Example 9.14: confidence intervals for logistic regression models

November 15, 2011
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Example 9.14: confidence intervals for logistic regression models

Recently a student asked about the difference between confint() and confint.default() functions, both available in the MASS library to calculate confidence intervals from logistic regression models. The following example demonstrates that they yield d...

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World record running times vs. distance

November 15, 2011
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World record running times vs. distance

Julyan Arbel plots world record running times vs. distance (on the log-log scale): The line has a slope of 1.1. I think it would be clearer to plot speed vs. distance—then you’d get a slope of -0.1, and the numbers would be more directly interpretable. Indeed, this paper by Sandra Savaglio and Vincenzo Carbone (referred The post World...

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Grrr…

November 15, 2011
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Grrr…

I’ve been working through Gelman et al.’s otherwise excellent Bayesian Data Analysis and it’s going reasonably well. My statistics is a little bit rusty so it’s taken time to work through all of the exercises and really understand what’s going on. But I...

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Conference in Lyon on climate change and insurance

November 14, 2011
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Conference in Lyon on climate change and insurance

I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

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R Development Master Class with Hadley Wickham

November 14, 2011
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Hadley Wickham, R guru and author of several popular R packages (ggplot2 and plyr, to name just two), will present his 2-day R Development Master Class in New York City, December 12-13. This two-day course offers expert instruction in R programming and package development, and is ideal for anyone looking to hone their R development skills with expert instruction....

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How to Download and Run Google Docs Script from within the R-Console

November 14, 2011
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How to Download and Run Google Docs Script from within the R-Console

...There is not much to it:upload a txt file with your script, share it for anyone with the link, then simply run something like the below code. ps: When using the code for your own purpose mind to change "https" to "http" and to i...

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New O’Reilly book on parallel R computation

November 14, 2011
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New O'Reilly book on parallel R computation: Looks like it covers snow, multicore, parallel (package), and some others. Anyone know anything more about this book?

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Wickham R short course

November 14, 2011
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Hadley writes: I am going to be teaching an R development master class in New York City on Dec 12-13. The basic idea of the class is to help you write better code, focused on the mantra of “do not repeat yourself”. In day one you will learn powerful new tools of abstraction, allowing The post Wickham...

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Create your own Beamer template

November 14, 2011
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For the past couple of days, I had been searching for a tutorial that would show how to create a custom Beamer template. I found some great resources and some really great customized templates (I have listed the ones that I referred to below) but none ...

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Parallelization using plyr: loading objects and packages into worker nodes

November 14, 2011
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I really love the plyr package. Apart from having a progress bar and plyr handeling a lot of the overhead, a very interesting feature is being able to run plyr in parallel mode. Essentially, setting .parallel = TRUE runs any… See more ›

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Debugging with

November 14, 2011
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Debugging with

I just found these two gems about debugging in R on r-help today (here is the thread): 1) posted by Thomas Lumley: traceback() gets you a stack trace at the last error options(warn=2) makes warnings into errors options(error=recover) starts the post-mortem debugger at any error, allowing you to inspect the stack interactively. 2) added by

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In Reply to Ben Bolker’s Post "Google Scholar (still) sucks"

November 14, 2011
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In Reply to Ben Bolker’s Post "Google Scholar (still) sucks"

Replying to Ben Bolker's post Google Scholar (still) sucks:Ben,thanks for illustrating the issue in your post!The main purpose of my function GScholarScraper is to retrieve titles - just because this is the best we can get from Google Scholar. Abstract...

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GScholarXScraper: Hacking the GScholarScraper function with XPath

November 13, 2011
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GScholarXScraper: Hacking the GScholarScraper function with XPath

Kay Cichini recently wrote a word-cloud R function called GScholarScraper on his blog which when given a search string will scrape the associated search results returned by Google Scholar, across pages, and then produce a word-cloud visualisation. This was of interest to me because around the same time I posted an independent Google Scholar scraper function  get_google_scholar_df()

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Do they really know what they are doing?

November 13, 2011
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Do they really know what they are doing?

I am talking here about money managers. for those of us who have one. We assume they understand about markets in such a way that they can, and will generate at least the benchmark returns, what ever this benchmark may … Continue reading →

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Google Scholar (still) sucks

November 13, 2011
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(This is a follow-up to my previous post on the topic.)I was encouraged by the appearance of two R-based Scholar-scrapers, within a week of each other. One, by Kay Cichini, converts the page URLs into text mode and scrapes from there (There's a slightl...

