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The puzzle in the weekend edition of Le Monde this week can be expressed as follows: Consider four integer sequences (xn), (yn), (zn), and (wn), such that and, if u=(xn,yn,zn,wn), for i=1,…,4, if ui is not the maximum of u and otherwise. Find the first return ... [Read more...]

I was recently asked how to implement time series cross-validation in R. Time series people would normally call this “forecast evaluation with a rolling origin” or something similar, but it is the natural and obvious analogue to leave-one-out cross-validation for cross-sectional data, so I prefer to call it “time series ... [Read more...]

R code examples on various clustering techniques are available as “Clustering in R” in Chapter 4 of R & Bioconductor Manual by Thomas Girke, UC Riverside. It provides R examples on - Hierarchical Clustering, including tree cutting/coloring and heatmaps, - … Continue reading → [Read more...]

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The forecast package for R has undergone a major upgrade, and I’ve given it version number 3 as a result. Some of these changes were suggestions from the forecasting workshop I ran in Switzerland a couple of months ago, and some have been on the drawing board for a long ... [Read more...]

Here's a quick cheat-sheet on string manipulation functions in R, mostly cribbed from Quick-R's list of String Functions with a few additional links. substr(x, start=n1, stop=n2) grep(pattern,x, value=FALSE, ignore.case=FALSE, fixed=FALSE) gsub(pattern, replacement, x, ignore.case=FALSE, fixed=FALSE) gregexpr(pattern, ... [Read more...]

DataMarket, a portal that provides access to more than 14,000 data sets from various public and private sector organizations, has more than 100 million time series available for download and analysis. (Check out this presentation for more info about DataMarket.) And now with the new package rdatamarket, it's trivially easy to import ... [Read more...]

“In the end, it really is just a matter of choosing the relevant parts of mathematics and ignoring the rest. Of course, the hard part is deciding what is irrelevant.” Somehow, I had missed the first edition of this book and thus I started reading it this afternoon with a ... [Read more...]

Benford's law, also called the first-digit law, states that in lists of numbers from many (but not all) real-life sources of data, the leading digit is distributed in a specific, non-uniform way. According to this law, the first digit is 1 about 30% of the time, and larger digits occur as the ... [Read more...]

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At the Joint Statistical Meetings (Aug 2011), accepting the Roger Herriot Award for Innovation in Federal Statistics, I tipped my hat to pen-source software and three mentors.  I use the software (R, OpenBUGS, and MediaWiki) every d... [Read more...]

“My interpretation of [Leland Wilkinson’s] grammar [of statistical graphics]: —Data is the most important thing, and the thing that you bring to the table. —Geometric objects … what you actually see on the plot: points, lines, polygons, etc. ... [Read more...]

“My interpretation of [Leland Wilkinson’s] grammar [of statistical graphics]: —Data is the most important thing, and the thing that you bring to the table. —Geometric objects … what you actually see on the plot: points, lines, polygons, etc. ... [Read more...]

I doubt if anyone would deny the importance of being able to reproduce one's econometric results. More importantly, other researchers should be able to reproduce our results to verify (a) that we've done what we said we did; (b) to investigate the sensitivity of our results to the various choices ... [Read more...]

Here is an email I received from Umberto: I have a doubt regarding the tempered transitions method you considered in your JASA article with Celeux and Hurn. On page 961 you detail the several steps for building a proposal for a given distribution by simulating through l tempered power densities. I ... [Read more...]

The title says “things” but conferences are mainly about people. Some of it can be serendipitous.  For example, one day I sat next to Jonathan Rougier at lunch because I had a question for him about climate models.  When Jonathan left, I started a conversation with the person on my ... [Read more...]

I’ll be giving a talk on Forecasting time series using R for the Melbourne Users of R Network (MelbURN) on Thursday 27 October 2011 at 6pm. I will look at the various facilities for time series forecasting available in R, concentrating on the forecast package. This package implements several automatic methods ... [Read more...]

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There's a new local R user group in Salt Lake City, based at the University of Utah. (There used to be another group in Salt Lake devoted to R/Weka/Processing, but it appears to now be defunct.) This new group has been meeting regularly for some time, and their ... [Read more...]