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While vector-friendly, R's paste function has a few behaviors I don't particularly like. One is using a space as the default separator:__ adjectives__ paste(adjectives,"er")__ paste(adjectives,"er")[1] "lean er" "fast er" "strong er" #d'oh__ paste(adjectives,"er",sep="")[1] "leaner" "faster" "stronger"Empty vectors get an undeserved first class ... [Read more...]

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As scheduled, the first release of the new R 2.14 series is now available for download in source code form. As of this writing, pre-compiled binaries for Windows, Linux and MacOS aren't yet available, but will appear on your local CRAN mirror in the next couple of days. One of the ... [Read more...]

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Simulation: Efficiency of mean with median Goal: Show the efficiency of the mean when compared with the median using a large simulation where both estimators are applied on a sample of U(0,1) uniformly distributed random numbers. Input: # Goal: Show... [Read more...]

Don't forget that midnight tonight (Pacific Daylight Time) is the deadline to submit your draft entry for the Applications of R in Business Contest, with $20,000 in prizes up for grabs from Revolution Analytics. You'll still be able to edit your entry during the public review period (until November 30), but no ... [Read more...]

I swear there was a point in writing an introduction to covariance structures: now we can start joining all sort of analyses using very similar notation. In a previous post I described simple (even simplistic) models for a single response … Continue reading → [Read more...]

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Batman Equation Happy Halloween! Plot the Batman logo in CloudStat with the legendary Batman Equation. [Read more...]

Picking up on Paul Bradshaw’s post A quick exercise for aspiring data journalists which hints at how you can use Google Spreadsheets to grab – and explore – a mortality dataset highlighted by Ben Goldacre in DIY statistical analysis: experience the thrill of touching real data, I thought I’d describe ... [Read more...]

Input Output Testing for regression Input: advertising=c(1,2,3,4,5) sales=c(1,1,2,2,4) sales.Reg=lm(sales~advertising) summary(sales.Reg) Output: __ advertising=c(1,2,3,4,5) __ sales=c(1,1,2,2,4) __ __ sales.Reg=lm(sales~advertising) __ summary... [Read more...]

Some thoughts and resources regarding a popular fund management buzzword. The idea Given asset categories (like stocks, bonds and commodities) create a portfolio where each category contributes equally to the portfolio variance. Two operations There are two cases in creating a risk parity portfolio: the universe is the asset categories ... [Read more...]

I've knocked together a quick function for generating efficient Monte Carlo samples. It takes a bit of the legwork out of running Monte Carlo simulations. [Read more...]

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Despite the fact that Excel is the most widespread application for data manipulation and (perhaps) analysis, R's support for the xls and xlsx file formats has left a lot to be desired. Fortunately, the XLConnect package has been created to fill this void, and now JGR 1.7-8 includes integration with ... [Read more...]

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Here is [yet!] another Bayesian textbook that appeared recently. I read it in the past few days and, despite my obvious biases and prejudices, I liked it very much! It has a lot in common (at least in spirit) with our Bayesian Core, which may explain why I feel so ... [Read more...]