At some point in 2013, I read (can’t remember where) that 2012 was a rare year for the S&P 500  where no day’s closing  price was lower than the closing price  for the first day.  So if you bought on the first day of 2012, you never had a loss for ... [Read more...]

In the MAT8181 graduate course on Time Series, we will discuss (almost) only causal models. For instance, with , with some white noise , those models are obtained when . In that case, we’ve seen that was actually the innovation process, and we can write which is actually a mean-square convergent series (... [Read more...]

I am starting to familiarize myself with Bayesian statistics. In this post I’ll show some insights I had concerning Bayes factors (BF). What are Bayes factors? Bayes factors provide a numerical value that quantifies how well a hypothesis predicts the empirical data relative to a competing hypothesis. For example, ... [Read more...]

I’ve recently been dabbling with parallel processing in R and have found the foreach package to be a useful approach to increasing efficiency of loops. To date, I haven’t had much of a need for these tools but I’ve started working with large datasets that can be ... [Read more...]

In the MAT8181 graduate course on Time Series, we started discussing autoregressive models. Just to illustrate, here is some code to plot  – causal – process, __ graphar1=function(phi){ + nf graphar1(.8) or __ graphar1(-.7) (with, on the […] [Read more...]

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the united states administration on aging (aoa) spends about a billion dollars on community services and meals for elderly americans every year.  enacted as part of lyndon johnson's great society program, title iii of the older americans act funds... [Read more...]

There are quite a few R packages available for nonlinear time series analysis, but sometimes you need to code your own models. Here is a simple example to show how it can be done. The model is a first order threshold autoregression:     where is a Gaussian white noise series with ... [Read more...]

The binomial test is arguably the conceptually simplest of all statistical tests: It has only one parameter and an easy to understand distribution for the data. When introducing null hypothesis significance testing it is puzzling that the binomial test is not the first example of a test but sometimes is ... [Read more...]

Fast-track publishing using knitr is a short series on how I use knitr to speedup publishing in my research. There has been plenty of feedback and interest for the series, and in this post I would like to provide (1) a brief summary and (2) an example showing how to put all ... [Read more...]

Introduction Continuing on the recently born series on numerical integration, this post will introduce rectangular integration.  I will describe the concept behind rectangular integration, show a function in R for how to do it, and use it to check that the distribution actually integrates to 1 over its support set.  This ... [Read more...]

The team at AMPLab has announced a developer preview of SparkR, an R package enabling R users to run jobs on an Apache Spark cluster. Spark is an open source project that supports distributed in-memory computing for advanced analytics, such as fast queries, machine learning, streaming analytics and graph engines. ... [Read more...]

A new major release 0.4.0 of RProtoBuf, is now on CRAN. RProtoBuf provides GNU R bindings for the Google Protocol Buffers ("Protobuf") data encoding library used and released by Google, and deployed as a language and operating-system agnostic proto... [Read more...]

I have been working with Python recently and I have to say, I love it. There’s a learning curve, of course, which has been frustrating. However, once I got comfortable with it (and continue to do so), I found that … Continue reading → [Read more...]

I am not a great fan of pie charts since they are often […] [Read more...]

This article was first published on analyze stuff. It has been contributed to Anything but R-bitrary as the second article in its introductory series.By Max Ghenis Today, we celebrate the would-be 85th birthday of Martin Luther King, Jr., a man remembered for pioneering the civil rights movement through his ... [Read more...]

Today, we celebrate the would-be 85th birthday of Martin Luther King, Jr., a man remembered for pioneering the civil rights movement through his courage, moral leadership, and oratory prowess. This post focuses on his most famous speech, I Have a Dream [YouTube | text] given on the steps of the Lincoln ... [Read more...]

UPDATE: Thanks to Max Ghenis for updating my R-script which I wrote a while back - the below R-script can now be used again for pulling the number of hits from Google-Search.GoogleHits { require(XML) require(RCurl) url input, "\"", sep = "") CAINFO = paste(system.file(package="RCurl"), "/CurlSSL/ca-bundle.crt", sep = "") ... [Read more...]

Prediction is difficult, especially of the future (Mark Twain) Let me start with two important premises. First of all, I am not into football so I do not support any team. Second, this post is just an opinion based on mathematics but football, as all of you know, is not ... [Read more...]