Introduction Smoothing hydrographic profiles with conventional time-series methods is problematic for two reasons: (a) the data are commonly not equi-spaced in depth and (b) the data seldom lack trends in depth. The issues and their solutions are illustrated without much discussion here. The first step in making the graph shown ... [Read more...]

I always thought that there were some kind of schools in statistics, areas (not to say universities or laboratories) where people had common interest in term of statistical methodology. Like people with strong interest in extreme values, or in Lévy Processes. I wanted to check this point so I ... [Read more...]

The other day I was having a quick look to the newspapers and I stumbled on this article. Apparently, Pornhub (a website whose mission should be pretty clear) have analysed the data on their customers and found out that the town of Ware (Hertfords... [Read more...]

Tal Yarkoni's post on "The homogenization of scientific computing, or why Python is steadily eating other languages' lunch" is an enjoyable read of his transition from R to Python. He makes a good case, and I have no argument with his reasoning or the ... [Read more...]

RStudio is my R development environment of choice and I work primarily on/in Mac OS X. While it’s great that Apple provides a built-in Terminal application, I prefer to use iTerm 2 when I need to do work at a shell. The fine folks at RStudio provide a handy ... [Read more...]

Probably, the most common complains against R are related to its speed issues, especially when handling a high volume of information. This is, in principle, true, and relies partly on the fact that R does not run parallely…. unless you … Continue reading → [Read more...]

I used some spare time I had over the christmas break to review a book I came across: Introduction to R for Quantitative Finance. An introduction to the book by the authors can be found here. The book targets folks with some finance knowledge but no or little experience with ... [Read more...]

So I have a secret project. Come closer. I’m developing an R package that implements Bayesian alternatives to the most commonly used statistical tests. Yes you heard me, soon your t.testing days might be over! The package aims at being as easy as possible to pick up and ... [Read more...]

A common task in GIS is comparing the spatial extent of one layer with another. Say you have a load of points, some of which overlay a polygon layer. You are only interested in the points that intersect with the points. What do you do? Also, how can you aggregated-up ... [Read more...]

Instrumental Variables Instrumental variables are an incredibly powerful for dealing with unobserved heterogenity within the context of regression but the language used to define them is mind bending. Typically, you hear something along the lines of “an instrumental variable is a variable that is correlated with x but uncorrelated with ... [Read more...]

Since version 0.8, my package for data visualization using ggplot has been released on the Comprehensive R Archive Network (CRAN), which means you can simply install the package with install.packages("sjPlot"). Last week, version 0.9 was released. Binaries are already available for OS X and Windows, and source code for Linux. ... [Read more...]

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by Daniel Hanson QA Data Scientist, Revolution Analytics Some Applications of the xts Time Series Package In our previous discussion, we looked at accessing financial data using the quantmod and Quandl R packages. As noted there, the data series returned by quantmod comes in the form of an xts time ... [Read more...]

The horseshoe effect is a well known and discussed issue with principal component analysis (PCA) (e.g. Goodall 1954; Swan 1970; Noy-Meir & Austin 1970). Similar geometric artefacts also affect correspondence analysis (CA). In part 1 of this series I looked at the implications of these “artefacts” for the recovery of temporal or single dominant ... [Read more...]

The ongoing drought in California and other parts of Southwestern United States has been reported extensively by newspapers and government sites.Although rainfall deficit is technically meteorological drought, and drought could be of several other... [Read more...]

Already on the final day..! And still this frustration in being unable to attend three sessions at once… Andrew Gelman started the day with a non-computational talk that broached on themes that are familiar to readers of his blog, on the misuse of significance tests and on recommendations for better ... [Read more...]

Nothing in Nature is random … A thing appears random only through the incompleteness of our knowledge (Benedict Spinoza) This is one of my favorite mathematical mysteries. In 1991 David Boll was trying to confirm that the neck of the Mandelbrot Set is 0 in thickness. Neck is located at -0.75+0i (where ... [Read more...]

I read this post over at the blog Cartesian Faith about Probability and Monte Carlo methods. The post describe how to numerically intregate using Monte Carlo methods. I thought the (…) Read more [Read more...]

by Derek McCrae Norton - Senior Sales Engineer Optimization is something that I hear clients ask for on a fairly regular basis. There are many problems that a few functions to carry out optimization can solve. R has much of this functionality in the base product, such as nlm(), and ... [Read more...]