Measuring associations between non-numeric variables

Measuring associations between non-numeric variables

It is often useful to know how strongly or weakly two variables are associated: do they vary together or are they essentially unrelated?  In the case of numerical variables, the best-known measure of association is the product-moment correlation coefficient introduced by Karl Pearson at the end of the nineteenth century.  For variables that are ordered but not necessarily numeric...

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Multiple Factor Model – Building Fundamental Factors

February 4, 2012
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Multiple Factor Model – Building Fundamental Factors

This is the second post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Fundamental Data, and I will show how to build Fundamental factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework please read

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Implementing Circles example

February 4, 2012
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Implementing Circles example

This week I reimplemented part of Conic Sections 1 model from NetLogo. In the model turtles seek to to be in target distance from center.My code takes only one center point, so only circles can be obtained. Apart from turtle location plot giv...

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Berlin’s children

February 4, 2012
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Berlin’s children

Few years ago, a newspaper claimed the block I live in — Prenzlauer Berg in Berlin — is the most fertile region in Europe. It was a hoax, as this (German) newspaper article points out. (The article has become quite famous because it coined the term Bionade Biedermeier to describe the life style in this area.)However,...

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Coming R meetings in Paris

February 4, 2012
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Coming R meetings in Paris

If you live in Paris and are interested in R, there will be two meetings for you this week. First a Semin-R session, organized at the Muséum National d’Histoire Naturelle on Tuesday 7 Feb (too bad, the Museum is closed on Tuesdays). Presentations will be about colors, phylogenies and maps, while I will speak about

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"R": PLS Regression (Gasoline) – 003

February 3, 2012
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"R": PLS Regression  (Gasoline) – 003

The gasoline data set has the spectra of 60 samples acquired by diffuse reflectance from 900 to 1700 nm. We saw how to plot the spectra in the previous post.Now, following the tutorial of Bjorn-Helge Mevik published in "R-News Volume 6/3, August 2006", we will do the PLS regression:gas1 <- plsr(octane~NIR, ncomp = 10,data = gasoline, validation...

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Accelerating analytics at MSU with Revolution R Enterprise

February 3, 2012
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Erik Sigur, Information Technologist for the Department of Statistics and Probability at Michigan State University, writes at ReadWriteWeb about using Revolution R Enterprise to provide high-performance computation in R to the researchers in his department: Our search for a more effective version of R ultimately brought us to a product called Revolution R Enterprise by Revolution Analytics, which provides...

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Monty Hall by simulation in R

February 3, 2012
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Monty Hall by simulation in R

(Almost) every introductory course in probability introduces conditional probability using the famous Monte Hall problem. In a nutshell, the problem is one of deciding on a best strategy in a simple game. In the game, the contestant is asked to select one of three doors. Behind one of the doors is a great prize (free

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Forbes: Top 20 influencers in Big Data

February 3, 2012
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Haydn Shaughnessy at The Forbes blog provides a list of the "Top 20 Influencers in Big Data", and I'm humbled to report that yours truly is listed there at #2. It's an instantaneous ranking based on the social-media tracking tool Traakr, but it's still great to be listed alongside writers for SiliconAngle, GigaOM, and KDNuggets (and even Mashable!). I...

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New R User Groups in Austin, Adelaide

February 3, 2012
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It's awesome to see so many local R user groups kicking off in 2011! Yet another is the Austin R User Group in Austin, Texas. They've already held their first informal get-together, and the first formal meeting on February 23 will be devoted to data management techniques in R. Props to Sandy Donlon for organizing the group! And I'm...

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Why don’t we hear more about Adrian Dantley on ESPN? This graph makes me think he was as good an offensive player as Michael Jordan.

February 3, 2012
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Why don’t we hear more about Adrian Dantley on ESPN? This graph makes me think he was as good an offensive player as Michael Jordan.

In my last post I complained about efficiency not being discussed enough by NBA announcers and commentators. I pointed out that some of the best scorers have relatively low FG% or TS%. However, via the comments it was pointed out that top scorers need ...

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Large search spaces using R

February 3, 2012
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I'm working on some really interesting stuff at the moment, the details of which I can't discuss for reasons of national security (not really). However, one of the things I've been doing a lot of is searching though lots of different combina...

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How many pages in Scott Walker Recall Petition PDF files?

February 3, 2012
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Computer Assisted Reporting In an online press release on Tuesday the Wisconsin Government Accountability Board announced they would put all 153,335 pages of PDF copies of the Scott Walker recall petition online later that day. The GAB announced the PD...

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Green Disk Sizing

February 3, 2012
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Green Disk Sizing

I finally got around to completing item 5 on my 2011 list concerning electrical power consumed by a magnetic hard disk drive (HDD). The semi-empirical statement is: Power ∝ Nplatters × Ω2.8 × D4.6    . . .    (1) where Nplatters is the number of platters on the spindle, Ω is the rotational speed in revolutions per minute (RPM) and D...

