Another Bernoulli factory

February 13, 2011
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Another Bernoulli factory

The paper “Exact sampling for intractable probability distributions via a Bernoulli factory” by James Flegal and Radu Herbei got posted on arXiv without me noticing, presumably because it came out just between Larry Brown’s conference in Philadelphia and my skiing vacations! I became aware of it only yesterday and find it quite interesting in that

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Visualize NHL Play-by-Play using Tableau Public and R

February 13, 2011
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Visualize NHL Play-by-Play using Tableau Public and R

Nothing like a little Sunday morning data hacking before a big game!  I have been wanting to play with the NHL play-by-play event files for some time now.  The JSON datasets provide a wealth of information about each event in the game including the location, as defined by the fields xcoord and ycoord. I am

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The cranky guide to trying R packages

February 13, 2011
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The cranky guide to trying R packages

This is a tutorial on how to try out a new package in R. The summary is: expect errors, search out errors and don’t start with the built in examples or real data. Suppose you want to try out a novel statistical technique? A good fraction of the time R is your best bet for Related posts:

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What is the optimal strategy to marry the best one ?

February 13, 2011
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What is the optimal strategy to marry the best one ?

Valentine's day is a nice opportunity to post on hot and sexy topics... Well, it's also an important day that I should not miss, probably as much as Saint Patrick's my wife's birthday. And as I mentioned last week (here), it is difficult to get the...

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sab-R-metrics: Displaying Line Plots and Time Series Data

February 13, 2011
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sab-R-metrics: Displaying Line Plots and Time Series Data

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is show you how to display line graphs for...

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sab-R-metrics: Displaying Line Plots and Time Series Data

February 13, 2011
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sab-R-metrics: Displaying Line Plots and Time Series Data

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is show you how to display line graphs for...

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Installing R on Amazon Linux

February 13, 2011
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When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w...

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Installing R on Amazon Linux

February 13, 2011
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When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w...

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Statistical Analysis with R, a Review

February 12, 2011
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Statistical Analysis with R, a Review

Long Version: I have a Bachelor’s degree in Computer Science.  I’m pretty handy when it comes to

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Parallel computation [back]

February 12, 2011
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Parallel computation [back]

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. We should thus be able

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Enhancing R Graphic packages

February 12, 2011
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Enhancing R Graphic packages

This will be the last thing I’ll post prior starting to connect R with Metatrader. Indeed, as you may suspect already I use this blog as my lab-book. The following might be quite general, but it fits in my overall ambition to build a personal quant-trading architecture as professional as I can. Graphic visualization is

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Algorithmic Trading in R: Available Information

February 12, 2011
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Algorithmic Trading in R: Available Information

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti...

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Simulating second difference using Zelig

February 11, 2011
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I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

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Simulating second difference using Zelig

February 11, 2011
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I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

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Where should you publish that next paper?

February 11, 2011
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Where should you publish that next paper?

Like many academics, Arthur Charpentier thinks a lot about publishing papers in journals. Specifically, we wondered if there was a way to figure out which journal was the best place to publish his next paper and have it accepted: I was wondering if there were clusters of journals, i.e. journals that publish almost the same kind of articles (so...

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UseR Meetup at Google San Francisco

February 11, 2011
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UseR Meetup at Google San Francisco

Earlier this week, Google hosted the Bay Area useR Group at our San Francisco office. Over 40 attendees showed up to hear Dylan Beaudette from UC Davis give a presentation about investigating soil genesis and geography with R (PDF). Dylan has been using...

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UseR Meetup at Google San Francisco

February 11, 2011
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UseR Meetup at Google San Francisco

Earlier this week, Google hosted the Bay Area useR Group at our San Francisco office. Over 40 attendees showed up to hear Dylan Beaudette from UC Davis give a presentation about investigating soil genesis and geography with R (PDF). Dylan has been using...

Read more »

Rounded Corners in ggplot2 Graphics

February 11, 2011
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Rounded Corners in ggplot2 Graphics

Last night, while working on something else that I want to finish, I ended up indulging in a bit of "yak shaving". I wondered how easy it would be to generate graphics in ggplot2 with rounded corners. I don't think that there is any nativ...

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Rounded Corners in ggplot2 Graphics

February 11, 2011
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Rounded Corners in ggplot2 Graphics

Last night, while working on something else that I want to finish, I ended up indulging in a bit of "yak shaving". I wondered how easy it would be to generate graphics in ggplot2 with rounded corners. I don't think that there is any nativ...

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Le Monde puzzle [#5]

February 10, 2011
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Le Monde puzzle [#5]

Another Sudoku-like puzzle from the weekend edition of Le Monde. The object it starts with is a 9×9 table where each entry is an integer and where neighbours take adjacent values. (Neighbours are defined as north, west, south and east of an entry.) The question is about whether or not it is possible to find

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R overtakes SAS and Matlab in programming language popularity

February 10, 2011
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Tiobe Software ranks the popularity of programming languages based on references in search engines. While the methodology might be debated in terms of the absolute rankings it produces, it is quite interesting to see how the rankings fluctuate over time: Tiobe has produced a monthly report of rankings based on this methodology since 2001. In the Tiobe Programming Community...

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Stata or R

February 10, 2011
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Stata or R

Recently I came across a complex model written in Access with complex SQL queries all over the place. The engineer who was maintaining it and I did some analysis and agreed that the model was using SQL in an unnatural way (things SQL isn't good at) - c...

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Stata or R

February 10, 2011
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Stata or R

Recently I came across a complex model written in Access with complex SQL queries all over the place. The engineer who was maintaining it and I did some analysis and agreed that the model was using SQL in an unnatural way (things SQL isn't good at) - c...

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When will my papers appear as references (if they do…) ?

February 10, 2011
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When will my papers appear as references (if they do…) ?

Following my post on citations in academic journals, I wanted to go one step further in the understanding of the dynamic of citations. So here, the dataset looks like that: for each article, we have the name of the journal, the year of publicatio...

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Model weights for model choice

February 9, 2011
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Model weights for model choice

An ‘Og reader. Emmanuel Charpentier, sent me the following email about model choice: I read with great interest your critique of Peter Congdon’s 2006 paper (CSDA, 50(2):346-357) proposing a method of estimation of posterior model probabilities based on improper distributions for parameters not present in the model inder examination, as well as a more general

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Stationarity

February 9, 2011
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Stationarity

In time series work you often run into difficulties in modeling processes where the overall level of one variable (an input, for example) changes over time but the levels of another variable (an output) do not change. For instance if … Continue reading →

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New R User Groups in Europe

February 9, 2011
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It's great to see the growth in R user groups around the world, and now there are three new ones in western Europe: In Amsterdam, a new R user group has just formed, called amst-R-dam. They are just scheduling their first meeting now (vote here for a date) which will be in the next 3-4 weeks; In Geneva, the...

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Merci taxi!

February 9, 2011
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Merci taxi!

I am in Montpellier today for a general meeting of our EMILE ANR grant bi-yearly meeting, discussing ABC model choice and new applications of simulation methods in population genetics, including an upgrade of DIYABC into the 2.0 version. (The above is a picture comparing “true” Bayes factors with ABC versions, commented in my Zürich talk

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Troubling news for the teaching of evolution

February 9, 2011
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Troubling news for the teaching of evolution

A recent survey reported in Science ("Defeating Creationism in the Courtroom, but not in the Classroom"),  suggests that high school teachers are not teaching evolution to the fullest extent, say, that grammar is being taught in the English c...

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