Blog Archives

Cross Validation for Kernel Density Estimation

October 1, 2014
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Cross Validation for Kernel Density Estimation

In a post publihed in July, I mentioned the so called the Goldilocks principle, in the context of kermel density estimation, and bandwidth selection. The bandwith should not be too small (the variance would be too large) and it should not be too large (the bias would be too large). Another standard method to select the bandwith, as mentioned...

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Generating Hurricanes with a Markov Spatial Process

September 30, 2014
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Generating Hurricanes with a Markov Spatial Process

The National Hurricane Center (NHC) collects datasets with all  storms in North Atlantic, the North Atlantic Hurricane Database (HURDAT). For all sorms, we have the location of the storm, every six jours (at midnight, six a.m., noon and six p.m.). Note that we have also the date, the maximal wind speed – on a 6 hour window – and...

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R package for Computational Actuarial Science

September 29, 2014
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A webpage for the book is now hosted on http://cas.uqam.ca/ So far, it is a very basic page, but information regarding the package can be found there. For instance, to install the package, with all the datasets, the R code is > install.packages("CAS...

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Multiple Tests, an Introduction

September 24, 2014
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Multiple Tests, an Introduction

Last week, a student asked me about multiple tests. More precisely, she ran an experience over – say – 20 weeks, with the same cohort of – say – 100 patients. An we observe some size=100 nb=20 set.seed(1) X=matrix(rnorm(size*nb),size,nb) (here, I just generate some fake data). I can visualize some trajectories, over the 20 weeks, library(RColorBrewer) cl1=brewer.pal(12,"Set3") cl2=brewer.pal(8,"Set2") cl=c(cl1,cl2)...

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Crowded Cities, Paris, Hong Kong and Montréal

September 5, 2014
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Crowded Cities, Paris, Hong Kong and Montréal

Over the past years, I’ve been living in different cities, all of them being completely different, compared with the others. I have been living in Paris, which is a big city in Europe, with a large neighborhood, too (la banlieue). Then, I’ve been living in Hong Kong, which is a larger city, in Asia. It was crowded. I mean,...

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Computational Actuarial Science, with R

August 24, 2014
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The book Computational Actuarial Science, with R is officially out. In the introduction of the book, and on the website of CRC, it is mentioned that the datasets can be found “in an R package on CRAN“, which is unfortunately incorrect. Some datasets are too large, so the package can not be uploaded on CRAN. Hopefully, Christophe host the package...

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Social Media Mining and Bioinformatics (with R)

August 5, 2014
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Social Media Mining and Bioinformatics (with R)

In June and July, I receive copies of two books, Social Media Mining with R, by Nathan Danneman and Richard Heimann Bioinformatics with R Cookbook, by Paurush Praveen Sinha For the first one, two recent interesting books deal with the same topic. Reza Zafarani, Mohammad Ali Abbasi and Huan Liu published last year Social Media Mining: An Introduction. Actually, the book can...

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Men set to live as long as women by 2010?

August 3, 2014
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Men set to live as long as women by 2010?

A few months ago, in Men set to live as long as women, figures show, it was mentioned that (in the U.K.) the gap between male and female life expectancy is closing and men could catch up by 2030, according to an adviser for the Office for National Statistics. (the slides are available online http://cass.city.ac.uk/…). I don’t really know U.K. demography,...

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The odds of a cluster of airplane accidents

August 2, 2014
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The odds of a cluster of airplane accidents

Recently, there have been a lot of airplane accidents. July, 17th 2014, Hrabove, Ukraine, Malaysia Airlines, Boeing 777, fatalities 298 (/298) July, 23rd 2014, Magong, Taiwan, TransAsia Airways, ATR 72-500, fatalities 47 (/58) July, 24th 2014, Aguelhok, Mali, Air Algerie, Mc Donnell Douglas MD-83, fatalities 116 (/116) It is simple to find a lot of datasets about airplane crashes....

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The Pay-for-Performance Myth

July 28, 2014
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The Pay-for-Performance Myth

Last week, Eric Chemi and Ariana Giorgi published an interesting article on “The Pay-for-Performance Myth” With all the public chatter about exorbitant executive compensation and income inequality, it’s useful to look at the relationship between chief executive officer pay and corporate performance. Typically, when the subject of their big pay packages arises, CEOs—usually through their spokespeople—say they are paid for...

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