It is well known that linkage disequilibrium (LD) decays with distance. Several functions have been proposed to estimate such decay. Among the most widely used are the Hill and Weir (1) formula for describing the decay of r2 and a formula proposed by Abecasis (2) for describing the decay of D’. I ... [Read more...]

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The first 6 trading days of August have been bad for the major indices, but how variable is that across portfolios? To answer that, two sets of random portfolios were generated from the constituents of the S&P 500.  The trading days are 2011 August 1 — 5 and 8. The returns of the indices for … Continue ... [Read more...]

Blog planets are websites that aggregate blog feeds around a particular topic or project. It is probably called after one of its first implementations, the Planet software. These planets are like conferences, rather than journals. Like conferences with... [Read more...]

For whatever reason, Apple decided not to include OpenMPI in Mac OS X Lion (it was supported in Leopard and Snow Leopard). I found this out the hard way after doing a clean install of Lion. Here are steps to install OpenMPI and get it working with the Rmpi package ... [Read more...]

At last month's R user group meeting in Melbourne, the theme was "Experiences with using SAS and R in insurance and banking". There, Hong Ooi from ANZ (Australia and New Zealand Banking Group) gave a presentation on "Experiences with using R in credit risk". I didn't get to see the ... [Read more...]

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Followinga few entries on sports here and there, I was wondering what kind of law follow the running records with respect to the distance. The data are available on Wikipedia, or here for a tidied version. It collects 18 distances, from 100 meters to 100 kilometers. A log-log scale is in order: It ... [Read more...]

Last Saturday I had the good fortune to present a talk on finding, gathering, and analyzing some sports-related data on the web at the local SABR group meeting.  In case you’re not familiar with the “SABR” acronym, it stands for … Continue reading → [Read more...]

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The Open Governing Index is a new measure developed by VisionMobile, that rates open-source projects regarding their governance process. The index has four facets, described thoroughly in the "Open Governance Index" publication, and briefly below. access - These criteria assess the availability of source code, a permissive license, developer support ... [Read more...]

We have been consistently impressed by and enjoyed the wealth of R wisdom available on the R-bloggers aggregation site. Therefore Win-Vector LLC is granting the right to reformat and redistribute (with attribution and link) our blog‘s R content in the R-bloggers site and feeds. We hope to see our ... [Read more...]

Our development team would like to announce the launch of rOpenSci. As the title states, this project aims to create R packages to make open science more available to researchers. http://ropensci.org/ What this means is t... [Read more...]

When dealing with transaction cost analysis, a stock’s volume is assumed to be stable or foreseeable.  However, there is different picture, then we are dealing with an illiquid stock. It is relatively easy to forecast the volume of a liquid stock, because trading volume has high autocorrelation – the volumes ... [Read more...]

Wikimania 2011 came to a close yesterday. For those of you unfamiliar with Wikimania it may be described as UseR for Wikipedia, Wikimedia and MediaWiki all rolled into one. The conference brings together staff, volunteer editors, volunteer developers and users of MediaWiki projects. Of specific interest to R Bloggers readers may ... [Read more...]

Well, version 2.0 is in the can and I’ll be uploading to CRAN over the next couple of days. Lets go over the highlights. Prior to version 2.0 we had basically 3 kinds of data flowing around the package: V3 14 column format, zoo objects and mts objects.  The 14 column format has always ... [Read more...]

Introduction Effect estimation is an important task in modern research. An example is the identification of risk factors for disease and the qualification of medical treatments. Usually, researchers are interested in estimating the global, common effect. Since actual effects tend to differ across populations, estimates based on sample of a ... [Read more...]

Usability. I am not an expert in Human-Computer Interaction (HCI) at all. Worse, I make the crappiest looking interfaces, typically. So, that's said. Usability. Wikipedia writes that "[U]sability is the ease of use and learnability of a ... [Read more...]

I have just came up with an idea how to test the wikipedia search traffic visualisation functions that I wrote about in my previous post. I decided to check if R is really gaining popularity that fast. ar [Read more...]

My last two posts have been about mixture models, with examples to illustrate what they are and how they can be useful.  Further discussion and more examples can be found in Chapter 10 of Exploring Data in Engineering, the Sciences, and Medicine.  One important topic I haven’t covered is how ... [Read more...]