2692 search results for "twitteR"

bounded normal mean

November 24, 2011
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bounded normal mean

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times,

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“Home Runs by Park – 2011 Season” or “Man the Astros Sucked This Year”

November 24, 2011
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“Home Runs by Park – 2011 Season” or “Man the Astros Sucked This Year”

I hate the Giants. Let this be known. What i was hoping to find was another reason to support my claim that their WS win in 2010 was a complete fluke.  So when digging through the game logs for the … Continue reading →

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Andrew gone NUTS!

November 23, 2011
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Andrew gone NUTS!

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the

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Indexing Nested Lists

November 20, 2011
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Indexing Nested Lists

I’ve long searched for a somewhat efficient approach to indexing nested lists and/or environments and here’s my best solution so far. For me, being able to compute such an index is the crucial part in order to actually manage such nested structures (which are very helpful in a lot of scenarios where formal classes are … Continue reading...

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Style Analysis

November 17, 2011
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Style Analysis

During the final stage of asset allocation process we have to decide how to implement our desired allocation. In many cases we will allocate capital to the mutual fund managers who will invest money according to their fund’s mandate. Usually there is no perfect relationship between asset classes and fund managers. To determine the true

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Revolution Newsletter: November 2011

November 17, 2011
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you read the full November edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. R Training from Hadley Wickham: The R guru (and author of ggplot2, plyr and several...

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GEO2R: Web App to Analyze Gene Expression in GEO Datasets Using R

November 17, 2011
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GEO2R: Web App to Analyze Gene Expression in GEO Datasets Using R

Gene Expression Omnibus is NCBI's repository for publicly available gene expression data with thousands of datasets having over 600,000 samples with array or sequencing data. You can download data from GEO using FTP, or download and load the data direc...

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Lambert’s W function and the generalised logarithm

November 16, 2011
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Lambert’s W function and the generalised logarithm

Yesterday I ran into an equation that was a sum of an exponential and a linear term: It doesn’t take long to figure out that there is no analytical solution, and so I set out to write some crappy numerical code. After wasting some time with a fixed point iteration that did not really work,

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Black-Litterman Model

November 15, 2011
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Black-Litterman Model

The Black-Litterman Model was created by Fisher Black and Robert Litterman in 1992 to resolve shortcomings of traditional Markovitz mean-variance asset allocation model. It addresses following two items: Lack of diversification of portfolios on the mean-variance efficient frontier. Instability of portfolios on the mean-variance efficient frontier: small changes in the input assumptions often lead to

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This One’s Personal: Sanford Koufax vs. Randy Johnson…pffft

November 15, 2011
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This One’s Personal: Sanford Koufax vs. Randy Johnson…pffft

I couldn’t let this one go. The conclusion draw here by this author that Randy Johnson was “the best pitcher of all time” was not something I could allow to slip through the cracks. Johnson was awesome. Incredible to watch. … Continue reading →

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