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The new 0.4.6 release of RQuantLib arrived on CRAN and Debian earlier today. It is two-fold update: catching up QuantLib 1.14 while also updating to Boost 1.67 (and newer). A special thanks goes to Josh for updating to the binary windows library in t... [Read more...]

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Nate Silver and the FiveThirtyEight folks talked quite a bit this election cycle about how their model was probabilistic. What this means is that they don’t just offer a single prediction (e.g., “Democrats will pick up 10 seats”); instead, their predic... [Read more...]

In the post (https://statcompute.wordpress.com/2018/11/23/more-robust-monotonic-binning-based-on-isotonic-regression), a more robust version of monotonic binning based on the isotonic regression was introduced. Nonetheless, due to the loss of granularity, the predictability has been somewhat compromised, which is a typical dilemma in the data science. On one hand, we don’t ... [Read more...]

We already saw the power of the OneR package in the preceding post. Here we want to give some more examples to gain some fascinating, often counter-intuitive, insights. Shirin Glander of Muenster University tested the OneR package with data from the World Happiness Report to find out what makes people ... [Read more...]

The Game, the Rules Estimating the Average Game Length Estimating the Rate of Goals Scored Simulating the Games R Setup Equal Teams Unequal (but matched) Teams Conclusion Much has been said about how the game of Quidditch is ruined by the scoring system - specifically how it makes no sense ... [Read more...]

The Game, the Rules Estimating the Average Game Length Estimating the Rate of Goals Scored Simulating the Games R Setup Equal Teams Unequal (but matched) Teams Conclusion Much has been said about how the game of Quidditch is ruined by the scoring system - specifically how it makes no sense ... [Read more...]

The Game, the Rules Estimating the Average Game Length Estimating the Rate of Goals Scored Simulating the Games R Setup Equal Teams Unequal (but matched) Teams Conclusion Much has been said about how the game of Quidditch is ruined by the scoring system - specifically how it makes no sense ... [Read more...]

In a recent post, I have discussed performance measures for model selection. This time, I write about a related topic: performance measures that are suitable for selecting models when performing feature selection. Since feature selection is concerned with reducing the number of dependent variables, suitable performance measures evaluate the trade-off ... [Read more...]

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Introduction This blog posts will use several packages from the {tidymodels} collection of packages, namely {recipes}, {rsample} and {parsnip} to train a random forest the tidy way. I will also use {mlrMBO} to tune the hyper-parameters of the random forest. Set up Let’s load the needed packages:

library("tidyverse")
library("tidymodels")
library("parsnip")
library("brotools")
library("mlbench")

Load ... [Read more...]

I have completed the polishing/correcting/fiddling of the eight statistical analysis related chapters of my evidence-based software engineering book, and an updated draft pdf is now available (download here). The material was in much better shape than I recalled, after abandoning it to the world 2-years ago, to work ... [Read more...]

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Another minor release 0.3.3.5.0 of RcppEigen arrived on CRAN today (and just went to Debian too) bringing support for Eigen 3.3.5 to R. As we now carry our small set of patches to Eigen as diff in our repo, it was fairly straightforward to bring thes... [Read more...]

Just for fun, I decided to compare the estimates from lmer and INLA for the variance components of an LMM (this isn’t really something that you would ordinarily do – comparing frequentist and bayesian approaches). The codes are below. A couple of plots are drawn, which show the distribution of ... [Read more...]

We already saw the power of the OneR package in the preceding post. Here we want to give some more examples to gain some fascinating, often counter-intuitive, insights. Shirin Glander of Muenster University tested the OneR package with data from the World Happiness Report to find out what makes people ... [Read more...]