Tanka is a Bootstrap-based minimalist theme for Hugo.
Typography
Follows the Bootstrap typography.
h1 Heading
h2 Heading
h3 Heading
h4 Heading
h5 Heading
h6 Heading
This is bold text
This is bold text
This is italic text
This is italic text
Deleted text
Block quotes are written like so.
They can span multiple paragraphs, if you like.
Some text, and some code
and then a nice plain link with title.
and then
- Create a list by starting a line with
+
,-
, or*
- Sub-lists are made by indenting 2 spaces:
- Marker character change forces new list start:
- Ac tristique libero volutpat at
- Marker character change forces new list start:
- Very easy!
vs.
- Lorem ipsum dolor sit amet
- Consectetur adipiscing elit
- Integer molestie lorem at massa
Math
Inline formula $S_n = \sum_{i=1}^n X_i$
example.
$$S(n, k) = \frac{1}{k!}\sum_{i=0}^{k} (-1)^{i} \binom{k}{i} (k-i)^n.$$
Code
Inline code
example
R
library("msaenet")
dat = msaenet.sim.gaussian(
n = 150, p = 500, rho = 0.5,
coef = rep(1, 10), snr = 5, p.train = 0.7,
seed = 1001
)
msaenet.fit = msaenet(
dat$x.tr, dat$y.tr,
alphas = seq(0.1, 0.9, 0.1),
nsteps = 10L, tune.nsteps = "ebic",
seed = 1005
)
msaenet.fit$best.step
msaenet.nzv(msaenet.fit)
plot(msaenet.fit, label = TRUE)
plot(msaenet.fit, type = "criterion")
plot(msaenet.fit, type = "dotplot", label = TRUE, label.cex = 1)
Python
@requires_authorization(roles=["ADMIN"])
def somefunc(param1='', param2=0):
r'''A docstring'''
if param1 > param2: # interesting
print 'Gre\'ater'
return (param2 - param1 + 1 + 0b10l) or None
class SomeClass:
pass
>>> message = '''interpreter
... prompt'''
Stan
// Multivariate Regression Example
// Taken from stan-reference-2.8.0.pdf p.66
data {
int<lower=0> N; // num individuals
int<lower=1> K; // num ind predictors
int<lower=1> J; // num groups
int<lower=1> L; // num group predictors
int<lower=1,upper=J> jj[N]; // group for individual
matrix[N,K] x; // individual predictors
row_vector[L] u[J]; // group predictors
vector[N] y; // outcomes
}
parameters {
corr_matrix[K] Omega; // prior correlation
vector<lower=0>[K] tau; // prior scale
matrix[L,K] gamma; // group coeffs
vector[K] beta[J]; // indiv coeffs by group
real<lower=0> sigma; // prediction error scale
}
model {
tau ~ cauchy(0,2.5);
Omega ~ lkj_corr(2);
to_vector(gamma) ~ normal(0, 5);
{
row_vector[K] u_gamma[J];
for (j in 1:J)
u_gamma[j] <- u[j] * gamma;
beta ~ multi_normal(u_gamma, quad_form_diag(Omega, tau));
}
{
vector[N] x_beta_jj;
for (n in 1:N)
x_beta_jj[n] <- x[n] * beta[jj[n]];
y ~ normal(x_beta_jj, sigma);
}
}
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