Blog Archives

Prediction intervals for GLMs part II

May 1, 2017
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Prediction intervals for GLMs part II

One of my more popular answers on StackOverflow concerns the issue of prediction intervals for a generalized linear model (GLM). Comments, even on StackOverflow, aren’t a good place for a discussion so I thought I’d post something hereon my blog that went into a bit more detail as to why, for some common types of GLMs, prediction intervals...

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Prediction intervals for GLMs part I

May 1, 2017
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Prediction intervals for GLMs part I

One of my more popular answers on StackOverflow concerns the issue of prediction intervals for a generalized linear model (GLM). My answer really only addresses how to compute confidence intervals for parameters but in the comments I discuss the more substantive points raised by the OP in their question. Lately there’s been a bit of back and forth...

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Simultaneous intervals for derivatives of smooths revisited

March 21, 2017
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Simultaneous intervals for derivatives of smooths revisited

Eighteen months ago I screwed up! I’d written a post in which I described the use of simulation from the posterior distribution of a fitted GAM to derive simultaneous confidence intervals for the derivatives of a penalized spline. It was a nice post that attracted some interest. It was also wrong. In December I corrected the first...

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Modelling extremes using generalized additive models

January 25, 2017
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Modelling extremes using generalized additive models

Quite some years ago, whilst working on the EU Sixth Framework project Euro-limpacs, I organized a workshop on statistical methods for analyzing time series data. One of the sessions was on the analysis of extremes, ably given by Paul Northrop (UCL Department of Statistical Science). That intro certainly whet my appetite but I never quite found the time to...

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Pangaea and R and open palaeo data

December 16, 2016
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Pangaea and R and open palaeo data

For a while now, I’ve been wanting to experiment with rOpenSci’s pangaear package (Chamberlain et al. 2016), which allows you to search, and download data from, the Pangaea, a major data repository for the earth and environmental sciences. Earlier in the year, as a member of the editorial board of Scientific Data, Springer Nature’s open data journal...

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Simultaneous intervals for smooths revisited

December 15, 2016
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Simultaneous intervals for smooths revisited

Eighteen months ago I wrote a post in which I described the use of simulation from the posterior distribution of a fitted GAM to derive simultaneous confidence intervals for the derivatives of a penalised spline. It was a nice post that attracted some interest. It was also wrong. I have no idea what I was thinking when I...

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Rootograms

June 7, 2016
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Rootograms

Assessing the fit of a count regression model is not necessarily a straightforward enterprise; often we just look at residuals, which invariably contain patterns of some form due to the discrete nature of the observations, or we plot observed versus fitted values as a scatter plot. Recently, while perusing the latest statistics offerings on ArXiv I came across Kleiber...

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Harvesting more Canadian climate data

May 24, 2016
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Harvesting more Canadian climate data

A while back I wrote some code to download climate data from Government of Canada’s historical climate/weather data website for one of our students. In May this year (2016) the Government of Canada changed their website a little and the API code that responded to requests had changed URL and some of the GET parameters had also changed....

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A new default plot for multivariate dispersions

April 17, 2016
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A new default plot for multivariate dispersions

This weekend, prompted by a pull request from Michael Friendly, I finally got round to improving the plot method for betadisper() in the vegan package. betadisper() is an implementation of Marti Anderson’s Permdisp method, a multivariate analogue of Levene’s test for homogeneity of variances. In improving the default plot and allowing customisation of plot features, I was reminded of...

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Soap-film smoothers & lake bathymetries

March 27, 2016
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Soap-film smoothers & lake bathymetries

A number of years ago, whilst I was still working at ENSIS, the consultancy arm of the ECRC at UCL, I worked on a project for the (then) Countryside Council for Wales (CCW; now part of Natural Resources Wales). I don’t recall why they were doing this project, but we were tasked with producing a...

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