After a four month simmer on various back burners and package conflicts, I’m pleased to announce that the successor to …Continue reading »

R news and tutorials contributed by (552) R bloggers

Quite a lot of people have had fun recently with prime factorization. It all started on The Math Less Traveled, then various versions of the prime factorization diagrams appeared (here, here, this animated one, etc., they are actually more or less listed here). So I wanted to have fun too and give a try...

It’s a lovely day. I took a walk around the campus after lunch. The scene was enjoyable in one deep autumn day. Before the afternoon work, I’d like to spend a few moments on the 24th Euler Problem. A permutation is an ordered arrangement of … Continue reading →

In this post, I made an SEM model and showed the results in a table.It’s a great feature of SEM that you can sketch your ideas about how the world works, and being able to get such a sketch back out of OpenMx is very helpful.Importantly, a figure can help readers understand what you’ve done, and it is a...

I’ve been hunting for a lightweight CSV editor for OSX so I could to make fixes to data files and not need to fire up Excel. While you can edit a CSV file in any text editor, it’s a pain to navigate the files without a spreadsheet-like interface. Unfortunately there doesn’t seem to be a good,...

Some time ago I stumbled upon a problem connected with the labels of a clustering. The partition an instance belongs to, is mostly labeled through an integer ranging from 1 to K, where k is the number of clusters. The task at that time was to plot a map of the results from the clustering of spatial polygons...

An introduction to estimating Value at Risk and Expected Shortfall, and some hints for doing it with R. Previously “The basics of Value at Risk and Expected Shortfall” provides an introduction to the subject. Starting ingredients Value at Risk (VaR) and Expected Shortfall (ES) are always about a portfolio. There are two basic ingredients that … Continue reading...

Specification testing is an important part of econometric practice. However, from what I can see, few researchers perform heteroskedasticity tests after estimating probit/logit models. This is not a trivial point. Heteroskedasticity in these models can represent a major violation of the probit/logit specification, both of which assume homoskedastic errors. Thankfully, tests for heteroskedasticity in these