A Plot of 250 Random Walks

July 22, 2011
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A Plot of 250 Random Walks

For some reason I feel like plotting some random walks. Nothing groundbreaking, but hopefully this post will be useful to someone. Here's my R code:# Generate k random walks across time {0, 1, ... , T}T <- 100k <- 250initial.value <- 10GetRa...

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Le Monde puzzle [#28]

July 22, 2011
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Le Monde puzzle [#28]

The puzzle of last weekend in Le Monde was about finding the absolute rank of x9 when given the relative ranks of x1,….,x8 and the possibility to ask for relative ranks of three numbers at a time. In R terms, this means being able to use or yet being able to sort the first 8

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Uwe Ligges joins R-core

July 22, 2011
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TU Dortmund professor Uwe Ligges is now a member of R-core, the group of 20 leading statisticians and computer scientists who oversee the R Project and develop and maintain the source code for the R engine and its core packages. Uwe has been very active in the R project for many years: he maintains the system that builds Windows...

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Parallel random forests using foreach

July 22, 2011
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Parallel random forests using foreach

There's been some discussion on the kaggle forums and on a few blogs about various ways to parallelize random forests, so I thought I'd add my thoughts on the issue.Here's my version of the 'parRF' function, which is based on the elegant version in the...

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Prepping for useR! 2011 – tty connection update

July 22, 2011
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Prepping for useR! 2011 – tty connection update

I'm putting together my presentation for useR! 2011 titled "Experimenting with a tty connection for R". Hence, I've updated the tty connection patch to work with R versions 2.13.0 and 2.13.1. And, instead of re-listing the patch files and re-writing instructions on their application, I've devoted a small portion of my Code page for this

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A Quick Look At Unemployment

July 21, 2011
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A Quick Look At Unemployment

Labor market tightness is defined as the vacancies or job openings rate divided by the unemployment rate.  The theory goes that as job openings increase relative to the unemployment rate a tightness is created in that workers get the upper hand in...

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Smoothing temporally correlated data

July 21, 2011
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Smoothing temporally correlated data

Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need … Continue reading →

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One-liners which make me love R: twitteR’s searchTwitter() #rstats

July 21, 2011
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One-liners which make me love R: twitteR’s searchTwitter() #rstats

R reminds me a lot of English. It’s easy to get started, but very difficult to master. So for all those times I’ve spent… well, forever… trying to figure out the “R way” of doing something, I’m glad to share these quick wins. My recent R tutorial on mining Twitter for consumer sentiment wouldn’t have

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Smoothing temporally correlated data

July 21, 2011
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Smoothing temporally correlated data

Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need to adjust our fitted models to account for the lack of independence in the model residuals. When smoothing such...

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Showcasing the latest phylogenetic methods: AUTEUR

July 20, 2011
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Showcasing the latest phylogenetic methods: AUTEUR

While high-speed fish feeding videos may be the signature of the lab, dig a bit deeper and you’ll find a wealth of comparative phylogenetic methods sneaking in.  It’s a natural union — expert functional morphology is the key to good comparative methods, just as phylogenies hold the key to untangling the evolutionary origins of that

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Regional differences on what drives CO2 emissions

July 20, 2011
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Regional differences on what drives CO2 emissions

If you are investigating the change of CO2 emissions, then you might ask: Where do the changes occur? Well here is the answer.The staircase plots show the contributing factors to CO2 emissions for each continent. population refers to population effects, gdp_pcap refers to income per capita, energy_intensity refers to energy used per dollar added value, and carbon intensity...

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Slides for Reproducible Research Talk at Interface 2011

July 20, 2011
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Slides for Reproducible Research Talk at Interface 2011

I gave a talk at the Interface Symposium on reproducible research in practice. I went first in the session, so the slides have a bit more background and philosophy. It was a great session; one of Jon Claerbout's colleagues spoke, Sergey Fomel, a founding author of Madagascar; Sorin Mitran from UNC Chapel Hill talked about

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Simpson’s Paradox

July 20, 2011
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Simpson’s Paradox

A few days ago I heard a talk about Simpson's paradox, and I decided to write a little example in R:library(MASS) # For multivariate normals# List of (vectors of) meansmu <- list(c(5, 175), c(6.25, 110))# List of covariance matricessigma ...

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Visualizing Kickstarter Projects with R

July 20, 2011
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Visualizing Kickstarter Projects with R

Kickstarter, a social funding platform where individuals can chip in cash to get a worthy project going, just celebrated their 10,000th kickstarted project. Kickstart employee Fred Benenson recognized the achievement by visualizing the funding of music, design, art, game and many other kinds of projects using R and ggplot2. For example, here's a chart that shows the increasing rate...

