# Articles by ntguardian

### Grades Aren’t Normal

July 30, 2019 |

Grades are not Normally distributed. That's not what's seen naturally in grades and the idea is not supported by statistics. You can force grades to look Normally distributed, but doing so has costs.
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### CPAT and the Rényi-Type Statistic; End-of-Sample Change Point Detection in R

July 24, 2019 |

My second package implements change point testing procedures, especially those for end-of-sample change points. I demonstrate on an example computing a stock's alpha and beta. [Read more...]

### What is the probability that in a box of a dozen donuts picked from 14 flavors there’s no more than 3 flavors in the box?

May 20, 2019 |

Dave's Donuts offers 14 flavors of donuts (consider the supply of each flavor as being unlimited). The “grab bag” box consists of flavors randomly selected to be in the box, each flavor equally likely for each one of the dozen donuts. What is the probability that at most three flavors are ... [Read more...]

### Introducing Rank Data Analysis with Arkham Horror Data

February 25, 2019 |

Introduction Last week I analyzed player rankings of the Arkham Horror LCG classes. This week I explain what I did in the data analysis. As I mentioned, this is the first time that I attempted inference with rank data, and I discovered how rich the subject is. A lot of ...
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### Organizing R Research Projects: CPAT, A Case Study

February 4, 2019 |

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 ... [Read more...]

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

January 28, 2019 |

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

December 3, 2018 |

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

November 19, 2018 |

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 ...
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### Time Series and MCHT

November 12, 2018 |

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 ...
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### Beyond Univariate, Single-Sample Data with MCHT

November 5, 2018 |

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 ...
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### Bootstrap Testing with MCHT

October 29, 2018 |

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 ...
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### Maximized Monte Carlo Testing with MCHT

October 22, 2018 |

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

October 15, 2018 |

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

October 8, 2018 |

MCHT is an R package for bootstrap and Monte Carlo hypothesis testing currently available on GitHub.
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### Naïve Numerical Sums in R

September 10, 2018 |

Introduction The Kolmogorov distribution (which I call ) is as follows: There is no known simpler form and we have to work with this sum as it is. This is an infinite sum. How can we compute the value of this infinite sum numerically? Naïvely we can do the following: ...
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### Materials for Teaching Applied Statistics

August 20, 2018 |

Today is the first day of the new academic year at the University of Utah. This semester I am teaching MATH 3070: Applied Statistics I, the fourth time I've taught this course.
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### Evaluating Olive McBride with the Arkham Horror LCG Chaos Bag Simulator in R

August 13, 2018 |

I love Arkham Horror; The Card Game. I love it more than I really should;it's ridiculously fun. It's a cooperative card game where you build a deck representing a character in the Cthulhu mythos universe, and with that deck you play scenarios in a narrative campaign where you grapple ...
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### Time to Accept It: publishing in the Journal of Statistical Software

August 5, 2018 |

Originally posted on The Geokook.: When I was considering submitting my paper on psd to J. Stat. Soft. (JSS), I kept noticing that the time from “Submitted” to “Accepted” was nearly two years in many cases.  I ultimately decided that was much too long of a review process, no matter ...
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### How Should I Organize My R Research Projects?

August 2, 2018 |

While I understand the languages I need well enough, I don't know much about programming best practices. This goes from function naming to code organization, along with all the tools others created to manage projects (git, make, ctabs, etc.). For short scripts and blog posts, this is fine. Even for ... [Read more...]

### A Recession Before 2020 Is Likely; On the Distribution of Time Between Recessions

April 19, 2018 |

I recently saw a Reddit thread in r/PoliticalDiscussion asking the question “If the economy is still booming 2020, how should the Democratic address this?” This gets to an issue that’s been on my mind since at least 2016, maybe even 2014: when will the current period of economic growth end? For ...
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