Monthly Archives: September 2011

Example 9.7: New stuff in SAS 9.3– Frailty models

September 27, 2011
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Example 9.7: New stuff in SAS 9.3– Frailty models

Shared frailty models are a way of allowing correlated observations into proportional hazards models. Briefly, instead of l_i(t) = l_0(t)e^(x_iB), we allow l_ij(t) = l_0(t)e^(x_ijB + g_i), where observations j are in clusters i, g_i is typically norma...

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Obama recruiting analysts and R is one preferred skill

September 27, 2011
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Obama recruiting analysts and R is one preferred skill

Barack Obama is recruiting analysts for his 2012 re-election campaign. It is to analyze the campaign’s data to guide election strategy and develop quantitative, actionable insights that drive decision-making. R is mentioned as one of the tools to use. Analytics … Continue reading →

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Time series equivalence of brains and markets

September 27, 2011
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Time series equivalence of brains and markets

fMRI data from 90 locations in the brain look somewhat like daily closing prices on 116 stocks if you squint just right. Marginal Revolution was nice enough to point to “Topological isomorphisms of human brain and financial market networks”. I’ve only just glanced through the paper.  I find it interesting, but I’m fairly skeptical.  The … Continue reading...

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Hipster programming languages

September 26, 2011
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Hipster programming languages

If you look at the programming languages that are popular these days, a few patterns emerge. I'm not talking about languages that have the most hits on the job sites. I'm talking about what the cool kids are coding in - the folks that hang out on hacke...

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Revolution Analytics partners with Cloudera

September 26, 2011
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Revolution Analytics today announced that it has partnered with Cloudera, the leader in Apache Hadoop-based software and services, to make big-data analytics with Hadoop and R available to Revolution R Enterprise users. As we announced earlier this month, we have created three open-source R packages which make it possible for R users to write map-reduce programs in the R...

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ttrTests: Its Great Thesis and Incredible Potential

September 26, 2011
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ttrTests: Its Great Thesis and Incredible Potential

I stumbled on the ttrTests R package as mentioned in my post ttrTests Experimentation.  I did not recognize its potential until I spent much more time absorbing the basis of the package—David St. John’s thesis Technical Analysis Based on Movin...

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workshop in Columbia [day 3]

September 26, 2011
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workshop in Columbia [day 3]

Although this was only a half-day of talks, the third day of the workshop was equally thought-challenging and diverse.  (I managed to miss the ten first minutes by taking a Line 3 train to 125th street, having overlooked the earlier split from Line 1… Crossing south Harlem on a Sunday morning is a fairly mild

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Using Inkscape to Post-edit Labels in R Graphs

September 26, 2011
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I discuss how to use Inkscape to easily shift around labels on graphs produced in R. Continue reading →

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Gamified

September 26, 2011
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Gamified

Barry Rowlingson gave an interesting talk at UseR 2011, “Why R-help must die!” He suggested the Q-and-A type sites Stack Overflow (on programming) and Cross Validated (on statistics), both part of Stack Exchange. An interesting feature of these sites is that, in addition to voting up and down on the questions and answers, one accrues

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Visualizing Sampling Distributions

September 25, 2011
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Visualizing Sampling Distributions

Teacher: “How variable is your estimate of the mean?” Student: “Uhhh, it’s not. I took a sample and calculated the sample mean. I only have one number.” Teacher: “Yes, but what is the standard deviation of sample means?” Student: “What do you mean means, I only have the one friggin number.” Statisticians have a habit

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