Recently I played bridge with my friends. Being frustrated with several consecutive poor hand distributions we asked ourselves a question what is the probability of having a hand good enough for a small slam. A well known rule of thumb is that you need...
This brief tutorial illustrates how to combine S4 object oriented capabilities with function closures in order to develop classes with built in methods. Thanks to Hadley Wickham for the great contribution of material and tutorials made available on the web and to Bill Venables and Stefano Iacus for their kind reviews. Regular … Continue reading →
First, an update: A commentator has asked me to post my code so that it is easier to practice the examples I show here. It will take me a little bit of time to get all of my code for past posts well-documented and readable, but I have uploa...
Performance analysis of an example portfolio. The portfolio We explore a particular portfolio during 2007. It invests in S&P 500 stocks and starts the year with a value of $10 million. Initially there are 50 names in the portfolio. It also ends the year with 50 names but has up to 53 names during the … Continue reading...
Dear R-Users, a question: I am the author of the ‘qpcR’ package. Within this, there is a function ‘propagate’ that does error propagation based on Monte Carlo Simulation, permutation-based confidence intervals and Taylor expansion. For the latter I recently implemented a second-order Taylor expansion term that can correct for nonlinearity. The formulas are quite complex 
Windows 95 transformed the PC software market and established Microsoft as the dominant player. Can Microsoft do it again? Can it use the release of Windows 8 to elevate its entire brand image? More importantly to some of us, can Microsoft use statistical modeling to help it achieve its goal?
Phylogenetic trees are a specialization of hierarchical clustering which elegantly capture relatedness between observations, grouping like with like. Yet hierarchical clusterings have one common complaint, as compared to density/distribution based clustering, the ability to classify the data into different types. … Continue reading →
In this post we'll fit some predicitve models in (well know) data bases, and evalute the performance of each model. Disclaimer1: for simplicity the predictive variables are treating without apply any transformation to get a better performance or stabil...
The little half puzzle proposed a “dumb’ solution in that players play a minimax strategy. There are 34 starting values less than 100 guaranteeing a sure win to dumb players. If instead the players maximise their choice at each step, the R code looks like this: and there are now 66 (=100-34, indeed!) starting values 
On Thursday next week (November 1), I'll be giving a new webinar on the topic of Big Data, Data Science and R. Titled "The Rise of Data Science in the Age of Big Data Analytics: Why Data Distillation and Machine Learning Aren’t Enough", this is a provocative look at why data scientists cannot be replaced by technology, and why...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
