Monthly Archives: July 2011

Descriptive statistics, causal inference, and story time

July 7, 2011
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Dave Backus points me to this review by anthropologist Mike McGovern of two books by economist Paul Collier on the politics of economic development in Africa. My first reaction was that this was interesting but non-statistical so I’d have to either post it on the sister blog or wait until the 30 days of statistics

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Necessity to Explain CDS with A Regime Switching Model

Necessity to Explain CDS with A Regime Switching Model

Examining the determinants of credit default swap (CDS) spreads is a hot topic, CDS spread has displayed siginificant regime switching behaviour since the break of credit crisis, which can be seen from the old graph in the post Credit Default Spread a...

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Call for a Special Topic on Grid and Cloud Computing Methods in Biomedical Research

Today, the AG Statistical Computing released the “Call for a Special Topic on Grid and Cloud Computing” in the Journal “Methods of Information in Medicine”. We are inviting submissions for a special topic of Methods of Information in Medicine on “Grid and Cloud Computing Methods in Biomedical Research“. This special topic call originates from a

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Use R!

July 7, 2011
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Use R!

In short: R is a free intuitive programming language that is used by practitioners in a plethora of academic disciplines. Therefore, it is on the cutting edge, and expanding rapidly. It creates stunning visuals, works seamlessly together with LaTeX, has really good online documentation and the community is unparalleled. A week...

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Rcpp 0.9.5

A maintenance release version 0.9.5 of Rcpp is now on CRAN and in Debian.This release comprises a number of minor fixes, extensions as well as small additions to the documentation and examples which have accumulated since the last release in Apr...

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Men with Hats

July 6, 2011
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Men with Hats

Suppose N people (and their hats) attend a party (in the 1950s). For fun, the guests mix their hats in a pile at the center of the room, and each person picks a hat uniformly at random. What is the probability that nobody ends up with their own hat?E...

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rasterVis

rasterVis

The raster package defines classes and methods for spatial raster data access and manipulation. The new rasterVis package complements raster providing a set of methods for enhanced visualization and interaction. It is now at CRAN. Several examples can ...

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How Marketo uses Revolution R Enterprise

July 6, 2011
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Marketo, a leading marketing automation company, relies on data analysis to implement the features in its hosted application that help companies get the most out of their marketing dollar. We've just published a case study about how Marketo uses Revolution R Enterprise and the R language to analyze the massive data sets generated by their customers: “I use it...

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Importing google news data to R

July 6, 2011
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Importing google news data to R

I've been playing around lately with the stock market data available from google finance, through quantmod in R. Here's a function I've written (which depends on the R Data Science Toolkit), to pull news stories related to a stock from google, parse t...

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Early stopping and penalized likelihood

July 6, 2011
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Early stopping and penalized likelihood

Maximum likelihood gives the beat fit to the training data but in general overfits, yielding overly-noisy parameter estimates that don't perform so well when predicting new data. A popular solution to this overfitting problem takes advantage of the iterative nature of most maximum likelihood algorithms by stopping early. In general, an iterative optimization algorithm goes from a...

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