## Generalized Double Pareto Priors for Regression

September 10, 2014
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This post is a review of the “GENERALIZED DOUBLE PARETO SHRINKAGE” Statistica Sinica (2012) paper by Armagan, Dunson and Lee. Consider the regression model (Y=Xbeta+varepsilon) where we put a generalized double pareto distribution as the prior on the regression coefficients (beta). The GDP distribution has density $$begin{equation} f(beta|xi,alpha)=frac{1}{2xi}left( 1+frac{|beta|}{alphaxi} right)^{-(alpha+1)}. label{} end{equation}$$ GDP as Scale The post

## Visualizing Website Pathing With Sankey Charts

September 10, 2014
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In my prior post on visualizing website structure using network graphs, I referenced that network graphs showed the pairwise relationships between two pages (in a bi-directional manner). However, if you want to analyze how your visitors are pathing through your site, you can visualize your data using a Sankey chart. Visualizing Single Page-to-Next Page Pathing Related posts:

## pkgKitten 0.1.1: Still creating R Packages that purr

September 10, 2014
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A maintenance release 0.1.1 of pkgKitten is now on CRAN. It has only one small change: the function playWithPerPackageHelpPage() was factored out of the main function kitten() as I happened to be needing something just like playWithPerPackageHelpPage...

## CausalImpact: A new open-source package for estimating causal effects in time series

September 10, 2014
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How can we measure the number of additional clicks or sales that an AdWords campaign generated? How can we estimate the impact of a new feature on app downloads? How do we compare the effectiveness of publicity across countries?In principle, all of these questions can be answered through causal inference.In practice, estimating a causal effect...

## Intermission: A Quick Thought on Robust Kurtosis

September 10, 2014
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This post was inspired by some musings from John Bollinger that as data in the financial world wasn’t normally distributed, … Continue reading →

## More presentations from useR! 2014

September 10, 2014
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DataScience.LA has posted a great recap of the latest LA R meetup, which in turn was a recap of presentations from the useR! 2014 conference. Follow that link to review slides from the event, whith summaries of useR! 2014 related to R and Python; Finance; dplyr; R books; SalesForce and R AnalyticFlow. DataScience.LA has also posted more videos from...

## 4 new R jobs (for September 10th 2014) and a new “about us” video

September 10, 2014
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This is the bimonthly R Jobs post (for 2014-09-10), based on the R-bloggers’ sister website: R-users.com. This time, I’d like to start by thanking Jeff Weakley (more on Jeffat the end of this post) for his huge help in producing the following short (1:30 minutes) video about R-users: If you are an employer who is looking to hire people from the R community, please visit this...

## LA R Meetup Summary: Highlights from the useR! 2014 Conference

September 10, 2014
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Last week the LA R meetup featured 5 speakers each highlighting a few things they...

## R version of “An exploratory technique for visualizing the distributions of 100 variables:”

September 10, 2014
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Rick Wicklin (@RickWicklin) made a recent post to the SAS blog on An exploratory technique for visualizing the distributions of 100 variables. It’s a very succinct tutorial on both the power of boxplots and how to make them in SAS (of course). I’m not one to let R be “out-boxed”, so I threw together a

## Fun with Bordered Cubes

September 9, 2014
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I am interested in generating 3D reasoning items in R. To this end I have adapted some of the awesome functions built in the rgl library to my ends. My new function is 'cube' and it takes position and automatically sizes itself as a 1x1x1 cube though t...

## Frazzini goes French

September 9, 2014
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A kind reader commented “Don’t know if you have seen it, but Frazzini goes French now too” .  I have profusely thanked and praised Kenneth French for his incredible data library.  Now, it appears I’ll have to repeatedly do the same for Andrea...

## Brazilian Presidential Election

September 9, 2014
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Today’s prediction to include the latest poll by MDA/CNT. The results seem quite stable now, but I Dilma tends to lift few points towards the end of the campaign as the swing voters are more likely to go with the incumbent if they remain uncertain about an alternative. R> summary(mcmc2014) forecast class object: MCMC: 1000

## The Collatz Conjecture Continued

September 9, 2014
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by Seth Mottaghinejad Let's review the Collatz conjecture, which says that given a positive integer n, the following recursive algorithm will always terminate: if n is 1, stop, otherwise recurse on the following if n is even, then divide it by 2 if n is odd, then multiply it by 3 and add 1 In our last post, we...