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Showcasing the latest phylogenetic methods: AUTEUR

July 20, 2011
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Showcasing the latest phylogenetic methods: AUTEUR

While high-speed fish feeding videos may be the signature of the lab, dig a bit deeper and you’ll find a wealth of comparative phylogenetic methods sneaking in.  It’s a natural union — expert functional morphology is the key to good … Continue reading →

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Shorting Mebane Faber

July 19, 2011
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Shorting Mebane Faber

Although I do not personally know Mebane Faber, I know enough that I do not want to short him. However, I thought it would be insightful to see how the short side of his “A Quantitative Approach To Tactical Asset Allocation” might look.  Once ...

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The Road to Default: The Other Side of the Story

July 19, 2011
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The Road to Default: The Other Side of the Story

Okay so I was gliding through the articles of CNBC.com and stumbled upon one titled, "A Downgrade of U.S. Debt Won't Matter as Much as You Think." The argument laid down in this piece is that insurance companies and pension funds are required to hold h...

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Looking for NppToR beta testers.

July 19, 2011
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NppToR 2.6 is coming with improved flexibility and speed. Testers needed before setting as default.

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Version 1.3 Verified

July 19, 2011
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Version 1.3 Verified

Whew, For a few hours last night I struggled with a bug, err several bugs. In the end some of the bugs were mine, some of them were “upstream” and some of them were  far “upstream”.  Image  bugs in R 2.13.1. But the math bugs ( or flat out errors on my part) have all

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Growth in data-related jobs

July 19, 2011
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Growth in data-related jobs

At job-search site indeed.com, you can take a look at trends in the use of keywords used in job postings. As you might expect, job postings containing terms related to making sense from data are on the rise. Here's the growth in job postings mentioning big data: And here's statistician: The drop-off in demand for statisticians 2011 seems to...

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Extracting EOD Data from BSE

July 19, 2011
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Extracting EOD Data from BSE

Earlier, I had worked around to download Bhavcopy from NSE. Now, I would make a similar attempt to download the BSE BhavcopyObjective: Download Bhavcopy (Equity) from http://www.bseindia.com and save only relevant columns Date, Symbol, Name, Open, High...

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Extracting EOD Data from NSE

July 19, 2011
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Extracting EOD Data from NSE

My prime interest being the Indian financial markets, the first step would be to get the data to play around. NSE India provides EOD of data as bhavcopies. The same are stored as zipped files at their servers. Downloading them one by one for a larger t...

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Geocoding addresses from Missouri Sex Offender Registry

July 19, 2011
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Computer Assisted Reporting This is the second of four articles about analyzing distances between sex offenders and child daycare centers in Missouri as part of a joint project with KSHB NBC Action News in Kansas City. The previous article gave details...

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Analysis of Missouri Sex Offender Registry Data

July 18, 2011
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Computer Assisted Reporting This is the first of three articles about analyzing distances between sex offenders and child daycare centers in Missouri as part of a joint project with KSHB NBC Action News in Kansas City. The Missouri State Highway Patrol...

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The foundations of Statistics [reply]

July 18, 2011
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The foundations of Statistics [reply]

Shravan Vasishth has written a response to my review both published on the Statistics Forum. His response is quite straightforward and honest. In particular, he acknowledges not being a statistician and that he “should spend more time studying statistics”. I also understand the authors’ frustration at trying “to recruit several statisticians (at different points) to

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GigaOm article on R, Big Data and Data Science

July 18, 2011
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I'm really pleased that an article I wrote, "5 real-world uses of big data", has been published in the widely-read technology blog GigaOm. In the article, I review five examples of using data science techniques and R to make sense of some large real-world data sets: Drew Conway's analysis of the Afghanistan attacks data released by Wikileaks Benetech's use...

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Registration closing for UseR! 2011

July 18, 2011
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Registration closing for UseR! 2011

Friday July 22 is the last day on which you can register for UseR! 2011 at the University of Warwick.  The conference will be 2011 August 16-18. You can peruse the book of abstracts and view the draft schedule. I am scheduled to give a talk on “Random input testing with R”.  The abstract is: … Continue reading...

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Model Validation: Interpreting Residual Plots

July 18, 2011
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Model Validation: Interpreting Residual Plots

When conducting any statistical analysis it is important to evaluate how well the model fits the data and that the data meet the assumptions of the model. There are numerous ways to do this and a variety of statistical tests to evaluate deviations from model assumptions. However, there is little general acceptance of any of the statistical tests. Generally...

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Example 9.3: augmented display of contingency table

July 18, 2011
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Example 9.3: augmented display of contingency table

SAS and R often provide different levels of details from output. This is particularly true for the descriptive analysis of contingency tables, where SAS makes it easy to display tables with additional quantities (such as the observed cell count).The m...

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