## 250 years of Bayes’ Theorem

April 19, 2011
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The Reverend Thomas Bayes died 250 years ago this month. His grave, located near epidemiological centre of excellence St Mary's College, remains a point of pilgrimage for statisticians (of both Bayesian and Frequentist stripes) visiting London to this day. Because since then, Bayes Theorem has been the underpinning of predictive analytics applications from spam detection to medical alerts. There...

## How Kaggle competitors use R

April 19, 2011
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The competitive data prediction competitions hosted by Kaggle require data scientists to bring their A game: the competition is intense, and competitors know in real time from the daily leaderboards how their predictions compare in accuracy to those of their rivals. So it's no surprise that open-source R, the most powerful statistics language, is a common tool of choice...

## Barron’s Spring 2008 Big Money Poll

April 19, 2011
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Barron's April 28, 2008, Cover Story "Back in the Pool" offers a great hindsight look at our wonderful foresight: “AND NOW, FOR SOME GOOD NEWS: THE OTHER SHOE isn't going to drop. After a winter of discontent marked by massive write-offs on Wall Str...

## Example 8.35: Grab true (not pseudo) random numbers; passing API URLs to functions or macros

April 19, 2011
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Usually, we're content to use a pseudo-random number generator. But sometimes we may want numbers that are actually random-- an example might be for randomizing treatment status in a randomized controlled trial.The site Random.org provides truly rando...

## NBA, Logistic Regression, and Mean Substitution

April 19, 2011
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I’m currently sitting at about 32K feet above sea level on my way from Tampa International to DIA and my options … Continue reading →

## RStudio, Revolution Analytics and Deducer: A Tale of Three GUIs

April 19, 2011
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I’m in the process of moving from SPSS to R at the moment. It’s not been the easiest of rides, but then learning how to do a core part of your job never really should be. It’s been fun, though – don’t get me wrong – it’s definitely been an adventure!! Here I’m going to

## Day #25-26 R is soo static!

April 19, 2011
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Today I stumbled upon a very nice package called “rgl”. For documentation and demos, take a look at it’s website. Rgl is: quoted by rgl site itself: The rgl package is a visualization device system for R, using OpenGL as the rendering...

## Day #25-26 R is soo static!

April 19, 2011
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Today I stumbled upon a very nice package called “rgl”. For documentation and demos, take a look at it’s website. Rgl is: quoted by rgl site itself: The rgl package is a visualization device system for R, using OpenGL as the rendering...

## Flu Trends

April 18, 2011
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Not a model, but certainly Mickey Mousey: here’s some R code that plots Google’s US flu data:df <- read.csv(url("http://www.google.org/flutrends/us/data.txt"), skip=11)df$Date <- as.Date(df$Date)dev.new(height=8, width=12)# Leave a thin outer...

## Mickey Mouse Models

April 18, 2011
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My statistics professor once drew a little Markov chain on the board and called it “just a Mickey Mouse model,” because it was too simple to represent anything serious.

## pre-generate pictures of your knitting

April 18, 2011
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This was a birthday present for my spouse. (Don't worry--I also covered a lot of things -- fruit/nuts/cocoa puffs/etc -- in chocolate. But I think both were appreciated!)Sometimes p...

## pre-generate pictures of your knitting

April 18, 2011
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This was a birthday present for my spouse. (Don't worry--I also covered a lot of things -- fruit/nuts/cocoa puffs/etc -- in chocolate. But I think both were appreciated!)Sometimes p...

## A Population Regression

April 18, 2011
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Here's a video on some of the theory behind simple linear regression.There's no R involved with this video, but the video provides some theory behind what it is that R's lm() command estimates.

## A Population Regression

April 18, 2011
By

Here's a video on some of the theory behind simple linear regression.There's no R involved with this video, but the video provides some theory behind what it is that R's lm() command estimates.

