Articles by andrew

Zacks Data on Quandl

November 8, 2014 | andrew

Data from Zacks Research have just been made available on Quandl. Registered Quandl users have free preview access to these data, which cover the following: Earnings Estimates: forward-looking consensus forecasts; Earnings Surprises: estimated future and actual historical earnings; Earnings Announcements: predictions for earnings announcement dates, parameters, and supplementary data; Sales ... [Read more...]

Creating More Effective Graphs

November 4, 2014 | andrew

A few years ago I ordered a copy of the 2005 edition of Creating More Effective Graphs by Naomi Robbins. Somewhat shamefully I admit that the book got buried beneath a deluge of papers and other books and never received the attention it was due. Having recently discovered the R Graph ... [Read more...]

What does CNN have in common with Carmen Reinhart, Kenneth Rogoff, and Richard Tol: They all made foolish, embarrassing errors that would never have happened had they been using R Markdown

September 19, 2014 | andrew

Rachel Cunliffe shares this delight: Had the CNN team used an integrated statistical analysis and display system such as R Markdown, nobody would’ve needed to type in the numbers by hand, and the above embarrassment never would’ve occurred. And CNN should be embarrassed about this: it’s much ... [Read more...]

Plotting Flows with riverplot

August 14, 2014 | andrew

I have been looking for an intuitive way to plot flows or connections between states in a process. An obvious choice is a Sankey Plot, but I could not find a satisfactory implementation in R… until I read the riverplot post by January Weiner. His riverplot package does precisely what ... [Read more...]

Commitments of Traders: Moves in the Last Week

August 9, 2014 | andrew

In my previous post I gave some background information on the Commitments of Traders report along with a selection of summary plots. One of the more interesting pieces of information that one can glean from these reports is the shift in trading sentiment from week to week. Below is a ... [Read more...]

Comrades Marathon: A Race for Geriatrics?

July 22, 2014 | andrew

It has been suggested that the average Comrades Marathon runner is gradually getting older. As an “average runner” myself, I will not deny that I am personally getting older. But, what I really mean is that the average age of all runners taking part in this great event is gradually ... [Read more...]

Stan goes to the World Cup

July 13, 2014 | andrew

I thought it would be fun to fit a simple model in Stan to estimate the abilities of the teams in the World Cup, then I could post everything here on the blog, the whole story of the analysis from beginning to end, showing the results of spending a couple ... [Read more...]

Comment of the week

June 27, 2014 | andrew

This one, from DominikM: Really great, the simple random intercept – random slope mixed model I did yesterday now runs at least an order of magnitude faster after installing RStan 2.3 this morning. You are doing an awesome job, thanks a lot! The post Comment of the week appeared first on Statistical ... [Read more...]

Twins, Tripods and Phantoms at the Comrades Marathon

June 12, 2014 | andrew

Having picked up a viral infection days before this year’s Comrades Marathon, on 1 June I was left with time on my hands and somewhat desperate for any distraction. So I spent some time looking at my archive of Comrades data and considering some new questions. For example, what are ... [Read more...]

Concatenating a list of data frames

June 6, 2014 | andrew

It’s something that I do surprisingly often: concatenating a list of data frames into a single (possibly quite enormous) data frame. Until now my naive solution worked pretty well. However, today I needed to deal with a list of over 6 million elements. The result was hours of page thrashing ... [Read more...]

Bayesian nonparametric weighted sampling inference

May 28, 2014 | andrew

Yajuan Si, Natesh Pillai, and I write: It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference using inverse-probability weights. We use a hierarchical approach in which we model the distribution of the weights of ... [Read more...]

Race Statistics for Comrades Marathon Novice Runners

May 15, 2014 | andrew

Most novice Comrades Marathon runners finish the race on their first attempt and the majority of them walk (shuffle, crawl?) away with Bronze medals. What is a Novice? To paraphrase the dictionary, a novice is “a person who is new to or inexperienced in the circumstances in which he or ... [Read more...]

Comrades Marathon Negative Splits: The Plot Thickens

May 10, 2014 | andrew

I have been thinking a little more about those mysterious negative splits. Not too surprisingly, this thinking happened while I was out running along the Durban beachfront this morning. Let’s have a look at the ten most extreme negative splits from Comrades Marathon 2013: Below are the splits data for ... [Read more...]

Comrades Marathon: Negative Splits and Cheating

May 6, 2014 | andrew

With this year’s Comrades Marathon just less than a month away, I was reminded of a story from earlier in the year. Mark Dowdeswell, a statistician at Wits University, found evidence of cheating by some middle and back of the pack Comrades runners. He identified a group of 20 athletes ... [Read more...]

Hazardous and Benign Space Objects: Getting the Data

April 28, 2014 | andrew

The recent story about a skydiver nearly being hit by falling meteor got me thinking about all the pieces of rock floating around in near-Earth space. Despite the fact that the supposed meteor was probably just a chunk of rock mistakenly packed in with a parachute, the fact that something ... [Read more...]

R Interface to Myfxbook

April 17, 2014 | andrew

Myfxbook provides an interface to your FOREX trading accounts as well as an active trading community. It has a broad range of functionality including a responsive interface to the FOREX market; tools for performing statistical analyses on your trades; the facility to mirror trades from other traders or systems; and ... [Read more...]

Transitioning to Stan

April 14, 2014 | andrew

Kevin Cartier writes: I’ve been happily using R for a number of years now and recently came across Stan. Looks big and powerful, so I’d like to pick an appropriate project and try it out. I wondered if you could point me to a link or document that ... [Read more...]
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