Our last post on rebalancing struck an equivocal note. We ran a thousand simulations using historical averages across different rebalancing regimes to test whether rebalancing produced better absolute or risk-adjusted returns. The results suggested it did not. But we noted many problems with the tests—namely, unrealistic return distributions and ...

On model specification, identification, degrees of freedom and regularization

In our previous article about Shiny we shared our experiences with load testing and horizontal scaling of apps. We showed the design of a process from a proof of concept to a company-wide application. The second part of the blog series focuses on the R packages future & promises, which are ...

Function names should correspond to what they do. But have you ever wondered why whole packages are called what they are called? In this blog post Matthias leads you through the mysterious world of R package names. Der Beitrag Why Is It Called That Way?! – Origin and Meaning of R ...

I learnt from a recent post on John Cook’s excellent blog that it’s really easy to do extended floating point computations in R using the Rmpfr package. Rmpfr is R’s wrapper around the C library MPFR, which stands for “Multiple … Continue reading →

Introduction Perform multiple tests at once Concise and easily interpretable results T-test Additional p-value adjustment methods ANOVA To go even further References Introduction As part of my teaching assistant position in a Belgian univers...

There’s no shortage of dashboards and data-visualizations covering some aspect of the ongoing coronavirus pandemic, but not having come across a tool that allowed me to easily compare countries myself, I developed this COVID-19 Tracker shiny app both...

Introduction Perform multiple tests at once Concise and easily interpretable results T-test ANOVA To go even further Photo by Teemu Paananen Introduction As part of my teaching assistant position in a Belgian university, students often ask me for some help in their statistical analyses for their master’s thesis. A ...

By Leonardo Collado Torres, Ph. D., Research Scientist, Lieber Institute for Brain Development, Brain genomics #rstats coder working w/ @andrewejaffe @LieberInstitute. @lcgunam @jhubiostat @jtleek alumni. @LIBDrstats @CDSBMexico co-founder I have... The post Community of Bioinformatics Software Developers (CDSB): The story of a diversity and outreach hotspot in Mexico that hopes ...

Machine learning is a powerful way to analyze Time Series. With innovations in the tidyverse modeling infrastructure (tidymodels), we now have a common set of packages to perform machine learning in R. These packages include parsnip, recipes, tune, and...

The Survey The survey What Degree is Best for Data Science? ran from  February 9 through March 12, 2020 asking participants 4 questions: Answers about self: Q1: What is the highest level of school degree you have completed? Q2: Which of the following best describes the field in which you received your highest degree?  ...

The correlation package The easystats project continues to grow with its more recent addition, a package devoted to correlations. Check-out its webpage here! It’s lightweight, easy to use, and allows for the computation of many different kinds of correlations, such as partial correlations, Bayesian correlations, multilevel correlations, polychoric correlations, ...

I was sure I had released this… Honestly, I thought the new version of ambient had landed on CRAN a year ago. What does that say about me as a developer? Probably not something very positive. One reason is probably that ambient is one of my smaller packages mostly made ...

The correlation package The easystats project continues to grow with its more recent addition, a package devoted to correlations. Check-out its webpage here! It’s lightweight, easy to use, and allows for the computation of many different kinds of correlations, such as partial correlations, Bayesian correlations, multilevel correlations, polychoric correlations, ...