The Bayesian-Frequentist debate reflects two different attitudes to the process of doing science, both quite legitimate. Bayesian statistics is well-suited to individual researchers, or a research group, trying to use all the information at its disposal to make the quickest possible progress. In pursuing progress, Bayesians tend to be aggressive ... [Read more...]

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Free dating site OkCupid (which was recently acquired by match.com) collects a lot of data. With over 3 million members, many of whom have provided extensive information about their personal details including preferences, lifestyle, sexuality and hobbies via their dating profiles, they have a wealth of information upon which to ... [Read more...]

Repeated measures data require a different analysis procedure than our typical one-way ANOVA and subsequently follow a different R process. This tutorial will demonstrate how to conduct one-way repeated measures ANOVA in R using the Anova(mod, idata, i... [Read more...]

Warning message: This song contains highly suggestive coefficients and graphic depictions of exuberant R-core lovin’. “Plotting Ihaka” is based on Rotting Piñata by Sponge, and reflects a small measure of my boundless joy in the world of R. Despite being a firm proponent of muffins, I can confidently say ... [Read more...]

The more I get into this, the more I adjust my objectives. Currently, I’m willing to make the most of the Quantmod and Blotter R-packages, while eventually building a MT4 equivalent of the InteractiveBroker-R_API. As a first step, I was willing to Chart ticks from MT4 in R ... [Read more...]

Sierra Trading Post mailed me their End-of-Winter 2011 catalog, which consists mostly of mid- to high-end sportswear products, but also things like snow skis, flashlights, and binoculars. STP sells closeouts, overstock, seconds, and items with cosmetic blemishes or irregularities. I spent an hour of relaxation time enumerating the various product brands ... [Read more...]

Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions… Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet ... [Read more...]

The paper “Exact sampling for intractable probability distributions via a Bernoulli factory” by James Flegal and Radu Herbei got posted on arXiv without me noticing, presumably because it came out just between Larry Brown’s conference in Philadelphia and my skiing vacations! I became aware of it only yesterday and ... [Read more...]

Nothing like a little Sunday morning data hacking before a big game!  I have been wanting to play with the NHL play-by-play event files for some time now.  The JSON datasets provide a wealth of information about each event in the game including the location, as defined by the fields ... [Read more...]

This is a tutorial on how to try out a new package in R. The summary is: expect errors, search out errors and don’t start with the built in examples or real data. Suppose you want to try out a novel statistical technique? A good fraction of the time ... [Read more...]

Valentine's day is a nice opportunity to post on hot and sexy topics... Well, it's also an important day that I should not miss, probably as much as Saint Patrick's my wife's birthday. And as I mentioned last week (here), it is difficult to get the... [Read more...]

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is ... [Read more...]

When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w... [Read more...]

[To all of the R-bloggers out there who recognize this, I apologize.  To those that don't, This is at least the 5th review of this book to go on the feed.  The author is linking to the others here.] Long Version: I have a Bachelor’s degree in Computer Science.  ... [Read more...]

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. ... [Read more...]

This will be the last thing I’ll post prior starting to connect R with Metatrader. Indeed, as you may suspect already I use this blog as my lab-book. The following might be quite general, but it fits in my overall ambition to build a personal quant-trading architecture as professional ... [Read more...]

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti... [Read more...]

I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out [Read more...]

Like many academics, Arthur Charpentier thinks a lot about publishing papers in journals. Specifically, we wondered if there was a way to figure out which journal was the best place to publish his next paper and have it accepted: I was wondering if there were clusters of journals, i.e. ... [Read more...]