Monthly Archives: January 2011

Three tips for posting good questions to R-help and Stack Overflow

January 18, 2011
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As the number of R users and contributed packages increases, activity on the R-help mailing list and the R tag on Stack Overflow also continues to rise. Users with the knowledge to help those asking questions naturally have limited time to ass...

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Example 8.21: latent class analysis

January 18, 2011
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Example 8.21: latent class analysis

Latent class analysis is a technique used to classify observations based on patterns of categorical responses. Collins and Lanza's book,"Latent Class and Latent Transition Analysis," provides a readable introduction, while the UCLA ATS center has an o...

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Workflow and the Emacs Starter Kit for the Social Sciences

January 18, 2011
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Because the next official release of Emacs will finally have a built-in package management system, I’ve been able to update the Emacs Starter Kit for the Social Sciences to make it easier to set up. AucTeX is now installed directly as a package, and so is ESS. While the AucTeX package is official, I host

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The Clipboard can be Your Friend

January 17, 2011
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The Clipboard can be Your Friend

One of the features I feel that I don’t leverage enough, particularly for ad-hoc questions, is the clipboard feature  in R. I know there are many ways to use it –  as I have been exposed to a few –  but the example below, even without context, should get you thinking about how awesome R

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R and Google Visualization API: Fish harvests

January 17, 2011
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R and Google Visualization API: Fish harvests

I recently gathered fish harvest data from the U.S. National Oceanic and Atmospheric Administarion (NOAA), which I downloaded from Infochimps. The data is fish harvest by weight and value, by species for 21 years, from 1985 to 2005. Here is a link to a google document of the data I used below: https://spreadsheets.google.com/ccc?key=0Aq6aW8n11tS_dFRySXQzYkppLXFaU2F5aC04d19ZS0E&hl=en################# Fish harvest data...

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R and Google Visualization API: Wikispeedia

January 17, 2011
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R and Google Visualization API: Wikispeedia

Wikispeedia is a website trying to gather all speed limit signs on Earth.  I recently created a Google Visualization for some of their data, specifically on speed limit signs that change speed throughout the day.Check it out here: http://grou...

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R Advertised

January 17, 2011
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The R language is definitely going mainstream:...

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The Joy of Sweave – A Beginner’s Guide to Reproducible Research with Sweave

January 17, 2011
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The Joy of Sweave – A Beginner’s Guide to Reproducible Research with Sweave

Just wrapped up the slides for the first version of the The Joy of Sweave – A Beginner’s Guide to Reproducible Research with Sweave which I presented today in our lab. I am making the slides available under a Creative Commons … Continue reading →

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Valuation of CDO with equal amount

January 17, 2011
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Bank of Japan(BOJ) publish research paper regularly.And, they issued very interesting paper about valuation of CDO recently.(The paper is 金融危機時における資産価格変動の相互依存関係:コピュラに基づく評価 新谷 幸平、山田 哲也、吉羽 要直(sorry,japanese only!)) They introduced copula for pricing of CDO,and discussed how different CDO spreads were with using different copula for pricing.I would like to reproduce their result (especially,P23-Table7)The condition of calculation is following that number of debt(NUM.REFDEBT):=100 maturity(MATURITY):=5 year recovery rate(RECOVERY.RATE):=40%(constant value) probability of default (DEFAULT.PROBABILITY):=5%(in...

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Séminaire à Lyon

January 17, 2011
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Séminaire à Lyon

Next week, I am going to Lyon to give a seminar in Université Lyon I. I will talk about the recent Rao-Blackwellisation papers we wrote, hopefully managing to make sense with both statisticians and probabilists, unlike in recent talks of mine in probability seminars… The slides are close to those I presented in Wharton last

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