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Japan Quake Map 2010-2011

February 2, 2012
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Japan Quake Map 2010-2011

1 Introduction “The 3.11 Tohoku Earthquake in Japan”, It did serious damage to Japan. I have attempted gaining

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Commonly used R commands (statistics)

February 2, 2012
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When I say Ease of Use Improved, I mean you can simply copy, paste and run the codes in this post, without referring to other places, without downloading a data file and read it from R. This is how I like a blog article to be. You don’t need to read the whole article. You

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speed of R, C, &tc.

February 2, 2012
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speed of R, C, &tc.

My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that matlab is a lot

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"R": Plotting the spectra (Gasoline) – 002

February 2, 2012
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"R": Plotting the spectra (Gasoline) – 002

"R" has a package called "ChemometricsWithR", where we can get data from different analytical instruments including Near Infrared (NIR).Follow the steps to plot the spectra of a gasoline data set:In this other case we plot the spectra of the NIR shootout 2002: > data(shootout)> wavelengths<-seq(600, 1898,by=2)> mattplot(wavelengths,shootout$calibrate.1,xlab="wavelength(nm)",ylab="log1/R)")>...

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R Chart featured in Facebook IPO

February 2, 2012
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R Chart featured in Facebook IPO

Page 7 of Facebook's 213-page S-1 filing for their record-breaking IPO includes the following chart, under the headline: "Our Mission: To make the world more open and connected". This chart was created using the R language and Hadoop by Facebook intern Paul Butler. (Thanks to the blog IOER Tools for first noticing the inclusion of the chart.) And speaking...

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Serious Stats book and blog update

February 2, 2012
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This is a quick update to announce my new blog Serious Stats. This is a companion to my forthcoming book of the same name:Baguley, T. (2012, in press). Serious stats: A guide to advanced statistics for the behavioral sciences. Basingstoke: Palgrav...

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R graphic used for Facebook IPO

February 2, 2012
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R graphic used for Facebook IPO

Apparently former Facebook intern, Paul Butler,  graphic of the Facebook social network graph is being used for Facebook's IPO.  The social network graphic is featured on Page 7 of the IPO filing.  His graphic was featured on mashable an...

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On linear models with no constant and R2

February 2, 2012
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On linear models with no constant and R2

In econometrics course we always say to our students that "if you fit a linear model with no constant, then you might have trouble. For instance, you might have a negative R-squared". So I tried to find databases on the internet such that, when we ...

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R meets HANA

February 2, 2012
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R meets HANA

If you read my last blog called HANA meets R you will remember that we read data from HANA into R directly, without having to download an .csv file, but using ODBC. This time, we're going to read data from HANA as well, but after do some nice tricks on R, we're going to post back the...

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Great Maps with ggplot2

February 2, 2012
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Great Maps with ggplot2

The above map (and this one) was produced using R and g

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HANA meets R

February 2, 2012
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HANA meets R

In my previous HANA and R blogs, I have been forced to create .csv files from HANA and read them on R...an easy but also boring procedure...specially if your R report is supposed to be run on a regular basis...having to create an .csv file every time you need to run your report it's not a nice thing...After...

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tenured research position with ABC skills!

February 2, 2012
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tenured research position with ABC skills!

I just received this announcement for the opening of a (tenured/civil servant) position in the national research institute in biostatistics, genetics, and agronomy, INRA: Position opening with profile Approximate inference techniques in complex systems Key activities and required skills: You will develop methodological research in the field of statistical inference for models used in environmental

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Landscape Metrics with R, SDMTools, ImageJ and Bio7

February 2, 2012
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01.02.2012 Landscape metrics were developed to analyze spatial patterns of landscapes (e.g. composition and spatial arrangement). In R it is possible to calculate these metrics with the “SDMTools” package. Bio7 offers an easy to use interface to R and ImageJ and can use these tools to simplify a workflow to analyze image data (e.g. vegetation

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Two courses in R programming by Ken Rice and Thomas Lumley

February 2, 2012
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Ken Rice and Thomas Lumley will give a course on advanced R programming in two locations this summer. 1. In Edinburgh, June 13-15 (the week before the International Conference in Quantitative Genetics). See http://www.eisg2012.org.uk/ 2. In Seattle, July 23-25, as part of the Summer Institute in Statistical Genetics. See http://www.biostat.washington.edu/suminst/sisg/general The course is about 60% lecture and 40% lab session (BYO R),...

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Analytic applications are built by data scientists

February 1, 2012
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Ventana Research analyst David Menninger was on the judging panel for the Applications of R in Business contest. In a post on the Ventana research blog, he offers his perspectives on the contest, noting that R, as a statistical package, includes many algorithms for predictive analytics, including regression, clustering, classification, text mining and other techniques. The contest submissions supported...

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