We’re returning to our portfolio discussion after detours into topics on the put-write index and non-linear correlations. We’ll be investigating alternative methods to analyze, quantify, and mitigate risk, including risk-constrained optimization, a topic that figures large in factor research. The main idea is that there are certain risks ...

A single diagram, showing travelled distances and remaining travel to sail for the whole fleet. If you seek for a potential winner, look at red and purple curves. There are still eleven sailors able to win, the ones that are currently occupying pl...

BASIC XAIBASIC XAI with DALEX — Part 5: Shapley valuesIntroduction to model exploration with code examples for R and Python.By Anna KozakWelcome to the “BASIC XAI with DALEX” series.In this post, we present the Shapley values, the model agnostic method...

In this post, we will see how to extract step count, heart rate, and activity data from the Xiaomi Mi-Band 5 tracking device. The Mi-Band 5 is a relatively inexpensive personal tracker that was released in July of 2020. I bought one in August after my ...

Series of Azure Databricks posts: Dec 01: What is Azure Databricks Dec 02: How to get started with Azure Databricks Dec 03: Getting to know the workspace and Azure Databricks platform Dec 04: Creating your first Azure Databricks cluster Dec 05: Understanding Azure Databricks cluster architecture, workers,…Read more ›

Series of Azure Databricks posts: Dec 01: What is Azure Databricks Dec 02: How to get started with Azure Databricks Dec 03: Getting to know the workspace and Azure Databricks platform Dec 04: Creating your first Azure Databricks cluster Dec 05: Understanding Azure Databricks cluster architecture, workers,…Read more ›

Learn how to easily start using GitHub Actions to automatically validate your package - If you develop an R package on GitHub and aren’t using GitHub Actions, this post is for you. Whether you want to move your repository from Tr...

Dear R users, We are enthralled to present to you a tool we have been developing with the R epidemics consortium (RECON) thanks to a grant from the R Consortium: the COVID-19 challenge. It is an online platform whose general goal is to connect members of the R community, R ...

Frequent Misconceptions Estimands & Sensitivity An Example From a Trial Exploratory Analyses The Primary Analysis A \(\delta\)-Adjusted Sensitivity Analysis A Selection Sensitivity Analysis Supplementary Analyses Full Analysis Set Computing Environment References Note: This discussion does not cover bias analysis as employed in epidemiological studies. For extensive discussions on that topic, ...

Valid \(P\)-values Are Uniform Under the Null Model Posterior Predictive \(P\)-values Table 1: Some \(P\)-values, \(S\)-values, Maximum Likelihood Ratios, and Likelihood Ratio Statistics Frequentist Interval Estimate Percentiles Refer to Long-Run Coverage Brown et al. (2017) Reanalysis Table 2: \(P\)-values, \(S\)-values, and Likelihoods for Targeted Hypotheses About Hazard ...