In Recession Forecasting Part II, I compared the accuracy of Hussman's recession forecasts to the accuracy of a naive forecast that assumed the current state of the recession variable would continue next month. An anonymous comment...

I just released the first official version of the ‘intergraph’ R package. With the functions provided in the current version (1.1-0) you can convert network data objects between classes ‘igraph’ and ‘network’. The package supports directed and undirected networks, and handles the node, tie, and network (graph) attributes. Mutliplex networks (i.e., with possibly multiple ties

This seems like as good a day as any to review CrossValidated, and the whole StackExchange constellation of websites. It’s been a month since I joined, exactly, and today I also crossed the 1,000 reputation threshold on the site. So why not give my impressions of it? First, how I got there in the first

In cricket a player who can perform well with both the bat and bowl is a great asset for any team and across the history of international cricket there have been a number of cricketers that hall into this bracket. It is difficult to specify a set of criteria to determine whether a player can

Julien Cornebise has pointed out a recent Guardian article. It is about commercial publishers of academic journals, mainly Elsevier, Springer, and Wiley, with a clear stand from its title: “Academic publishers make Murdoch look like a socialist“! The valuable argument therein is that academic publishers make hefty profits (a 40% margin for Elsevier!)

The R package rJava allows R to be accessed in Java programs. The part of the package that allows this is jri. The notes on the rJava site about getting jri to work didn’t help me much getting it to … Continue reading →

The next major release of R has been announced: R 2.14.0 is scheduled for October 31. Details are still coming in about the new features planned for this release, but R core member Luke Tierney has revealed some of the performance improvements expected, and R core member Brian Ripley has spoken of forthcoming low-level support for multi-threaded computing and...

One of the most crucial problems in HPC is that every error you make have much greater impact than in the normal computing — there is nothing more amusing than finding out that few-day simulation broke few minutes before the end because of an unfortunate value thrown by a random generator, typo in result saving code or

Like many users and producers of R packages, I have never had any formal training in computer science. I’ve come to to the conclusion that this is a serious omission in a professional researcher’s training. Computer scientists and professional hackers … Continue reading →

Basically, DTW (dynamic time warping) is an algorithm to output cumulative distance of two time sequences, which is widely used e.g. for classification and clustering.For example, when using k-mean for clustering, we can use DTW as distance function. Here is one of such nice instances (using R: http://www.rdatamining.com/examples/ts-mining)Relevant information from Anshul's email. A review of DTW http://csdl.ics.hawaii.edu/techreports/08-04/08-04.pdfCode:Python code: https://mlpy.fbk.eu/R...

I implemented in R a function to re-create the CDC Growth Chart, according to the data provided by the CDC.In order to use this function, you need to download the .rar file available at this megaupload link.Mirror: mediafire link.Then unrar the file, a...

Brown-bag release time for littler. One of the minor cleanups in the 0.1.4 release from Thursday actually introduced a nasty little bug as you can't call Rf_KillAllDevices() when you do not have any graphics device. Doh. So with apologies for the l...

The School of Mathematics & Statistics at Newcastle University (UK), are again running some R courses. In January, 2012, we will run: January 16th: Introduction to R; January 17th: Programming with R; January 18th & 19th: Advanced graphics with R. The courses aren’t aimed at teaching statistics, rather they aim to go through the fundemental

posterior = (likelihood x prior) / integrated likelihoodThe combination of a prior distribution and a likelihood function is utilized to produce a posterior distribution. Incorporating information from both the prior distribution and the likelihood function leads to a reduction in variance and an improved estimator. As n→...

If you also favor to use the function, be aware of the returned value. For example:> ifelse(1>0, 3, 4) 3> ifelse(1>0, c(2, 3), c(4, 5)) # only the first element returned. 2 > ifelse(c(1:10)>5, 'on', 'off') "off" "off...

Revolution Analytics' Joe Rickert has a new post on inside-R.org, demonstrating how you can use R and the RevoScaleR package to extract time series data from time-stamped logs (in this case, the "US Domestic Flights From 1990 to 2009" dataset on Infochimps): Analyzing time series data of all sorts is a fundamental business analytics task to which the R...

Some pictures to explore the reality of the theory that stocks with higher beta should have higher expected returns. Figure 2 of “The effect of beta equal 1″ shows the return-beta relationship as downward sloping. That’s a sample of size 1. In this post we add six more datapoints. Data The exact same betas of … Continue reading...