## Heather Turner, the useR! 2014 Interview

September 9, 2014
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Heather Turner is a biostatistician and Senior Research Fellow at the University of Warwick, as...

## Next Kölner R User Meeting: Friday, 12 September 2014

September 9, 2014
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The next Cologne R user group meeting is scheduled for this Friday, 12 September 2014.We have a great agenda with international speakers: Maarten-Jan Kallen: Introduction to Renjin, the R interpreter for the JVM Jonathan Cornelissen, Martijn Theuwissen: DataCamp - An online interactive learning platform for R The event will be followed by drinks and schnitzel...

## Nuts and Bolts of Quantstrat, Part I

September 8, 2014
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Recently, I gave a webinar on some introductory quantstrat. Here’s the link. So to follow up on it, I’m going … Continue reading →

## Bay Area Real Estate (cont.)

Previously, I posted a short post about recent detached single house prices in San Leandro and Hayward areas.  I received a little more data (sales data from the past month), so I thought it would be a good time for … Continue reading →

## Transport Map Book

September 8, 2014
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The Transport Map Books are available for each local authority district in England and present a series of maps related to commuting behaviour. The data are derived from multiple sources including: the 2011 Census, Department for Transport estimates and the results of a research project looking at carbon dioxide emissions linked to the...

## ASDAR book Review

September 8, 2014
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I was recently invited to write a book review for Applied Spatial Analysis and Policy (ASAP). The book, I conclude, “is the authoritative resource on R’s spatial capabilities” and should be of interest to many R users. Below is a preprint of the full review, now published on ASAP’s website. As a geographer and heavy R user,...

September 8, 2014
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Want to see who is using your Shiny apps and what they are doing while they are there? Google Analytics is a popular way to track traffic to your website. With Google Analytics, you can see what sort of person comes to your website, where they arrive from, and what they do while they are

## Spatial Clustering: Conley Standard Errors for R

September 8, 2014
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I have been working quite a lot with climate and weather data, to study the impact of rainfall shocks on violence in India and how this relationship changed, after the social insurance scheme NREGA was introduced. In my context, it becomes particularly relevant to adjust for spatial correlation if you find yourself in a situation

## Budapest BI and Open Analytics Forum: call for papers

September 8, 2014
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Following last year's tradition, I am happy to share some news on the forthcoming vendor-independent Budapest BI Forum to be hold between the 25th and 27th of November in Hungary.Beside learning about conventional business intelligence t...

## Build a SPAM filter with R

September 8, 2014
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You can find the complete code on github: https://github.com/JulianHill/R-Tutorials/blob/master/spam_class_r.r   Introduction: The topic Machine Learning gets more and more important. The number of data sources grows everyday and it makes it hard to get... The post Build a SPAM filter with R appeared first on ThinkToStart.

## Visualizing Website Pathing With Network Graphs

September 8, 2014
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Last week, version 1.4 of RSiteCatalyst was released, and now it’s possible to get site pathing information directly within R. Now, it’s easy to create impressive looking network graphs from your Adobe Analytics data using RSiteCatalyst and d3Network. In this blog post, I will cover simple and force-directed network graphs, which show the pairwise representation between pages. Related posts:

## Generating quantile forecasts in R

September 7, 2014
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From today’s email: I have just finished reading a copy of ‘Forecasting:Principles and Practice’ and I have found the book really interesting. I have particularly enjoyed the case studies and focus on practical applications. After finishing the book I have joined a forecasting competition to put what I’ve learnt to the test. I do have

## An exercise in non-linear modeling

September 7, 2014
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In my previous post I wrote about the importance of age and why it is a good idea to try avoiding modeling it as a linear variable. In this post I will go through multiple options for (1) modeling non-linear effects in a linear regression setting, (2) benchmark the methods on a real dataset, and (3) look at how...

## Mapping products in a space

September 7, 2014
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I have read about people doing a Bayesian PCA at some points and always wondered how that would work. Then, at some point I thought of a way to do so. As ideas evolved my interest became not PCA as such, but rather in a prefmap. As a first step in that...

## Slides of 12 tutorials at ACM SIGKDD 2014

September 7, 2014
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Slides of 12 tutorials taught by data science experts and thought leaders at ACM SIGKDD 2014 are provided at http://www.kdd.org/kdd2014/tutorials.html. Below is a list of them. 1.Scaling Up Deep Learning Yoshua Bengio 2. Constructing and mining web-scale knowledge graphs Antoine … Continue reading →