Blog Archives

Tidbits from the Books that Defined S (and R)

November 5, 2014
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Tidbits from the Books that Defined S (and R)

Why R? Because S! R is the open source implementation (and a pun!) of S, a language for statistical computing that was developed at Bell Labs in the late 1970s. After that, the implementation of S underwent a number of major revisions documented in a series of seminal books, often just referred to by the color of their cover: The...

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Probable Points and Credible Intervals, Part 1

October 26, 2014
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Probable Points and Credible Intervals, Part 1

After having broken the Bayesian eggs and prepared your model in your statistical kitchen the main dish is the posterior. The posterior is the posterior is the posterior, given the model and the data it contains all the information you need and anything else will be a little bit less nourishing. However, taking in the posterior in one gulp...

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Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

October 20, 2014
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Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

Big data is all the rage, but sometimes you don’t have big data. Sometimes you don’t even have average size data. Sometimes you only have eleven unique socks: Karl Broman is here putting forward a very interesting problem. Interesting, not only because it involves socks, but because it involves what I would like to call Tiny...

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Bayesian First Aid: Poisson Test

September 4, 2014
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Bayesian First Aid: Poisson Test

As the normal distribution is sort of the default choice when modeling continuous data (but not necessarily the best choice), the Poisson distribution is the default when modeling counts of events. Indeed, when all you know is the number of events during a certain period it is hard to think of any other distribution, whether you are modeling the...

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drinkR: Estimate your Blood Alcohol Concentration using R and Shiny.

July 30, 2014
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drinkR: Estimate your Blood Alcohol Concentration using R and Shiny.

Inspired by events that took place at UseR 2014 last month I decided to implement an app that estimates one’s blood alcohol concentration (BAC). Today I present to you drinkR, implemented using R and Shiny, Rstudio’s framework for building web apps using R. So, say that I had a good dinner, drinking a couple of glasses...

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Chillin’ at UseR! 2014

July 7, 2014
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Chillin’ at UseR! 2014

This year’s UseR! conference was held at the University of California in Los Angeles. Despite the great weather and a nearby beach, most of the conference was spent in front of projector screens in 18° c (64° f) rooms because there were so many interesting presentations and tutorials going on. I was lucky to present my R package...

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beepr (former pingr) is on CRAN. It’s easier than ever to make R go beep!

June 30, 2014
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beepr (former pingr) is on CRAN. It’s easier than ever to make R go beep!

Even though I said it would never happen, my silly package with the sole purpose of playing notification sounds is now on CRAN. Big thanks to the CRAN maintainers for their patience! For instant gratification run the following in R to install beepr and make R produce a notification sound: install.packages("beepr") library(beepr) beep() This package was previously called pingr and included...

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Bayesian First Aid: Test of Proportions

June 26, 2014
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Bayesian First Aid: Test of Proportions

Does pill A or pill B save the most lives? Which web design results in the most clicks? Which in vitro fertilization technique results in the largest number of happy babies? A lot of questions out there involves estimating the proportion or relative frequency of success of two or more groups (where success could be a saved life, a...

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The Most Comprehensive Review of Comic Books Teaching Statistics

June 11, 2014
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The Most Comprehensive Review of Comic Books Teaching Statistics

As I’m more or less an autodidact when it comes to statistics, I have a weak spot for books that try to introduce statistics in an accessible and pedagogical way. I have therefore collected what I believe are all books that introduces statistics using comics (at least those written in English). What follows are highly subjective reviews of those...

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Jeffreys’ Substitution Posterior for the Median: A Nice Trick to Non-parametrically Estimate the Median

May 3, 2014
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Jeffreys’ Substitution Posterior for the Median: A Nice Trick to Non-parametrically Estimate the Median

While reading up on quantile regression I found a really nice hack described in Bayesian Quantile Regression Methods (Lancaster & Jae Jun, 2010). It is called Jeffreys’ substitution posterior for the median, first described by Harold Jeffreys in his Theory of Probability, and is a non-parametric method for approximating the posterior of the median. What makes it...

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