Under the covers of strange bedfellows. Previously The idea of implied alpha was introduced in “Implied alpha — almost wordless”. In a comment to that post Jeff noticed that the optimal portfolio given for the example is ever so close to the minimum variance portfolio. That is because there is a problem with the example … Continue reading...
I was working with a small experiment which includes families from two Eucalyptus species and thought it would be nice to code a first analysis using alternative approaches. The experiment is a randomized complete block design, with species as fixed … Continue reading →
I have had some work on CRAN stats on the back-burner but the recent article How R Grows tempted me to push it up the list In the interim, I have a couple of comments on Joseph Rickert`s article. Although the body of the article refers to packages either created or updated in a time
Numbers are useful (I think we can all agree on that..). If you own a smart phone, you can install this runmeter app. When you run, you can take the smartphone with you and activate this app to collect interesting … Continue reading →
The best part about writing a dissertation is finding clever ways to procrastinate. The motivation for this blog comes from one of the more creative ways I’ve found to keep myself from writing. I’ve posted about data mining in the past and this post follows up on those ideas using a topic that is relevant 
# Meta-Analysis is a method that allows researchers to merge the scientific results from a number of studies into a single analysis. This is an especially useful method because it allows for a collective estimate of an effect using a pool of data...
The R Graph Gallery has been a popular website for many years now. The number of graphics keeps growing as people send me their code. When browsing the website with a mobile device the experience was frustrating, as too much … Continue reading →
How has the distribution of correlations changed over the last several years? Previously Posts about correlation boxplots explained Data Daily returns of 443 large cap US stocks from 2004 through 2012 were used. The sample correlations — almost 98,000 of them — during each year were created. If we were actually using the correlations, then … Continue reading...
JW Emerson, WA Green, B Schloerke, J Crowley, D Cook, H Hofmann, H Wickham (2013) The Generalized Pairs Plot. Journal of Computational and Graphical Statistics 22(1). Here's a free preprint version. Until this new paper and implementation by Emerson et al., there were no widely available pairs plots that accommodated both numerical and categorical fields.
Benford’s law is nowadays extremely popular (see e.g. http://en.wikipedia.org/…). It is usually claimed that, for a given set data set, changing units does not affect the distribution of the first digit. Thus, it should be related to scale invariant distributions. Heuristically, scale (or unit) invariance means that the density of the measure (or probability function) should be proportional to...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
