Make your R scripts faster with C code

Make your R scripts faster with C code

Sometimes, a problem can easily be solved using loops in R, however this way may be very slow. For example, one wants to estimate a quantile by Monte Carlo of : \[ S := \sum_{k=1}^{N} X_k, \] where \(N \sim \mathcal{P}(\lambda)\) and \(X := (X_{k})_{k \geq 1}\) is a sequence of i.i.d. random variables which …

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Kolmorov-Smirnov test: A usual error

Kolmorov-Smirnov test: A usual error

The Kolmogorov-Smirnov test is a non-parametric test whose purpose is to test that if the true distribution of some i.i.d. sample is some specific distribution. However, the test is often used in order to test if the true distribution belongs to some family of distribution (for example, the Gaussian family) where we estimate the parameters. …

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