Articles by andrew

Comrades Marathon Attrition Rate

June 7, 2013 | andrew

It is a bit of a mission to get the complete data set for this year’s Comrades Marathon. The full results are easily accessible, but come as an HTML file. Embedded in this file are links to the splits for individual athletes. So with a bit of scripting wizardry ... [Read more...]

Analysis of Cable Morning Trade Strategy

May 29, 2013 | andrew

A couple of years ago I implemented an automated trading algorithm for a strategy called the “Cable Morning Trade”. The basis of the strategy is the range of GBPUSD during the interval 05:00 to 09:00 London time. Two buy stop orders are placed 5 points above the highest high for this period; two ... [Read more...]

Package MatchIt: Balancing experimental data

May 23, 2013 | andrew

A balanced experimental design is one in which the distribution of the covariates is the same in both the control and treatment groups. However, although achievable in an experimental scenario, for observational data this ideal is seldom attained. The MatchIt package provides a means of pre-processing data so that the ... [Read more...]

xkcd Style Bubble Plot

May 23, 2013 | andrew

A package was recently released to generate plots in the style of xkcd using R. Being a big fan of the cartoon, I could not resist trying it out. So I set out to produce something like one of Hans Rosling’s bubble plots. First I needed some data. Spoilt ... [Read more...]

Package party: Conditional Inference Trees

May 21, 2013 | andrew

I am going to be using the party package for one of my projects, so I spent some time today familiarising myself with it. The details of the package are described in Hothorn, T., Hornik, K., & Zeileis, A. (1999). “party: A Laboratory for Recursive Partytioning” which is available from CRAN. The ... [Read more...]

Stan!

May 13, 2013 | andrew

Guy Freeman writes: I thought you’d all like to know that Stan was used and referenced in a peer-reviewed Rapid Communications paper on influenza. Thank you for this excellent modelling language and sampler, which made it possible to carry out this work quickly! I haven’t actually read the ... [Read more...]

New Toy package wingui

April 1, 2013 | andrew

A new toy package that I have been playing with has just been submitted to CRAN.  I called it wingui.  It works off the original windows R GUI.  The idea is to be able to adjust the advanced attributes for the window through a reference object GUI.  Right now it ... [Read more...]

Stan at Google this Thurs and at Berkeley this Fri noon

March 20, 2013 | andrew

Michael Betancourt will be speaking at Google and at the University of California, Berkeley. The Google talk is closed to outsiders (but if you work at Google, you should go!); the Berkeley talk is open to all: Friday March 22, 12:10 pm, Evans Hall 1011. Title of talk: Stan: Practical Bayesian Inference with ... [Read more...]

How do I make my graphs?

March 15, 2013 | andrew

Someone who wishes to remain anonymous writes: I’ve been following your blog a long time and enjoy your posts on visualization/statistical graphics matters. I don’t recall however you ever describing the details of your setup for plotting. I’m a new R user (convert from matplotlib) and ... [Read more...]

Cool GSS training video! And cumulative file 1972-2012!

March 8, 2013 | andrew

Felipe Osorio made the above video to help people use the General Social Survey and R to answer research questions in social science. Go for it! Meanwhile, Tom Smith reports: The initial release of the General Social Survey (GSS), cumulative file for 1972-2012 is now on our website. Codebooks and ... [Read more...]

Stan in L.A. this Wed 3:30pm

March 4, 2013 | andrew

Michael Betancourt will be speaking at UCLA: The location for refreshment is in room 51-254 CHS at 3:00 PM. The place for the seminar is at CHS 33-105A at 3:30pm – 4:30pm, Wed 6 Mar. ["CHS" stands for Center for Health Sciences, the building of the UCLA schools of medicine and public ... [Read more...]

PyStan!

March 4, 2013 | andrew

Stan is written in C++ and can be run from the command line and from R. We’d like for Python users to be able to run Stan as well. If anyone is interested in doing this, please let us know and we’d be happy to work with you ... [Read more...]

Rcpp class in Sat 9 Mar in NYC

February 24, 2013 | andrew

Join Dirk Eddelbuettel for six hours of detailed and hands-on instructions and discussions around Rcpp, RInside, RcppArmadillo, RcppGSL and other packages . . . Rcpp has become the most widely-used language extension for R. Currently deployed by 103 CRAN packages and a further 10 BioConductor packages, it permits users and developers to pass “whole R [...] ... [Read more...]

A must-read paper on statistical analysis of experimental data

February 13, 2013 | andrew

Russ Lyons points to an excellent article on statistical experimentation by Ron Kohavi, Alex Deng, Brian Frasca, Roger Longbotham, Toby Walker, Ya Xu, a group of software engineers (I presume) at Microsoft. Kohavi et al. write: Online controlled experiments are often utilized to make data-driven decisions at Amazon, Microsoft . . . deployment ...
[Read more...]

Partial least squares path analysis

February 9, 2013 | andrew

Wayne Folta writes: I [Folta] was looking for R packages to address a project I’m working on and stumbled onto a package called ‘plspm’. It seems to be a nice package, but the thing I wanted to pass on is the PDF that Gaston Sanchez, its author, wrote that ... [Read more...]

The new Stan 1.1.1, featuring Gaussian processes!

February 6, 2013 | andrew

We just released Stan 1.1.1 and RStan 1.1.1 As usual, you can find download and install instructions at: http://mc-stan.org/ This is a patch release and is fully backward compatible with Stan and RStan 1.1.0. The main thing you should notice is that the multivariate models should be much faster and all ...
[Read more...]

Text Decryption Using MCMC

January 22, 2013 | andrew

The famous probabilist and statistician Persi Diaconis wrote an article not too long ago about the "Markov chain Monte Carlo (MCMC) Revolution." The paper describes how we are able to solve a diverse set of problems with MCMC. The first example he give...
[Read more...]

R package for Bayes factors

January 19, 2013 | andrew

Richard Morey writes: You and your blog readers may be interested to know that a we’ve released a major new version of the BayesFactor package to CRAN. The package computes Bayes factors for linear mixed models and regression models. Of course, I’m aware you don’t like point-null ... [Read more...]

The statistics software signal

January 5, 2013 | andrew

Tyler Cowen links to a post by Sean Taylor, who writes the following about users of R: You are willing to invest in learning something difficult. You do not care about aesthetics, only availability of packages and getting results quickly. To me, R is easy and Sas is difficult. I ... [Read more...]

An epithet I can live with

December 4, 2012 | andrew

Here. Indeed, I’d much rather be a legend than a myth. I just want to clarify one thing. Walter Hickey writes: [Antony Unwin and Andrew Gelman] collaborated on this presentation where they take a hard look at what’s wrong with the recent trends of data visualization and infographics. ... [Read more...]
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