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Do we appreciate sunbathing in Spring ?

March 22, 2012
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Do we appreciate sunbathing in Spring ?

We are currently experiencing an extremely hot month in Montréal (and more generally in North America). Looking at people having a beer, and starting the first barbecue of the year, I was wondering: if we asked people if global warming was a good ...

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Montreal R Workshop: Introduction to Bayesian Methods

March 22, 2012
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Montreal R Workshop: Introduction to Bayesian Methods

Monday, March 26, 2012  14h-16h, Stewart Biology N4/17 Corey Chivers, Department of Biology McGill University This is a meetup of the Montreal R User Group. Be sure to join the group and RSVP. More information about the workshop here. Topics Why would we want to be Bayesian in the first place?  In this workshop we

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Metadata Dubuque and UHI

March 21, 2012
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Metadata Dubuque and UHI

I’m in the process of remaking all the metadata from scratch and looking once again at the question of UHI. There are not any global conclusions we can draw from the data yet; I’m just in the process of checking out everything that is available that could be used to illuminate the problem. The problem,

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Simple ROC plots with ggplot2 – Part 2

March 21, 2012
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Simple ROC plots with ggplot2 – Part 2

In the first part of this article we built a function (rocdata) to calculate the co-ordinates for the ROC plot and its summary statistics. Now we need to actually produce the plot. I make most of my plots in ggplot2 because of it’s versatility. However there’s no reason why these plots couldn’t be produced

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Simple ROC plots with ggplot2 – Part 1

March 21, 2012
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Simple ROC plots with ggplot2 – Part 1

I was recently asked to summarise an analysis using a ROC (Receiver-operator characteristics) plot. R has a number of particularly good tools to produce ROC plots – ROCR, pROC and the Bioconductor package ROC to name a few. However I thought it would be a useful exercise

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Running OpenBUGS on a Mac Running OSX

March 20, 2012
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After writing up my tutorial regarding getting WinBUGS running on a Mac in R, a friend sent me this fantastic simple tutorial on the same thing for OpenBUGS on a mac in R. So, for those that want it, install away! Looks a good bit simpler, actually! Tweet

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Applying Savitzky-Golay filters in “R”

March 20, 2012
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Applying Savitzky-Golay filters in “R”

(This article was first published on NIR-Quimiometría, and kindly contributed to R-bloggers) When applying SG, we select a moving average window with an odd value “n” for the number of data points. SG fit a polynomial of “p” degree to this data points and give the value to the central point (this is the reason to have an odd...

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Infinite Mixture Models with Nonparametric Bayes and the Dirichlet Process

March 19, 2012
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Infinite Mixture Models with Nonparametric Bayes and the Dirichlet Process

Imagine you’re a budding chef. A data-curious one, of course, so you start by taking a set of foods (pizza, salad, spaghetti, etc.) and ask 10 friends how much of each they ate in the past day. Your goal: to find natural groups of foodies, so that you can better cater to each cluster’s tastes. For example, your...

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Backtesting Asset Allocation portfolios

March 18, 2012
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Backtesting Asset Allocation portfolios

In the last post, Portfolio Optimization: Specify constraints with GNU MathProg language, Paolo and MC raised a question: “How would you construct an equal risk contribution portfolio?” Unfortunately, this problem cannot be expressed as a Linear or Quadratic Programming problem. The outline for this post: I will show how Equal Risk Contribution portfolio can be

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Useful R snippets

March 18, 2012
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Useful R snippets

In this post we collect several R one- or few-liners that we consider useful. As our minds tend to forget these little fragments we jot them down here so we will find them again. Indexing in nested loops Every once in a while I run a nested loop like the following one. Now if I

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