<p>Loading ...</p>

<p>Loading ...</p>

It seems like I have been going south since the blog started, first with the politicians and then Chennai Express. So continuing that journey, this time around I am looking at a Madras Cafe to find out what the TwitterVerse has been talking about it. Now the process is pretty much similar to that of... Read More ...

I always claim that graphs are important in econometrics and statistics ! Of course, it is usually not that simple. Let me come back to a recent experience. A got an email from Sami yesterday, sending me a graph of residuals, and asking me what could be done with a graph of residuals, obtained from a logistic regression ?...

This coming Tuesday, August 27, our US Chief Scientist Mario Inchosa will reveal some details of the forthcoming in-Hadoop predictive analytics capabilities of Revolution R Enterprise 7, due for release later this year. Here's the abtract of his webinar, High Performance Predictive Analytics in R and Hadoop: Hadoop is rapidly being adopted as a major platform for storing and...

One critique frequently heard about Bayesian statistics is the subjectivity of the assumed prior distribution. If one is cherry-picking a prior, of course the posterior can be tweaked, especially when only few data points are at hand. For example, see the Scholarpedia article on Bayesian statistics: In the uncommon situation that the data are extensive

Guest post by John Fox (based on his announcement in the mailing list) Dear R-help list members, Version 2.0-0 of the Rcmdr package is now on CRAN and should appear presently on the various CRAN mirrors. As its number implies, this version represents a milestone in the development of the package, which first appeared on CRAN more than 10 years ago. The...

People love $R^2$. As such, when Nakagawa and Schielzeth published an article in the journal Methods in Ecology and Evolution earlier this year, ecologists (amid increasing use of generalized linear mixed models (GLMMs)) rejoiced. Now there’s an R function that automates $R^2$ calculations for GLMMs fit with the lme4 package. $R^2$ is usually reported as a...

Is September Bearish? Traders love discussing seasonality, and September declines in US equity markets are a favorite topic. Historically September has underperformed every other month of the year, offering a mean return of -.56% on the S&P 500 index from 1950 to 2012; 54% of Septembers were bearish over the same period – more than any other month. Empirically, September...

e-mails with the latest R posts.

(You will not see this message again.)