is off my desk! In a final nitty-gritty day of compiling and recompiling the R package bayess and the LaTeX file, we have reached versions that were in par with our expectations. The package has been submitted to CRAN (it has gone back and forth a few times, with requests to lower the computing time in the examples: each example should take less than 10s, then 5s…), then accepted by CRAN, incl. a Windows version, and the book has be sent to Springer-Verlag. This truly is a deliverance for me as this book project has been on my work horizon almost constantly for more than the past two years, led to exciting times in Luminy, Carnon and Berlin, has taken an heavy toll on my collaborations and research activities, and was slowly turning into a unsavoury chore! I am thus delighted Jean-Michel and I managed to close the door before any disastrous consequence on either the book or our friendship could develop. Bayesian Essentials with R is certainly an improvement compared with Bayesian Core, primarily by providing a direct access to the R code. We dearly hope it will attract a wider readership by reducing the mathematical requirements (even though some parts are still too involved for most undergraduates) and we will keep testing it with our own students in Montpellier and Paris over the coming months. In the meanwhile, I just enjoy this feeling of renewed freedom!!!

local package delays

Posted in Books, R, Statistics with tags , , , , , , , , on January 25, 2013 by xi'an

When Jean-Michel and I left Berlin, a month ago, I really thought we were that close to sending the new edition of Bayesian Core. Alas, we are not done yet for a series of reasons: leaving for India did not give me enough time to complete the help manual, some codes from the original version did not seem to work any longer, apparently jeopardising a whole chapter!, and the package did not seem to compile. Yesterday, we met again and made progress that makes me much more confident. For one thing, the R code that “did not work” was an original spreadsheet of Bayesian Core that we turned into functions towards the completion of the bayess package. However, due to sloppy programming at the time, we had used global variables that were called inside functions without being (explicitly) declared as variables. When those R codes got turned into functions, variables defined inside those functions were no longer global and recognised by the other functions defined within those same functions… Silly me! Once this issue got spotted by Jean-Michel, as well as the use of a few && instead of &’s, the whole problem unravelled rather quickly and we got a compiled package by the end of the day, even though some of the demos (reproducing the outcome found in the text) are still bugged. Stay tuned!

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