Piet Mondrian Composition with Red, Blue, Black, Yellow, and Gray (1921): An example draw from my simulation function: We're in the midst of planning our spring course on Empirical Research Methods, and as a result, I've...

I ran into this presentation on Statistical aspects of two-way cross-over studies by Ing. Helmut Schütz (http://bebac.at). He presented some code and referred to the bear package. The bear package is menu driven, which is not my thing. I had to try and do that in R via other packages. The aim is to estimate if the...

(This article was first published on Learning Data Science , and kindly contributed to R-bloggers) K-plus proches voisins K-plus proches voisins Fondamentaux La notion de voisinage d'un point est assez intuitive. Une définition simple serait : une zone de l'espace qui comprend ce point. C'est une notion centrale en mathématique, particulièrement en analyse lorsqu'on souhaite unifier la notion de...

I recently came across a very interesting idea at the The Problem with Market Neutral (and an Answer) post by Mebane Faber. Today I want to show how you can test such strategy using the Systematic Investor Toolbox: Mebane thank you very much for sharing this great observation and great strategy that works! I would

Revolution R Enterprise 7 is a major update to Revolution Analytics' flagship predictive analytics software. Not only does it include the latest release of Open Source R (providing compatability with more than 6,000 user-contributed packages), it also adds in-Hadoop and in-database predictive modeling with big data, new statistical capabilities, and drag-and-drop workflow building via integration with Alteryx. You can...

Just what you need - some more interesting reading! Al-Sadoon, M. M., 2013. Geometric and long run aspects of Granger causality. Mimeo., Universitat Pompeu Fabra. (Forthcoming in Journal of Econometrics.) Barnett, W. A. and I. Kalondo-Kanyama, 2013. Time-varying parameter in the almost ideal demand system and the Rotterdam model: Will the best specification please stand up? Working Paper 335, Econometric...

In my previous post about estimating the Percolation Threshold on a square lattice, I only considered flow from a given cell to its four nearest neighbours. It is a relatively simple matter to extend the recursive flow algorithm to include other configurations as well. Malarz and Galam (2005) considered the problem of percolation on a