I've spent a lot of time thinking about and using R's spectrum() function and the Fast Fourier Transform (FFT) in the last 5+ years. Lately, they've begun to remind me a little of a Theremin: simple to use, difficult to master. While prepping a figur...
On Thursday October 13, Hong Ooi from ANZ (Australia and New Zealand Banking Group) will give a webinar presentation on Successful Uses of R (along with SAS and Excel) in Banking. We've covered Hong's use of R for credit risk analysis here on the blog before, and in next week's webinar he'll take an in-depth look at applying R...
In my mind, there are two very disparate views in the money management space: Markowitz style diversification and Faber style tactical allocation. I thought it would be fun to see what happens when we try to blend the two with an efficient frontier bet...
There are many visual methods used to identify patterns in space and time. I've discussed some in prior threads and will show a few others briefly here. One of the most difficult questions I often hear from others regarding markov type approaches, is...
A short while ago there was a discussion on linkedin about the use of SAS versus R for the enterprise. I have thought a bit about the issue but, as I do not use Linkedin, I did not make any … Continue reading →
(Contributing blogger Joseph Rickert reports from the Stanford University Statistics Seminar series - ed.) Stanford University is very gracious about letting the general public attend many university events. Yesterday, it caught my eye that Bradley Efron was going to speak on Bayesian inference and the parametric bootstrap at the weekly Statistics seminar. So, since the free shuttle that goes...
Regular expressions are a powerful in any language to manipulate, search, etc. data. For example:> fruit <- c("apple", "banana", "pear", "pineapple")> fruit "apple" "banana" "pear" "pineapple"> grep("a", fruit) # there is an ...
Dividing a list of stimuli described by several statistics into subsets which are balanced according to these statistics is a common task in psychological research. For the purpose of preparing materials for an experiment which I am going to conduct &#...
I am going to start a continuing “R Workshop” series of posts with R tips and tricks. If you have questions you’d like answered or were wondering about certain aspects, please leave them in the comments.
Benford's law is an amazing thing. If you know the probability distribution that classes of "natural" numbers should have, you can detect where people might be faking data: phony tax returns, bogus scientific studies, etc.
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
