I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I'll leave the reader to research related systems. The basic message...

The past couple of years have seen a dramatic growth in the use of the R language in the enterprise. R has always been pervasive in academia for research and teaching in statistics and data science, and as new graduates trained in R have migrated to the workplace the demand for R in corporations has become more and more...

In my prior post, I discussed the origins of the first GSoC project I posted this year. The second GSoC project I’ve proposed is around the writing and code of Attilio Meucci, an adjunct professor at Baruch College – CUNY and an excellent speaker (I saw him at the University of Chicago when he spoke

Visualization is a key to success in regression analysis. This is one of the (many) reasons I am also suspicious when I read an article with a quantitative (econometric) analysis without any graph. Consider for instance the following dataset, obtained from http://data.worldbank.org/, with, for each country, the GDP per capita (in some common currency) and the infant mortality rate...

PerformanceAnalytics has long enjoyed contributions from users who would like to see specific functionality included. Diethelm Wuertz at ETHZ, who is the author and sponsor of all the various R/Metrics packages is one of those contributors. I first met Diethelm when he hosted a conference on high-frequency data in the early 1990′s (where we fretted

Mirai Solutions GmbH (http://www.mirai-solutions.com) is pleased to announce the availability of XLConnect 0.1-8 on CRAN. The most prominent new features/extensions are an improved package vignette which provides more information and examples to get people started with the package. A new … Continue reading →

In section 10.4.4 of Serious stats (Baguley, 2012) I discuss the rank transformation and suggest that it often makes sense to rank transform data prior to application of conventional ‘parametric’ least squares procedures such as t tests or one-way ANOVA. There are several advantages to this approach over the usual approach (which involves learning and applying a new test such as Mann-Whitney U,