Monthly Archives: August 2010

Summer hiatus

August 2, 2010
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Summer hiatus

We're taking a break from posting for most of August. We'll be back in a month with new examples, including R- and SAS-applicable tricks and tools.Please drop us any ideas in the comments or by e-mail. We love feedback of any kind.

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JSM 2010 [day 1]

August 2, 2010
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JSM 2010 [day 1]

The first day at JSM is always a bit sluggish, as people slowly drip in and get their bearings. Similar to last year in Washington D.C., the meeting takes place in a huge conference centre and thus there is no feeling of overcrowded . It may also be that the peripheric and foreign location

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Summary plots

August 2, 2010
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Summary plots

So, when you first look at some data, it’s helpful to get a feel of it. One way to do this is to do a plot or two. I’ve found myself continuously doing the same series of plots for different datasets, so in the end I wrote this short code to put all the plots

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Using xBalance with MatchIt

August 1, 2010
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In a previous post, I demonstrated how to create a propensity score matching, test balance, and analyze the outcome variable using the optmatch and RItools packages. The same strategy can be used with other matching algorithms, for example the various methods included in the MatchIt package.I’ll use the same basic question and data from my previous...

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Margin Constraints with LSPM

August 1, 2010
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Margin Constraints with LSPM

When optimizing leverage space portfolios, I frequently run into the issue of one or more f$ (/f) being less than the margin of its respective instrument.  For example, assume the required margin for an instrument is $500, f$ is $100, an...

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NetLogo-R-Extension

August 1, 2010
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NetLogo-R-Extension

Here is a bridge between NetLogo and R, which looks very interesting. But I was not able to get it work on my Ubuntu box (running the latest R).

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R2HTML Package

August 1, 2010
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R2HTML Package

Introduction R2HTML is an R package, written and maintained by Eric Lecoutre currently maintained by me. It provides functions and methods to output different R objects to HTML files. It also has a Sweave driver to allow parsing of HTML files containing R code and automatically write the corresponding outputs. Current released version: 1.59 Download

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Revolution at JSM

August 1, 2010
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If you're in Vancouver for the Joint Statistics Meetings, come by and meet the Revolution team. (Revolution is a Silver Sponsor of JSM.) We're at Booth 527 of the Exhibition Hall (near the poster displays) showing the new and upcoming features of Revolution R, and we've got lots of R-related goodies to give away. If you're new to R,...

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Benford’s Law Tests for Wikileaks Data

August 1, 2010
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Benford’s Law Tests for Wikileaks Data

In my first post on the WL Afghanistan data I provided a very high-level view of the data, and found that it generally met expectations for frequency given its context and presumed data generating process. Next, I will look a bit deeper at this process and test if the observed frequencies of reports have properties

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