This is a quick follow up to my earlier post that discussed how to graph CIs for within-subjects (repeated measures) ANOVA designs. My forthcoming book Serious stats describes how to do this for between-subjects designs (a much simpler proble... [Read more...]

The subtitle is “Central banks, credit bubbles and the efficient market fallacy”. Executive summary This is much too important of a book to remain as obscure as it is.  Besides, it is quite a fun read. It talks about two subjects: Why markets for goods and services tend toward equilibrium ... [Read more...]

How does the political landscape of Europe change over time? One way to approach this question is to map the socio-economic left-right positions of the governments in power. So let’s plot the changing ideological  positions of the governments using data … Continue reading → [Read more...]

There is a new R package in town, mvabund, which does, as they say "statistical methods for analysing multivariate abundance data". The authors introduced the paper in an online early paper in Methods in Ecology and Evolution here, R package here. Th... [Read more...]

In the last post, Portfolio Optimization: Specify constraints with GNU MathProg language, Paolo and MC raised a question: “How would you construct an equal risk contribution portfolio?” Unfortunately, this problem cannot be expressed as a Linear or Quadratic Programming problem. The outline for this post: I will show how Equal ... [Read more...]

In Chapter 2 (Confidence Intervals) of Serious stats I consider the problem of displaying confidence intervals (CIs) of a set of means (which I illustrate with the simple case of two independent means). Later, in Chapter 16 (Repeated Measures ANOVA), I consider the trickier problem of displaying of two or more means ... [Read more...]

If you use MySQL, there’s a default schema called ‘information_schema‘ which contains lots of information about your schemas and tables among other things. Recently I wanted to know whether a table I use for storing the results of a large … Continue reading → [Read more...]

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In this post we collect several R one- or few-liners that we consider useful. As our minds tend to forget these little fragments we jot them down here so we will find them again. Indexing in nested loops Every once in a while I run a nested loop like the ... [Read more...]

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In my last blog I created a mechanism to fetch data from Salesforce using rJava and SOQL. In this blog I am going to use that mechanism to fetch ad campaign data from salesforce and predict future ad campaign sales using R Let us assume that Salesforce has campaign data ... [Read more...]

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There’s a charming little brain teaser that’s going around the Interwebs. It’s got various forms, but they all look something like this: This problem can be solved by pre-school children in 5-10 minutes, by programer – in 1 hour, by people with higher education … well, check it yourself!  8809=6 7111=0 2172=0 6666=4 1111=0 3213=0 7662=2 9313=1 0000=4 2222=0 3333=0 5555=0 8193=3 8096=5 7777=0 9999=4 7756=1 6855=3 9881=5 5531=0 2581=? SPOILER ... [Read more...]

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Over the course of the past few years I have taking a look at cooling stations a few times but never in much depth. A few other people have looked at them, but usually without much rigor. The standard approach is to find some cooling stations and then conclude that ... [Read more...]

Nothing looks funnier than a patchy simian. That's why we sighed a great sigh of relief when we spotted this article on the lubridate package in R. It saves a great deal of hair pulling.http://www.r-statistics.com/2012/03/do-more-with-dates-and-times... [Read more...]

On Tuesday, Eric Chi and Kenneth Lange arXived a paper on a comparison of numerical techniques for solving sudokus. (The very Kenneth Lange who wrote this fantastic book on numerical analysis.) One of these techniques is the simulated annealing approach I had played with a long while ago.  They seem ... [Read more...]

R has some very powerful built-in features for working with dates, times, and time-zones. But power and flexibility rarely correlate with ease-of-use, and this is no exception. The lubridate package comes to the rescue, make things a bit easier when working with chronological data in R. The paper Dates and ... [Read more...]

Monday, March 19, 2012  14h-16h, Stewart Biology N4/17 Corey Chivers, McGill University Department of Biology This workshop will introduce participants to the likelihood principal and its utility in statistical inference.  By learning how to formalize models through their likelihood function, participants will learn how to confront these models with data in ... [Read more...]

Here is another data downloading and parsing script, this one for the Dow Jones/UBS Commodities Indexes. Compared to the last post, this parser deals with multiple sheets and multiple columns in each sheet. It also constructs monthly series from the daily data, and stores it using a different symbol. ... [Read more...]