Guiding a ship, it takes more than your skill Spark David Rowe’s Risk column this month is about data leverage. The idea is that you are leveraging your data if you are using it to answer questions that are too demanding of information. The piece reminded me of a ... [Read more...]

I want to highlight two great Visualization techniques I discovered by reading the fine blog from Timely Portfolio. First method is based on the lm System on Nikkei with New Chart. Let’s visualize Strategy’s Long/Short/Not Invested periods by highlighting the underlying (i.e. buy & hold) with ... [Read more...]

A variation of the standard definition of Kendall correlation coefficient is necessary in order to deal with data samples with tied ranks. It known as the Kendall’s tau-b coefficient and is more effective in determining whether two non-parametric data samples with ties are correlated. read more [Read more...]

No matter what your favourite statistical package is, you'll find this post by Robert Muenchen highly informative.Robert concludes that:"By most of the measures discussed here, R is competing well with the commercial software vendors. However, I advise not over generalizing from this data. SAS and SPSS continue to ... [Read more...]

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After a brief delay here’s episode 5 of the R-Podcast. In this episode: R 2.15.0 released, listener feedback, and discussion on basic package management. I discuss helpful resources for finding packages, installation procedures, and how to determine what packages are installed in your R system, among other considerations. If you are ... [Read more...]

Registration has been open for a while, but I wanted to point out the pre-conference seminars. Registrations are strong this year, so if you’re interested you’ll need to sign up before they sell out. Register here… As you probably know by now, the fourth annual R/Finance conference ... [Read more...]

  Here’s a fun example of how you might use my data on Congressional bill length and complexity.  Imagine you want to understand the empirical distribution of Flesch-Kincaid reading level for Congressional bills and how this distribution is related to … Continue reading → [Read more...]

In a recent blog post by CMastication, a little meme puzzle is presented with the introduction that a preschooler could solve it in 5-10 minutes, a programmer in an hour. I took the bait. The original problem goes like this: … Continue reading → [Read more...]

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One major benefit of spending my time recently adding statistical functionality to Julia is that I’ve learned a lot about the inner guts of algorithmic null hypothesis significance testing. Implementing Welch’s two-sample t-test last week was a trivial task because of the symmetry of the null hypothesis, but ... [Read more...]

Typically, regression models in empirical economic research suffer from at least one form of endogeneity bias. The classic example is economic returns to schooling, where researchers want to know how much increased levels of education affect income. Estimation using a simple linear model, regressing income on schooling, alongside a bunch ... [Read more...]

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Markov chains are probabilistic models which can be used for the modeling of sequences given a probability distribution and then, they are also very useful for the characterization of certain parts of a DNA or protein string given for example, a bias t... [Read more...]

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While I should confess upfront that I’ve always had a weaker command of the details of floating point arithmetic than I feel I ought to have, this sort of thing still blows my mind when I stumble upon it. These moments invariably make me realize that floating point math ... [Read more...]

I assume that the reader of this paper knows the 360-degree method (also known as: multi-source feedback or management feedback). Reported is an authentic case. A total of 128 people participated as feedback receivers. Several thousand questionnaires were filled from … Weiterlesen → [Read more...]

Following the question on dinner table permutations on StackExchange (mathematics) and the reply that the right number was six, provided by hardmath, I was looking for a constructive solution how to build the resolvable 2-(20,5,1) covering. A few hours later. hardmath again came up with an answer, found in the ... [Read more...]

I’m trying to make a mobile version of R-GUI, here is one (trying with iPhone emulator), not so beautiful, but still work. Try at CloudStat Mobile. Below are the screenshots: Homepage Web-based R Console Statistical Apps Directory ( R Apps ) ... [Read more...]