Monthly Archives: August 2010

Map colors

August 31, 2010
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Map colors

Reader P was kind enough to make us a new color map so I promptly played around with it and other parameters. Need to figure out how to drop the labels and ticks on the “map”  map.axes() is no help. In anycase, I had a day long struggle with my R set up,  its all

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NppToR 2.4.0 Adds Auto-Completion

August 30, 2010
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I’ve had a wonderful summer, very busy, but now I’ve finally had some time to sit down and program some thing on NppToR that I’ve been wanting to get out.  Thanks to Yihui Xie and his wonderful R script for generating auto-completion files, NppToR now has a dynamic Auto-Completion feature like the Dynamic Syntax generation

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Econometrics and R

August 30, 2010
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Econometrics and R

Econometricians seem to be rather slow to adopt new methods and new technology (compared to other areas of statistics), but slowly the use of R is spreading. I’m now receiving requests for references showing how to use R in econometrics, and so I thought it might be helpful to post a few suggestions here. A

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Hyper-g priors

August 30, 2010
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Hyper-g priors

Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late Arnold Zellner for (standard) linear models,

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The Chosen One

August 30, 2010
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The Chosen One

Toss one hundred different balls into your basket. Shuffle them up and select one with equal probability amongst the balls. That ball you just selected, it’s special. Before you put it back, increase its weight by 1/100th. Then put it back, mix up the balls and pick again. If you do this enough, at some

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Stochastic Simulation With Copulas in R

August 30, 2010
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Stochastic Simulation With Copulas in R

A friend of mine gave me a call last week and was wondering if I had a little R code that could illustrate how to do a Cholesky decomposition. He ultimately wanted to build a Monte Carlo model with correlated variables. I pointed him to a number of packages that do Cholesky decomp but then

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Where to Start with PDQ?

August 30, 2010
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Where to Start with PDQ?

Once you've downloaded PDQ with a view to solving your performance-related questions, the next step is getting started using it. Why not have some fun with blocks? Fun-ctional blocks, that is. Since all digital computers and network systems can be considered as a collection of functional blocks and these blocks often contain buffers, their performance can be modeled...

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Taking R to the Limit: Large Datasets; Predictive modeling with PMML and ADAPA

August 30, 2010
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Taking R to the Limit: Large Datasets; Predictive modeling with PMML and ADAPA

During the first part of our meeting, Ryan Rosario presented on the topic of large datasets in R. Video, slides and code of the talk “Taking R to the Limit: Large Datasets” by Ryan Rosario at the Los Angeles area … Continue reading →

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Sweet bar chart o’ mine

August 30, 2010
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Sweet bar chart o’ mine

Last week I was asked to visualise some heart rate data from an experiment. ... The standard way of displaying a time series (that is, a numeric variable that changes over time) is with a line plot. ... The experimenters, however, wanted a bar chart. I hadn't considered this use of a barchart before, so it was interesting...

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Example 8.3: pyramid plots

August 30, 2010
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Example 8.3: pyramid plots

Pyramid plots are a common way to display the distribution of age groups in a human population. The percentages of people within a given age category are arranged in a barplot, often back to back. Such displays can be used distinguish males vs. femal...

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