## Statistical Methods for the Chain Ladder Technique Revisited

January 15, 2012
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Statistical Methods for the Chain Ladder Technique Revisited: Source: Statistical Methods for the Chain Ladder Technique Demo Background Forecasting outstanding claims and setting up suitable reserves to meet these claims is an important part of the b...

## R-squared for multilevel models

January 15, 2012
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Fred Schiff writes: I’m writing to you to ask about the “R-squared” approximation procedure you suggest in your 2004 book with Dr. Hill. I’m a media sociologist at the University of Houston. I’ve been using HLM3 for about two years. Briefly about my data. It’s a content analysis of The post R-squared...

## Merging two data.frame objects while preserving the rows’ order

January 15, 2012
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Merging two data.frame objects in R is very easily done by using the merge function. While being very powerful, the merge function does not (as of yet) offer to return a merged data.frame that preserved the original order of, one of the two merged, data.frame objects. In this post I describe this problem, and offer Read more...

## R and MODFLOW

January 15, 2012
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Here are some functions for reading and writing MODFLOW files from R. I hope to update this in the future!################################################################################### read.modflow.pval ############################################...

## Big media waking up to big data

January 14, 2012
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A recent Globe and Mail column points out that by 2018 in the United States alone there will be a shortfall of 190,000 specialists with deep analytical talent. It is good to see that the mainstream media is waking up to the need for applied training in data analytics. ...

## Moving window filters and the pracma package

In my last post, I discussed the Hampel filter, a useful moving window nonlinear data cleaning filter that is available in the R package pracma.  In this post, I briefly discuss this moving window filter in a little more detail, focusing on two important practical points: the choice of the filter’s local outlier detection threshold, and the question of...

## Welcome Back, Me

January 14, 2012
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It's been a few weeks since I last posted.  Sorry about that.  Unfortunately, sometimes you come home from work just not wanting to look at a computer.I'm working on a series of posts requested by a few friends.  They would like to see m...

## Prediction model with HANA and R

January 14, 2012
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These days, I have been reading and playing a lot with R, and I really come to love it...of course, I don't have a clue on those weird statistics formulas, but it doesn't mean I can't use R and try do some awesome stuff with it.So, yesterday I was thin...

## Managing change

January 14, 2012
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Why the old and new the need to share time togetherIt takes time to appreciate the new. Even if the new is much better than the old. But, it is easy to forget when you yourself created the exciting new.At the end of August 2011 Google announced a new B...

## Staying up with R

January 13, 2012
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No, I don’t mean late night coding. R is constantly changing – both as a language and a platform. Updates containing new functionality are frequent. New and revised packages appear several times a week.  Staying current with these myriad changes can … Continue reading →

## Are We Japanese?

January 13, 2012
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Most of the discussion trying to determine if the U.S. is Japan 20 years later focuses on the economy and the stock market.  However, one of the biggest and most persistent correlations between Japan and the U.S. are the Japanese Yen and the U.S. ...

January 13, 2012
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full January edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Reflections on 2011. Last year was a big one for Revolution Analytics, with new...

## Time Series Matching

January 13, 2012
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THIS IS NOT INVESTMENT ADVICE. The information is provided for informational purposes only. If it looks like a duck, swims like a duck, and quacks like a duck, then it probably is a duck. Do you want to know what S&P 500 will do in the next week, month, quarter? One way to make an

January 13, 2012
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I have been working on a new package makeR to help manage Sweave projects where you wish to create multiple versions of documents that are based on a single source. For example, I create lots of monthly and quarterly reports using Sweave and the only differences between versions are a few variables. I have used GNU

## R: A Quick Scrape of Top Grossing Films from boxofficemojo.com

January 13, 2012
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Introduction I was looking at a list of the top grossing films of all time (available from boxofficemojo.com) and was wondering what kind of graphs I would come up with if I had that kind of data. I still don’t know what kind of graphs I’d construct other than a simple barplot but figured

## Amateur Mapmaking: Getting Started With Shapefiles

January 13, 2012
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One of the great things about (software) code is that people build on it and out from it… Which means that as well as producing ever more complex bits of software, tools also get produced over time that make it easier to do things that were once hard to do, or required expensive commercial software

## Exercise in grImport

January 13, 2012
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Last week I used grImport for the first time. I decided to try perform another exercise using it. The task was to add voivodeship division of Poland.Standard R maps do not contain such a division. I have found it on r-forge in package  m...

## Functional ANOVA using INLA

January 13, 2012
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Ramsay and Silverman’s Functional Data Analysis is a tremendously useful book that deserves to be more widely known. It’s full of ideas of neat things one can do when part of a dataset can be viewed as a set of

January 13, 2012
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I have been working on a new package makeR to help manage Sweave projects where you wish to create multiple versions of documents that are based on a single source. For example, I create lots of monthly and quarterly reports using Sweave and the only ...

January 13, 2012
By

I have been working on a new package makeR to help manage Sweave projects where you wish to create multiple versions of documents that are based on a single source. For example, I create lots of monthly and quarterly reports using Sweave and the only ...

## Function for phylogeny resolution

January 13, 2012
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UPDATE: Yeah, so the treeresstats function had a problem in one of the calculations. I fixed that and added some more calulcations to the function. I couldn't find any functions to calculate number of polytomies, and related metrics. Here's a simpl...

## Function for phylogeny resolution

January 13, 2012
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I couldn't find any functions to calculate number of polytomies, and related metrics. Here's a simple function that gives four metrics on a phylo tree object: Here's output from the gist above: ` dat $trsize 15$numpolys 1 \$numpolysbyt...

## RInside 0.2.6

January 12, 2012
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A new version of RInside, now at 0.2.6, is now available via CRAN. RInside provides a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided by the Rcpp R and C++...

## MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

January 12, 2012
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Tomorrow, we will discuss Fisher-Tippett theorem. The idea is that there are only three possible limiting distributions for normalized versions of the maxima of i.i.d. samples . For bounded distribution, consider e.g. the uniform distribution on t...

## Sorting in R as Inefficiently as Possible

January 12, 2012
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$Sorting in R as Inefficiently as Possible$

My last post of substance was all about improving your performance using R to answer programming questions that might be asked during a job interview.  So let's say you nailed the interview and got the job, but you desperately want to be fired for grand incompetence.  Never fear, your pal at librestats once again has your back. The sleep...

## Marketing Mix Lab: Multicollinearity and Ridge Regression

January 12, 2012
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In marketing mix modelling you have to be very lucky not to run into problems with multicollinearity. It’s in the nature of marketing campaigns that everything tends to happen at once: the TV is supported by radio, both are timed to coincide with the relaunch of the website. One of the techniques that is often … Continue reading...

## Stocks When Bonds are Extreme

January 12, 2012
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In Extreme Bond Returns, I did not consider the context of extreme bond returns, so let’s examine annual returns for the Dow Jones Industrial Average when bonds experience extreme annual returns.  I was very surprised that stocks performed extre...

## Visual debugger and the debug mode of the autorun R console

January 12, 2012
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The StatET team kept their promise and delivered the autorun R console with debug mode on. This, combined with the visual debugger, makes the StatET a very appealing cross-platform environment for working with R.