I have read two thrilling news about the really promising time-series data provider called Quandl recently: Quandl: A Wikipedia for Time Series DataQuandl package released to CRANWith the help of the Quandl R package* (development version...

Recently, for a research paper, I some samples, and I wanted to compare them. Not to compare they means (by construction, all of them were centered) but there dispersion. And not they variance, but more their quantiles. Consider the following boxplot type function, where everything here is quantile related (which is not the case for standard boxplot, see http://freakonometrics.hypotheses.org/4138,...

We continue on the linear regression chapter the book Veterinary Epidemiologic Research. Using same data as last post and running example 14.12: Now we can create some plots to assess the major assumptions of linear regression. First, let’s have a look at homoscedasticity, or constant variance of residuals. You can run a statistical test, the

Stan 1.2.0 and RStan 1.2.0 are now available for download. See: http://mc-stan.org/ Here are the highlights. Full Mass Matrix Estimation during Warmup Yuanjun Gao, a first-year grad student here at Columbia (!), built a regularized mass-matrix estimator. This helps for posteriors with high correlation among parameters and varying scales. We’re still testing this ourselves, so The post Stan...

Barycentric interpolation generalises linear interpolation to arbitrary dimensions. It is very fast although suboptimal if the function is smooth. You might now it as algorithm 21.7.1 in Numerical Recipes (Two-dimensional Interpolation on an Irregular Grid). Using package geometry it can be implemented in a few lines of code in R. Here’s a quick explanation of what

Since it seems to be the fashion, here’s a post about how I make my academic papers. Actually, who am I trying to kid? This is also about how I make slides, letters, memos and “Back in 10 minutes” signs to pin on the door. Nevertheless it’s for making academic papers that I’m going to

Nathan Danneman (a co-author and one of my graduate students from Emory) recently sent me a New Yorker article from 2010 about the “decline effect,” the tendency for initially promising scientific results to get smaller upon replication. Wikipedia can summarize the phenomenon as well as I can: In his article, Lehrer gives several examples where

I recently made some updates to the Emacs Social Science Starter Kit. I maintain the SSSK for my own convenience, but other people have found it useful as well. By now there are a lot of little bits and pieces in the kit, so I thought it might be usefu...

I recently made some updates to the Emacs Social Science Starter Kit. I maintain the SSSK for my own convenience, but other people have found it useful as well. By now there are a lot of little bits and pieces in the kit, so I thought it might be usefu...

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