1570 search results for "regression"

Modeling Permanent and Gradual Process Changes with CDFs

July 20, 2012
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Modeling Permanent and Gradual Process Changes with CDFs

Spencer HerathSpecial thanks to Ben OgorekBackgroundI recently faced a process with a structural change resulting in an increase in the process mean.  The jump to the new mean was not immediate; rather, there was a gradual increase in values over time.  I had previously benefited from multi-staged process-behavior charts when encountering immediate process shifts, but now I needed a...

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Community Detection in Networks with R

Community Detection in Networks with R

I mainly post this visualization because I think it’s pretty. It reminds a little of the work by the famous Dutch painter Mondrian. The complete matrix can be found here. The plot is a heatmap of an adjacency matrix generated by a weighted dir...

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A weighting function for ‘nls’ / ‘nlsLM’

July 19, 2012
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A weighting function for ‘nls’ / ‘nlsLM’

Standard nonlinear regression assumes homoscedastic data, that is, all response values are distributed normally.  In case of heteroscedastic data (i.e. when the variance is dependent on the magnitude of the data), weighting the fit is essential. In nls (or nlsLM of the minpack.lm package), weighting can be conducted by two different methods: 1) by supplying

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Gamification Quantification

July 18, 2012
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Surveys become engaging when they become games, or at least, take on some of the characteristics of games.  This is the argument made by those advocating the gamification of marketing research [http://researchaccess.com/2011/12/market-researc...

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The R packages in a data scientist’s toolbox

July 17, 2012
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John Myles White, self-described "statistics hacker" and co-author of "Machine Learning for Hackers" was interviewed recently by The Setup. In the interview, he describes his some of his go-to R packages for data science: Most of my work involves programming, so programming languages and their libraries are the bulk of the software I use. I primarily program in R,...

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Factor Attribution to improve performance of the 1-Month Reversal Strategy

July 16, 2012
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Factor Attribution to improve performance of the 1-Month Reversal Strategy

Today I want to show how to use Factor Attribution to boost performance of the 1-Month Reversal Strategy. The Short-Term Residual Reversal by D. Blitz, J. Huij, S. Lansdorp, M. Verbeek (2011) paper presents the idea and discusses the results as applied to US stock market since 1929. To improve 1-Month Reversal Strategy performance authors

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influence.ME updated to version 0.9

July 13, 2012
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Influence.ME is an R extension package for R that provides tools for detecting influential data in multilevel regression models. It is developed by Rense Nieuwenhuis (that’s me), Manfred te Grotenhuis, and Ben Pelzer. Recently, a new version (0.9) was uploaded ...

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R for Ecologists: Making MATLAB-like Graphs in R

July 13, 2012
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R for Ecologists: Making MATLAB-like Graphs in R

I’ve decided that my blog should become a brain dump for my experience/troubles/solutions to programming in R. I’ve met many people who want to learn but don’t have the time or patience to sit down and figure it out from … Continue reading →

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RcppArmadillo 0.3.2.4

July 12, 2012
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Conrad released version 3.2.4 of Armadillo yesterday. It contains a workaround for g++ 4.7.0 and 4.7.1 which have a regression triggered by the Armadillo codebase for small fixed-sized matrices. The corresponding RcppArmadillo package 0.3.2.4 arrived ...

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Visualizing Graphical Models

July 10, 2012
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Visualizing Graphical Models

I'm anticipating presenting research of mine based on Bayesian graphical models to an audience that might not be familiar with them. When presenting ordinary regression results, there's already the sort of statistical sniper questions along the lines o...

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