Initializing the Holt-Winters method

November 29, 2010
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Initializing the Holt-Winters method

The Holt-Winters method is a popular and effective approach to forecasting seasonal time series. But different implementations will give different forecasts, depending on how the method is initialized and how the smoothing parameters are selected. In this post I will discuss various initialization methods. Suppose the time series is denoted by and the seasonal period

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Sorting out Sweave in Eclipse/StatET

November 29, 2010
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Using Sweave to produce pretty-looking documentation for R is awfully handy. It takes a little tweaking to get set up in Eclipse and StatET though. I followed the information in Jeromy Anglim’s webpage to originally get Sweave set up. The followi...

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Slices and crumbs [arXiv:1011.4722]

November 29, 2010
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Slices and crumbs [arXiv:1011.4722]

An interesting note was arXived a few days ago by Madeleine Thompson and Radford Neal. Beside the nice touch of mixing crumbs and slices, the neat idea is to have multiple-try proposals for simulating within a slice and to decrease the dimension of the simulation space at each try. This dimension diminution is achieved via

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The Joy of Visualizations

November 29, 2010
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This is a clip from the forthcoming BBC4 program, The Joy of Stats: The clip shows Hans Rosling (who we've profiled here before), plotting life expectancy versus income for various countries, and animating over time. The clip amply demonstrates that with the right presentation and story, even the simplest of scatterplots can be a joy to behold. I'm looking...

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Altering Eclipse user name

November 29, 2010
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Using StatET’s code generation templates is handy, but the standard Eclipse variable for ${user} just inserts the currently logged-in user’s account name. If you want a different name to appear when ${user} is called, one method is to alter...

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John Chambers on R and Multilingualism

November 29, 2010
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John Chambers, one of the creators of R's predecessor S and a current member of the R Core Group, gave a seminar at Stanford last week titled "R, other languages and object-oriented programming". Unfortunately, I was away for the Thanksgiving break and couldn't make it myself, but John has kindly made his slides (PDF) available for download. The talk...

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John Chambers on R and Multilingualism

November 29, 2010
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John Chambers, one of the creators of R's predecessor S and a current member of the R Core Group, gave a seminar at Stanford last week titled "R, other languages and object-oriented programming". Unfortunately, I was away for the Thanksgiving break and couldn't make it myself, but John has kindly made his slides (PDF) available for download. The talk...

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Statistique de l’assurance STT6705V, partie 11

November 29, 2010
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Statistique de l’assurance STT6705V, partie 11

Last course will be uploaded soon (the links will be here and there). The R code considered is given below. First, we had to work a little bit on the datasets, tabB=read.table("http://perso.univ-rennes1.fr/arthur.charpentier/tabB.csv", sep=";",head...

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SAS and R joins SAS-x

November 29, 2010
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SAS and R joins SAS-x

Tal Galili, organizer of the R-bloggers blog aggregator, has opened a new aggregator for people blogging about SAS. If you're unfamiliar with the concept, an aggregator is a single blog which republishes (with permission, in this case) the entries fro...

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INFORMS Data Mining Competition leaders used Open Source software

November 29, 2010
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INFORMS Data Mining Competition leaders used Open Source software

The results of 2010 INFORMS data mining competition just recently finished.  The leaders were presented at the 2010 Annual INFORMS Conference.  The 2010 INFORMS data mining competition goal was to determine short term movements in stock price...

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INFORMS Data Mining Competition leaders used Open Source software

November 29, 2010
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INFORMS Data Mining Competition leaders used Open Source software

The results of 2010 INFORMS data mining competition just recently finished.  The leaders were presented at the 2010 Annual INFORMS Conference.  The 2010 INFORMS data mining competition goal was to determine short term movements in stock price...

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Joy of Stats coming soon

November 29, 2010
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Joy of Stats coming soon

The Joy of Stats really is a joy.  It will be shown on BBC4, apparently scheduled for December 7.  (That date comes from Hans Rosling on twitter, I haven’t found scheduling evidence at the BBC.) I saw its debut at the Royal Statistical Society on World Statistics Day. Here is a five minute excerpt: You … Continue reading...

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Sweave Tutorial 2: Batch Individual Personality Reports using R, Sweave, and LaTeX

November 29, 2010
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This post documents an example of using Sweave to generate individualised personality reports based on responses to a personality test. Each report provides information on both the responses of the general sample and responses of the specific respond...

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Sweave Tutorial 2: Batch Individual Personality Reports using R, Sweave, and LaTeX

November 29, 2010
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This post documents an example of using Sweave to generate individualised personality reports based on responses to a personality test. Each report provides information on both the responses of the general sample and responses of the specific respond...

