June 2012
Simulating the Birthday Problem with data derived probabilities
You've probably heard of the Birthday Paradox: it only takes a small gathering of people before it's quite likely that two of them share the same birthday. You can solve the problem analytically or with simulation, but usually in either case simplifying assumptions are made (no-one born on February 29, for ... [Read more...]
Body Weight in the United States – Part 1, "The Problem"
The Problem
In the United States, people are getting fatter and they are doing so at an alarming rate.
So What?
Being fat isn't just a social stigma - it's unhealthy in nearly every facet of life. Staying in this condition brings high blood pressure, diabetes, asthma and arthritis to ... [Read more...]
Claims reserving and IBNR with R
Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri... [Read more...]
Let’s Party!
Exploring whether regression coefficients differ between groups is an important part of applied econometric research, and particularly for research with a policy based objective. For example, a government in a developing country may decide to introduce free school lunches in an effort to improve childhood health. However, if this treatment ... [Read more...]
Project Euler — problem 7
Prime is the core of number theory. Here is an introduction of prime number on Wikipedia. I could only understand roughly half of it. Now, let’s look at the seventh problem of Project Euler, which is another about prime number. By listing the first six prime numbers: 2, 3, … Continue reading → [Read more...]
2 min HOWTO in R
Lots of short videos on how to do several things in R. [Read more...]
R-NOLD 2012-06-06 03:18:00
While traveling across the Visayas, I encountered barangay (villages) with the name same as my last name. Using R and map data from gadm.org I search and mapped other villages in the country named “Salvacion”.
Managing the deluge of DNA data
The explosion in DNA sequencing capacity has shifted the experimental bottleneck from sequencing to analyzing and interpreting sequences. The bioconductor package cummeRbund uses ggplot as part of its tool set for organizing, exploring and visualizing ... [Read more...]
Constants and ARIMA models in R
This post is from my new book Forecasting: principles and practice, available freely online at OTexts.com/fpp/. A non-seasonal ARIMA model can be written as (1) or equivalently as (2) where is the backshift operator, and is the mean of . R uses the parametrization of equation (2). Thus, the inclusion of a ... [Read more...]
F-test to find UECLs
I have fixed the link to the video "Removing Y outliers from the validation set" and it´s time to see what could be the next step to the function. As we know the RMSEP is the sum of the explained (BIAS) and unexplained error (SEP). We get also the ...
Example 9.34: Bland-Altman type plot
The Bland-Altman plot is a visual aid for assessing differences between two ways of measuring something. For example, one might compare two scales this way, or two devices for measuring particulate matter. The plot simply displays the difference between the measures against their average. Rather than a statistical test, it ... [Read more...]
NBA Playoff Predictions Update 3 (4-2)
This is my third update to my original post on predicting the NBA playoffs with an algorithm. Here are updates 1 and 2. The algorithm correctly predicted a Boston win, but missed on the Spurs/Thunder game, so it is currently 4-2. Haven't had any time... [Read more...]
Digitize linear and (semi-)log scale graphs with multiple point sets
Working on a paper, I ran into the problem of needing data from a graph that was not mine, and for which no underlying table was published. With today's software packages, it is however not very difficult to digitize a figure yourself. I remembered rea... [Read more...]
Announcing Revolution R Enterprise 6.0
Revolution Analytics is proud to announce the latest update to our enhanced, production-grade distribution of R, Revolution R Enterprise. This update expands the range of supported computation platforms, adds new Big Data predictive models, and updates to the latest stable release of open source R (2.14.2), which improves performance of the ... [Read more...]
Book Review: Parallel R
You have a problem: R is single-threaded, but your code would be faster if it could simultaneously run on more than one core. You have access to a cluster and/or your computer has multiple cores. Parallel R, by Q. Ethan McCallum and Stephen... [Read more...]
intersect for multiple vectors in R
Say you havea [Read more...]
UK house prices visualised with googleVis-0.2.16
A new version of googleVis has been released on CRAN and the project site. Version 0.2.16 adds the functionality to plot quarterly and monthly data as a motion chart. To illustrate the new feature I looked for a quarterly data set and stumbled across t...
Volatility Quantiles
Today I want to examine the performance of stocks in the S&P 500 grouped into Quantiles based on one year historical Volatility. The idea is very simple: each week we will form Volatility Quantiles portfolios by grouping stocks in the S&P 500 into Quantiles using one year historical Volatility. Next ... [Read more...]
Applications of R in Government
Following the announcement of the US Government Big Data Initiative, I was asked to write a small article about applications of R in government. The article has just appeared in Government Security News (and I believe will appear in their daily newsletter tomorrow). In the article, I highlighted several R ... [Read more...]
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