This article gives a brief overview of the data.table package written by M. Dowle, T. Short, S. Lianoglou. A data.table is an extension of a data.frame created to reduce the working time of the user in two ways programming time … Continue reading →
Monthly Archives: June 2012
Effect of sample size on the accuracy of Cohen’s d estimates (95 % CI)
When talking about confidence intervals, Jacob Cohen famously said: “I suspect that the main reason they are not reported is that they are so embarrassingly large!” (Cohen, 1994). In this post I'll take a look at the relationship between the 95 % CI for Cohen's d and it's corresponding sample size.
Factor Attribution 2
I want to continue with Factor Attribution theme that I presented in the Factor Attribution post. I have re-organized the code logic into the following 4 functions: factor.rolling.regression – Factor Attribution over given rolling window factor.rolling.regression.detail.plot – detail time-series plot and histogram for each factor factor.rolling.regression.style.plot – historical style plot for selected 2 factors factor.rolling.regression.bt.plot 
Figuring an exchange rate for sports scores
While the US's Major League Soccer is using advanced analytics to analyze ball movement and improve team composition, they might want to think about a smaller, but possibly more impactful, goal for analytics. Like, how to explain to an American audience what a 1-2 game means to a basketball or baseball fan not familiar with scoring in the beautiful...
Blog with R Markdown and tumblr: Part II
In Part I of this series I described how to set up your tumblr blog so that you can create posts like those on the example site R Markdown Blog.
Now I’ll describe how you can actually create such posts. I’ll be using the RStudio IDE for the desktop in all the steps below,...
Crazy RUT in Academic Context Why Trend is Not Your Friend
In response to Where are the Fat Tails?, reader vonjd very helpfully referred me to this paper The Trend is Not Your Friend! Why Empirical Timing Success is Determined by the Underlying’s Price Characteristics and Market Efficiency is Irrelevant by P...
reproducible documents/analytics in R: the knitr package
When I am working in new institutions and I am asking: “Do you have a document management system?” I often get the answer:”Yap, we are using folders” … OKAY. Making analysis, developing applications and keeping an eye on code, data and applications make this even harder as it has to be. Of course not many
Workshop on Structural Equation Models
The Ted Rogers School of Management at Ryerson University is offering a one-day, hands–on workshop on Structural Equation Modelling. The workshop focuses on SEM theory and applications using R and Amos.
Instructors: Professor Richard Michon and Christine Buske
When: July 11, 2012 (8:30 to 3:30 pm)
Where: TRS...
Grouped means (again)
So, the post I did yesterday on aggregate seemed to go down well. One of the comments suggested I add an example. Other comments had other useful hints which I thought I’d pass on more formally. So here goes… The mtcars dataset in base has data on various aspects of cars – miles per gallon, 
How to Convert Rugby into Football/Soccer Scores
Following the Irish rugby team’s humiliating 60-0 defeat to New Zealand, an interesting question was posed on Twitter: what does a 60-0 result convert to in football/soccer? Intrigued, I decided to gather some data from both the English premier league (this season, more data collected and future blog posts to come!) and the equivalent English 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