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Getting Started with Git, EGit, Eclipse, and GitHub: Version Control for R Projects

November 28, 2010
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This post provides information on (a) installing Git using the Eclipse plugin Egit. (b) uploading repositories to GitHub, and (c) links to resources on Git, Git and LaTeX, and Git and R. The focus is on version control for people working on R, Sweave, ...

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Getting Started with Git, EGit, Eclipse, and GitHub: Version Control for R Projects

November 28, 2010
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This post provides information on (a) installing Git using the Eclipse plugin Egit. (b) uploading repositories to GitHub, and (c) links to resources on Git, Git and LaTeX, and Git and R. The focus is on version control for people working on R, Sweave, ...

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Computing evidence

November 28, 2010
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Computing evidence

The book Random effects and latent variable model selection, edited by David Dunson in 2008 as a Springer Lecture Note. contains several chapters dealing with evidence approximation in mixed effect models. (Incidentally, I would be interested in the story behind the  Lecture Note as I found no explanation in the backcover or in the preface.

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Analyst First – SURF

November 28, 2010
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Analyst First – SURF

This presentation is aimed at all those working in commercial and government analytics, irrespective of what tools they use, and also to those students intending on such a career. R and other open source tools play a powerful, unique and … Continue reading →

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Random variable generation (Pt 1 of 3)

November 28, 2010
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Random variable generation (Pt 1 of 3)

As I mentioned in a recent post, I’ve just received a copy of Advanced Markov Chain Monte Carlo Methods. Chapter 1.4 in the book (very quickly) covers random variable generation. Inverse CDF Method A standard algorithm for generating random numbers is the inverse cdf method. The continuous version of the algorithm is as follows: 1.

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parser 0.0-12

November 28, 2010
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I've pushed a new version of the parser package to CRAN. This is the first release that depends on Rcpp, which allowed me to reduce the code size and increase its maintainability. This also features a faster version of nlines, a function that r...

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Rcpp 0.8.9

November 28, 2010
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Rcpp 0.8.9

Rcpp 0.8.9 was pushed to CRAN recently. Apart from minor bug fixes, this release concentrates on modules, with lots of new features to expose C++ functions and classes through R reference classes. The Rcpp-modules vignette has all the details, a...

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Computational efficiency of great-circle distance calculations in R

November 28, 2010
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Computational efficiency of great-circle distance calculations in R

An obvious omission in my previous post on Great-circle distance calculations in R was a lack of discussion on the computational efficiency of the various methods, and in particular comparing different implementations of the same method. One of the comments … Continue reading →

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LaTeX Typesetting – Basics

November 28, 2010
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LaTeX Typesetting – Basics

The LaTeX typesetting is used to create professional looking documents on a home computer. It may have a steeper learning curve than using a Word Processor, but this initial effort will often pay off reasonably quickly. The system is almost a necessity for anyone writing documents with a large amount of mathematics as most alternatives

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Rcpp 0.8.9

November 28, 2010
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A new release 0.8.9 of Rcpp is now available at CRAN and has just been uploaded to Debian. As always, sources are also available from my local directory here. This release comes a few weeks after the preceding 0.8.8 release and continues with a ...

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Advanced Markov Chain Monte Carlo Methods (AMCMC)

November 27, 2010
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Advanced Markov Chain Monte Carlo Methods (AMCMC)

I’ve just received my copy of Advanced Markov Chain Monte Carlo Methods, by Liang, Liu, & Carroll. Although my PhD didn’t really involve any Bayesian methodology (and my undergrad was devoid of any Bayesian influence), I’ve found that the sort of problems I’m now tackling in systems biology demand a Bayesian/MCMC approach. There are a

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RcppArmadillo 0.2.10

November 26, 2010
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Conrad Sanderson released version 1.0.0 of Armadillo, his templated C++ library for linear algebra, earlier this week. So congratulations to Conrad on reaching 1.0.0! I folded his version 1.0.0 into a new release 0.2.10 of RcppArmadillo, our Rcpp-base...

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Yet another inferno

November 26, 2010
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Yet another inferno

Many from the R world will know The R Inferno. Abstract: If you are using R and you think you’re in hell, this is a map for you. A newly minted inferno is The 9 circles of scientific hell. Most amusing to me is Circle 4: p-value fishing, the punishment of which is brilliant. As … Continue reading...

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Computational tools for Bayesian analysis

November 26, 2010
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The increasing number of R-oriented Bayesian computational tools such as MCMCpack, MCMCglmm, DPpackage, R-INLA, spBayes, have made BUGS less and less crucial for day to day Bayesian computation. Honestly, I cannot figure out a single analysis that BUGS...

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Computational tools for Bayesian analysis

November 26, 2010
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The increasing number of R-oriented Bayesian computational tools such as MCMCpack, MCMCglmm, DPpackage, R-INLA, spBayes, have made BUGS less and less crucial for day to day Bayesian computation. Honestly, I cannot figure out a single analysis that BUGS...

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