Monthly Archives: August 2011

Informational Easing: A Change In F.O.M.C. Expectations

August 10, 2011
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Informational Easing: A Change In F.O.M.C. Expectations

Let's analyze the latest FOMC policy move.The FOMC met yesterday and changed up the communications strategy.  How so? Well, until yesterday the statement has been saying as of June 22, 2011:"The Committee continues to anticipat...

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Scraping web data in R

August 10, 2011
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Scraping web data in R

In my last post, I went through a lot of effort to scrape the PMI index off the ISM website.  It turns out that was unnecessary effort, as commentator "senne" pointed out that this index is available from FRED, with the symbol NAPM. &nbs...

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Using a “pure infographic” to explore differences between information visualization and statistical graphics

August 10, 2011
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Using a “pure infographic” to explore differences between information visualization and statistical graphics

Our discussion on data visualization continues. One one side are three statisticians–Antony Unwin, Kaiser Fung, and myself. We have been writing about the different goals served by information visualization and statistical graphics. On the other side are graphics experts (sorry for the imprecision, I don’t know exactly what these people do in their day jobs The post Using...

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Multiple cores in R, revisited

August 10, 2011
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The bigmemory package in combination with doMC provides at least a partial solution for sharing a large data set across multiple cores in R. With this solution you can work on the same matrix using several threads. It is also a very scalable solution. ...

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Coding, GUIs and Statistical Rituals

August 10, 2011
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Coding, GUIs and Statistical Rituals

I was recently inspired to comment on this blog post, asking is R is a cure for ‘mindless statistics’. Anyone whose familiar with statistics used in applied fields like epidemiology, sociology, social sciences generally will be familiar with the idea of a ‘statistical ritual’. Rather than think about the proper statistical approach to every question,

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What do you want to see at useR 2012?

August 9, 2011
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This year's useR! conference at Warwick University is less than a week away, but planning is already underway for useR! 2012, to be held at Vanderbilt University in Nashville. If you're planning to attend, conference organizer Frank Harrell is looking for your input: The 2012 R User Conference - useR! 2012 - will be held in Nashville Tennessee USA,...

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Amazon Machine Image Created With RTextTools Pre-installed

We recently created an AMI for Amazon's EC2 cloud computing service. Users with AWS accounts can access the public AMI by searching ami-817eb8e8. The AMI is based off of Drew Conway's excellent AMI, but with R 2.13 loaded and RTextTools and

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What makes a hockey Hall-of-Famer?

August 9, 2011
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What makes a hockey Hall-of-Famer?

At the JSM conference last week, I stopped by a great poster by Steve Salaga and Brian Mills, graduate students at University of Michigan's Department of Sport Management. The guys were clearly hockey fans, and had channelled their enthusiasm for a sport into an interesting statistical analysis of game and player data from the NHL. One analysis, based on...

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Estimate decay of linkage disequilibrium with distance

August 9, 2011
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Estimate decay of linkage disequilibrium with distance

It is well known that linkage disequilibrium (LD) decays with distance. Several functions have been proposed to estimate such decay. Among the most widely used are the Hill and Weir (1) formula for describing the decay of r2 and a formula proposed by Abecasis (2) for describing the decay of D’. I wrote R functions

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Forecasting recessions

August 9, 2011
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Forecasting recessions

John Hussman has a Recession Warning Composite that I am attempting to replicate/improve. The underlying data seems to be easy enough to get from FRED using the quantmod package in R. I don't quite understand the index Hussman is using for commercial...

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