We look at a few forecasts for the year 2011 that we’ve run across, and compare them with the prediction distributions presented in Revised market prediction distributions. FTSE 100 There is a “range forecast” on an Interactive Investor page of 5350 to 6565.  It isn’t clear (to me at least) what this ...

Another grad student and I tried recently to make a contribution to our understanding of the relationship between ecological network structure (e.g., nestedness) and community structure (e.g., evenness)......Alas, I had no luck making new insights. How...

R is sometime criticized for producing graphs not as elaborated as Matlab ones, or other softwares’. Here is a link to a graph gallery by Romain François to “enhance your data visualization with R”. The corresponding R code is given. Might be useful for ENSAE students for ‘statap’ projects. ...

David Scott wrote a review of Introducing Monte Carlo Methods with R in the International Statistical Review that is rather negative, since the main bulk reads as follows: I found some aspects of the book very disappointing. The first chapter (“Basic R Programming”) has some unfortunate mistakes and some statements, ...

Anthony Ives, of University of Wisconsin-Madison, and Matthew Helmus of the Xishuangbanna Tropical Botanical Garden, present a new statistical method for analyzing phylogenetic community structure in an early view paper in Ecological Monographs. See th...

Another exciting day at Adap’skiii!!! Yves Atchadé presented a very recent work on the fundamental issue of estimating the asymptotic variance estimation for adaptive MCMC algorithms, with an intriguing experimental observation that a non-converging bandwidth with rate 1/n was providing better coverage than the converging rate. (I always found ...

R’s default theme of the HTML help pages is too plain for me to read, but we can easily modify the theme, which is essentially a CSS file. You can find the file under: file.path(R.home('doc'), 'html', 'R.css') Simply replace this file with my version: ...

This provides revised plots of the prediction distributions published yesterday.  The previous plots of prediction distributions should be ignored — they are not doing as advertised. We show the prediction distribution of levels of several equity indices (plus oil price) at the end of 2011 assuming nothing happens.  That is, we’ve ...

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post Tis the season to predict. Eight years of returns The equity indices use daily closing levels from the start of 2003.  This data comes from Yahoo. A roughly equivalent technique of selecting the last 2000 daily ...

In section 1.11.4 (p. 50), we discuss referring to lists of variables in a data set. In SAS, this can be done for variable stored in adjacent columns with the "var_x -- var_y" syntax and for variables with sequentially enumerated suffixes with the "va...