Posts Tagged ‘ rstats ’

Time horizon in forecasting, and rules of thumb

April 7, 2011
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Time horizon in forecasting, and rules of thumb

I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision

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How to: Multinomial regression models in R

April 5, 2011
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How to: Multinomial regression models in R

Apples, oranges, pears or bananas? Bus, train, car, or walk? Many choices are made between more than two options, a situation that can be represented by multinomial choice modelling. Here's a quick tutorial on how to do it in R.

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R Still On Top

March 24, 2011
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R Still On Top

According to the Google Ngram corpus, R is still the top rated statistical software package. Ok, I’m just kidding. That plot is worthless. All the data are from books published between the years 1890 and 2008, and none of those software packages wou...

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How to: Binomial regression models in R

March 19, 2011
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How to: Binomial regression models in R

Ever wondered how to predict success or failure as a function of other variables? Here's a quick tutorial on binomial regression in R.

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Circular or spherical data, and density estimation

March 17, 2011
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Circular or spherical data, and density estimation

I few years ago, while I was working on kernel based density estimation on compact support distribution (like copulas) I went through a series of papers on circular distributions. By that time, I thought it was something for mathematicians working ...

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Want to say one thing and the exact oppositive with strong confidence ?

March 15, 2011
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Want to say one thing and the exact oppositive with strong confidence ?

No need to do politics. Just take a statistical course. And I do not talk about misinterpretation of statistics, but I talk about the mathematical foundations of statistical tests. Consider the following parametric test, with a one-dimensional para...

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Playing with quantiles, part 2

March 8, 2011
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Playing with quantiles, part 2

It is common to look at best time at the Marathon. Or perhaps the distribution of the top100, as done by John Myles White on his blog here (data can be found there), as the graph below, with the density of the time for the first 100 men (in blue) a...

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A Million Random Digits: review of reviews

March 4, 2011
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A Million Random Digits: review of reviews

Recently on his blog (here), Robin mentioned an amazing book, called "A Million Random Digits" published by RAND corporation. The book was initially published in 1955, but RAND published a nice (and expensive) second edition. A great thing is that ...

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when Nuns or Hells Angels get in a plane

February 24, 2011
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when Nuns or Hells Angels get in a plane

Today, at lunch, Matthieu told us a nice story (or call it a paradox if you like) about the probability to find you seat empty when you get in a place.  a plane full of nunsAssume that you are in the line to get in the airplane, you are the ...

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Does the Student based confidence interval have any interest in practice ?

February 20, 2011
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Does the Student based confidence interval have any interest in practice ?

Friday in the course of statistics, we started the section on confidence interval, and like always, I got a bit confused with the degrees of freedom of the Student (should it be or ?) and which empirical variance (should we consider the one wher...

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