## Details of two-way sync between two Ubuntu machines

April 18, 2011
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In a previous post I discussed my frustrations with trying to get Dropbox or Spideroak to perform BOTH encrypted remote backup and AND fast two way file syncing. This is the detail of how I set up for two machines, both Ubuntu 10.10, to perform two way sync where a file change on either machine

## GEOSTAT 2011 — Canberra

April 18, 2011
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Just got back from the 2011 GEOSTAT summer school that recently took place in Canberra, Australia. Thanks to Tom Hengl for the invitation to co-teach the course, to the great folks at ANU who made it possible, and to all of the students who participat...

## Test Difference Between Diversity-Indices of Two Samples with Abundance Data

April 18, 2011
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I adapted a scheme for a permutation test from the PAST Software (Hammer & Harper, http://folk.uio.no/ohammer/past/diversity.html) that tests difference between diversity-indices of two samples with abundance data... Read more »

## Introducing Rook

April 18, 2011
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Rook is a web server interface and software package for R. It is very much like Ruby’s Rack. In fact it is so much like Ruby’s Rack that I decided to use the same name and basic class hierarchy. You could say I “borrowed heavliy” from Ruby’s ...

April 18, 2011
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## Progress reading SAS sas7bdat files (natively) in R

April 18, 2011
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This post describes some preliminary results from a compatibility study of the SAS sas7bdat file format. The most current results stored in a github repository here: sas7bdat The ultimate goal is a native solution to the incompatibility between open-source statistical software (e.g. R) and sas7bdat database files. Demonstration There has been significant progress in interpreting

## Using R, Sweave and Latex to integrate animations into PDFs

April 18, 2011
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The first week of April I attended an excellent workshop on biplots held by Michael Greenacre and Oleg Nenadić at the Gesis Institute in Cologne, Germany. Throughout his presentations, Michael used animations to visualize the concepts he was explaining. He also included  animations in some of his papers. This inspired me to do this post

## Multivariate Repeated Measurements With adonis():

April 18, 2011
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Lately I had to figure out how to do a repeated measures (or mixed effects) analysis on multivariate (species) data. Here I share code for a computation in R with the adonis function of the vegan package. Credit goes to Gavin Simpson providing most of ...

## Weight compared to risk fraction

April 18, 2011
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How well do asset weight constraints constrain risk? The setup In “Unproxying weight constraints” I claimed that many constraints on asset weights are really a proxy for constraining risk. That is not a problem if weights are a good proxy for risk.  So the question is: how good of a proxy are they? To give … Continue reading...

## Historical Sources of Bond Returns-Comparison of Daily to Monthly

April 17, 2011
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Thanks so much for the comment on my last post Historical Bond Price and Total Returns from 10y Yield Series “I know this might sound antithetical to a bond guy, but won't the monthly series get you close enough? “ which proved me wrong and allow...

## A Creative Use of R

April 17, 2011
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Update (5/18/2011): Looks like Freakonomics approves as well. Let the record show that I approved first :)I approve: "I use the open-source program R to create the patterns."But, I'm not sure I approve of calling these distributions "evil."In case you...

## A Creative Use of R

April 17, 2011
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Update (5/18/2011): Looks like Freakonomics approves as well. Let the record show that I approved first :)I approve: "I use the open-source program R to create the patterns."But, I'm not sure I approve of calling these distributions "evil."In case you...

## Export a Table Created by R to a TeX File

April 17, 2011
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I am using xtable package of R to produce all the necessary codes for producing table suitable for LaTeX, and also discussing how to export the codes to a tex file. Producing tables in LaTeX might be a difficult task as we can not just copy and paste a table in the editor; we have to write all the...

## Export a Table Created by R to a TeX File

April 17, 2011
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Producing tables in LaTeX might be a difficult task as we can not just copy and paste a table in the editor; we have to write all the numbers and other codes. But with the help of xtable package of R it is possible to produce all the necessary codes for producing table in LaTeX and also possible to...