4097 search results for "git"

Version 1.0 of multilevelPSA Available on CRAN

February 14, 2013
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Version 1.0 of multilevelPSA Available on CRAN

Version 1.0 of multilevelPSA has been released to CRAN. The multilevelPSA package provides functions to estimate and visualize propensity score models with multilevel, or clustered, data. The graphics are an extension of PSAgraphics package by Helmreich and Pruzek. The example below will investigate the differences between private and public school internationally using the Programme of International Student Assessment...

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Getting a simple tree via NCBI

February 14, 2013
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Getting a simple tree via NCBI

I was just at the Phylotastic hackathon in Tucson, AZ at the iPlant facilities at the UofA. A problem that needs to be solved is getting the incrasingly vast phylogenetic information to folks not comfortable building their own phylogenies. Phylomatic has made this super easy for people that want plant phylogenies (at least 250 or so papers...

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Getting a simple tree via NCBI

February 14, 2013
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Getting a simple tree via NCBI

I was just at the Phylotastic hackathon in Tucson, AZ at the iPlant facilities at the UofA. A problem that needs to be solved is getting the incrasingly vast phylogenetic information to folks not comfortable building their own phylogenies. Phylomatic has made this super easy for people that want plant phylogenies (at least 250 or so papers...

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Multiple Stocks Plot Shiny web application

February 13, 2013
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Multiple Stocks Plot Shiny web application

Today, I want to share the Multiple Stocks Plot application (code at GitHub). This is the second application in the series of examples (I plan to share 5 examples) that will demonstrate the amazing Shiny framework and Systematic Investor Toolbox to analyze stocks, make back-tests, and create summary reports. The motivation for this series of

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Large claims, and ratemaking

February 13, 2013
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Large claims, and ratemaking

During the course, we have seen that it is natural to assume that not only the individual claims frequency can be explained by some covariates, but individual costs too. Of course, appropriate families should be considered to model the distribution of the cost , given some covariates .Here is the dataset we’ll use, > sinistre=read.table("http://freakonometrics.free.fr/sinistreACT2040.txt", + header=TRUE,sep=";") > sinistres=sinistre...

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#14 A New GGPLOT Template

February 13, 2013
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#14 A New GGPLOT Template

  So the opts() has now been given the boot, and all the cool kids are using theme() to customise their ggplots. If you’re still on an old version of R then theme() will still work, but if you update (which you should) then it’ll stop working and you’ll have to edit all your code

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Sharing my work for “Advanced Methods III”

February 13, 2013
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Sharing my work for “Advanced Methods III”

This semester I’m taking the live version of the Data Analysis class by Jeff Leek. His more popular version of the course is available through Coursera.  One of the things that Jeff promotes is reproducibility and sharing code. I share that tendency and thus created a Git repository for my homework and code for the class: lcollado753. I’m...

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Single Stock Plot Shiny web application

February 12, 2013
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Single Stock Plot Shiny web application

Today, I want to share the Single Stock Plot application (code at GitHub). This is the first application in the series of examples (I plan to share 5 examples) that will demonstrate the amazing Shiny framework and Systematic Investor Toolbox to analyze stocks, make back-tests, and create summary reports. The motivation for this series of

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Another Experiment with R and Sweave

February 12, 2013
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The R package PApages is a great start towards addressing the very common problem of internal and external reporting in the money management industry.  Advent's APX, Axys, and Black Diamond and the up and coming extremely well-connected and well-f...

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The Problem with Testing for Heteroskedasticity in Probit Models

February 12, 2013
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The Problem with Testing for Heteroskedasticity in Probit Models

A friend recently asked whether I trusted the inferences from heteroskedastic probit models. I said no, because the heteroskedastic probit does not allow a researcher to distinguish between non-constant variance and a mis-specified mean function. In particular, my friend had a hypothesis that the variance of the latent outcome (commonly called "y-star") should increase with an

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