During the summer I was contacted by a hedge fund from Bahamas. The fund was looking for someone with R language skills on-site and insisted for phone interview. Besides obvious questions about finance, statistics, coding and how many tennis balls can fit in Boeing 747 (ok, this question was omitted), they ... [Read more...]

I was reminded recently it has been a while since my last posting.  So here is a quick analysis of a strategy that works pretty well.Much has been written on the changes to the NG market structure over the past few years; the influence of financial investors and the ... [Read more...]

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Logistic regression is a type of regression used when the dependant variable is binary or ordinal (e.g. when the outcome is either “dead” or “alive”). It is commonly used for predicting the probability of occurrence of an event, based on several predictor variables that may either be numerical or ... [Read more...]

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In Accessing and Visualising Sentencing Data for Local Courts I posted a couple of quick ways in to playing with Ministry of Justice sentencing data for the period July 2010-June 2011 at the local court level. At the end of the post, I wondered about how to wrangle the data in ... [Read more...]

I was recently asked by a R user about how one could extract the “rule” in a classification/regression tree. The requirement was to obtain the path traced from the root node to the leaf nodes and obtain all the paths or “rules” path.rpart() function in the mvpart package ... [Read more...]

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. ... [Read more...]

The world has changed. You can feel it on GitHub. You can smell it on Google+. The knitr package, as an alternative tool to Sweave, has features that you have been longing for, and features that you might have never imagined. Thumb through the PDF manu... [Read more...]

Recently, on Andrew Gelman's blog there was a discussion about how to get yourself a statistics education (presumably without going through the whole process of becoming a professional statistician). Here's the discussion on Gelman's blog, with lots of... [Read more...]