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5 Interesting Free Books for R from beginner to experts

November 12, 2011
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Always new software language in one technical activity is difficult, normally a good documentation can help, these are three book to use R software for beginner and for experts: ·         “Introduction to the R Project for Statistical Computing for Use at the ITC” by David Rossiter (PDF, 2010-11-21).

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animation with gridSVG

November 12, 2011
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animation with gridSVG

Some time ago I posted a question in stackoverflow to learn how to produce a multipage SVG file. This is …Continuar leyendo »

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Stochastic reserving with R: ChainLadder 0.1.5-1 released

November 12, 2011
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Stochastic reserving with R: ChainLadder 0.1.5-1 released

Today we published version 0.1.5-1 of the ChainLadder package for R. It provides methods which are typically used in insurance claims reserving to forecast future claims payments.Claims development and chain-ladder forecast of the RAA data set using the Mack methodThe package started out of presentations given...

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Logistic Power Peak (LPP) Simulated Soil Profiles

November 12, 2011
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Logistic Power Peak (LPP) Simulated Soil Profiles

A friend of mine recently published a very interesting article on the pedologic interpretation of asymetric peak functions fit to soil profile data (Myers et al., 2011). I won't bother summarizing or paraphrasing the article here, as the original artic...

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Home Runs heating up?

November 12, 2011
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Home Runs heating up?

My intuition tells me that objects traveling through the air would meet more resistance when there is more moisture in the air. It turns out that my intuition is wrong. It still doesn’t make sense to me but apparently humid … Continue reading →

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art brut

November 12, 2011
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art brut

Filed under: pictures, R Tagged: Le Monde, mathematical puzzle, R

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Visualizing Likert Items

November 11, 2011
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Visualizing Likert Items

I have become quite a big fan of graphics that combine the features of traditional figures (e.g. bar charts, histograms, etc.) with tables. That is, the combination of numerical results with a visual representation has been quite useful for exploring descriptive statistics. I have wrapped two of my favorites (build around ggplot2) and included them as part

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Web Scraping Google+ via XPath

November 11, 2011
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Web Scraping Google+ via XPath

Google+ just opened up to allow brands, groups, and organizations to create their very own public Pages on the site. This didn’t bother me to much but I’ve been hearing a lot about Google+ lately so figured it might be fun to set up an XPath scraper to extract information from each post of a status

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Harmonic means, reciprocals, and ratios of random variables

Harmonic means, reciprocals, and ratios of random variables

In my last few posts, I have considered “long-tailed” distributions whose probability density decays much more slowly than standard distributions like the Gaussian.  For these slowly-decaying distributions, the harmonic mean often turns out to be a much better (i.e., less variable) characterization than the arithmetic mean, which is generally not even well-defined theoretically for these distributions.  Since the harmonic...

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Propagation of error

November 11, 2011
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Propagation of error

     At the onset, this was strictly an excercise of my own curiosity and I didn't imagine writing this down in any form at all. As someone who has done some modelling work in the past, I'm embarrassed to say that I had never fully grasped how one can gauge the error of a...

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Pre-computing a trading plan in parallel

November 11, 2011
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Pre-computing a trading plan in parallel

R version 2.14 introduced a new package, called parallel. This new package combines the functionality from two previous packages: snow and multicore. Since I was using multicore to parallelise my computations, I had to migrate to the new package and decided to publish some code. Often trading strategies are tested using the daily closing price

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A chart for marathoners

November 11, 2011
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A chart for marathoners

Here's a cool application of calendar heat maps: runner Andy used R to catalogue his daily running mileage over the last 2+ years: There are lots of ways to chart data like this (a simple time-series chart, for example), but sometimes looking at data in new ways offers fresh perspectives. For example, Andy notes: "Apparently I missed running on...

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The Marriage of Hadoop and R: Revolution Analytics at Hadoop World

November 11, 2011
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The Marriage of Hadoop and R: Revolution Analytics at Hadoop World

Revolution Analytics CTO David Champagne visited Hadoop World 2011 this week, and delivered a presentation on "The Powerful Marriage of R and Hadoop" to a standing-room-only crowd of R and Hadoop enthusiasts. I've included David's slides below: The talk also generated praise on Twitter, for example: David was also interviewed by The Cube during the conference. In the video...

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Train neural network in R, predict in SAS

November 11, 2011
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Train neural network in R, predict in SAS

This R code fits an artificial neural network in R and generates Base SAS code, so new records can be scored entirely in Base SAS. This is intended to be a simple, elegant, fast solution. You don’t need SAS Enterprise … Continue reading →

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