Blog Archives

Organizing R Research Projects: CPAT, A Case Study

February 4, 2019
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Organizing R Research Projects: CPAT, A Case Study

Introduction Months ago, I asked a question to the community: how should I organize my R research projects? After writing that post, doing some reading, then putting a plan in practice, I now have my own answer. First, some background. In the early months of 2016 I began a research project with my current Ph.D.…Read more Organizing R Research...

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Problems in Estimating GARCH Parameters in R (Part 2; rugarch)

January 28, 2019
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Problems in Estimating GARCH Parameters in R (Part 2; rugarch)

Introduction Now here is a blog post that has been sitting on the shelf far longer than it should have. Over a year ago I wrote an article about problems I was having when estimating the parameters of a GARCH(1,1) model in R. I documented the behavior of parameter estimates (with a focus on )…Read more Problems in Estimating...

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Making a Profit with Henry Wan in Arkham Horror: The Card Game

December 3, 2018
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Making a Profit with Henry Wan in Arkham Horror: The Card Game

Introduction The Forgotten Age cycle of Arkham Horror is at a close and Fantasy Flight Games already announced the next cycle, The Circle Undone. Not only that, they’ve announced two mythos packs at a rate that… surprised me. A new cycle announcement and two mythos pack announcements in less than two months? Am I the…Read more Making a Profit...

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The Distribution of Time Between Recessions: Revisited (with MCHT)

November 19, 2018
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The Distribution of Time Between Recessions: Revisited (with MCHT)

Introduction These past few weeks I’ve been writing about a new package I created, MCHT. Those blog posts were basically tutorials demonstrating how to use the package. (Read the first in the series here.) I’m done for now explaining the technical details of the package. Now I’m going to use the package for purpose I…Read more The Distribution of...

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Time Series and MCHT

November 12, 2018
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Time Series and MCHT

Introduction Over the past few weeks I’ve published articles about my new package, MCHT, starting with an introduction, a further technical discussion, demonstrating maximized Monte Carlo (MMC) hypothesis testing, bootstrap hypothesis testing, and last week I showed how to handle multi-sample and multivariate data. This is the final article where I explain the capabilities of…Read more Time Series and MCHT

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Beyond Univariate, Single-Sample Data with MCHT

November 5, 2018
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Beyond Univariate, Single-Sample Data with MCHT

Introduction I’ve spent the past few weeks writing about MCHT, my new package for Monte Carlo and bootstrap hypothesis testing. After discussing how to use MCHT safely, I discussed how to use it for maximized Monte Carlo (MMC) testing, then bootstrap testing. One may think I’ve said all I want to say about the package,…Read more Beyond Univariate, Single-Sample...

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Bootstrap Testing with MCHT

October 29, 2018
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Bootstrap Testing with MCHT

Introduction Now that we’ve seen MCHT basics, how to make MCHTest() objects self-contained, and maximized Monte Carlo (MMC) testing with MCHT, let’s now talk about bootstrap testing. Not much is different when we’re doing bootstrap testing; the main difference is that the replicates used to generate test statistics depend on the data we feed to…Read more Bootstrap Testing with MCHT

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Maximized Monte Carlo Testing with MCHT

October 22, 2018
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Maximized Monte Carlo Testing with MCHT

Introduction I introduced MCHT two weeks ago and presented it as a package for Monte Carlo and boostrap hypothesis testing. Last week, I delved into important technical details and showed how to make self-contained MCHTest objects that don’t suffer side effects from changes in the global namespace. In this article I show how to perform…Read more Maximized Monte Carlo...

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MCHT, Closures, and R Environments: Making MCHTest Objects Self-Contained

October 15, 2018
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MCHT, Closures, and R Environments: Making MCHTest Objects Self-Contained

Introduction Last week I announced the first release of MCHT, an R package that facilitates bootstrap and Monte Carlo hypothesis testing. In this article, I will elaborate on some important technical details about making MCHTest objects, explaining in the process how closures and R environments work. To recap, last week I made a basic MCHTest-class…Read more MCHT, Closures, and...

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Announcing MCHT: An R Package for Bootstrap and Monte Carlo Hypothesis Testing

October 8, 2018
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Announcing MCHT: An R Package for Bootstrap and Monte Carlo Hypothesis Testing

MCHT is an R package for bootstrap and Monte Carlo hypothesis testing currently available on GitHub.

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