## SimpleR tips, tricks and tools

November 20, 2012
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I gave this talk last night to the Melbourne Users of R Network. Examples

## Claims reserving in R: ChainLadder 0.1.5-4 released

November 20, 2012
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Last week we released version 0.1.5-4 of the ChainLadder package on CRAN. The R package provides methods which are typically used in insurance claims reserving. If you are new to R or insurance check out my recent talk on Using R in Insurance.The chain-ladder method which is a popular method in the insurance industry to forecast future...

## Heteroskedastic GLM in R

November 20, 2012
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A commenter on my previous blog entry has drawn my attention to an R function called hetglm() that estimates heteroskedastic probit models. This function is contained in the glmx package. The glmx package is not available on CRAN yet, but thankfully can be downloaded here. The hetglm() function has a number of computational advantages compared with

## Prime Factorization Visualization with R and Shiny

November 20, 2012
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Quite a lot of people have had fun recently with prime factorization. It all started on The Math Less Traveled, then various versions of the prime factorization diagrams appeared (here, here, this animated one, etc., they are actually more or less listed here). So I wanted to have fun too and give a try...

## Project Euler — problem 24

November 20, 2012
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It’s a lovely day. I took a walk around the campus after lunch. The scene was enjoyable in one deep autumn day. Before the afternoon work, I’d like to spend a few moments on the 24th Euler Problem. A permutation is an ordered arrangement of … Continue reading →

## Drawdown Determined Position Size

November 19, 2012
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This caught my eye as I searched for some more academic research on my favorite risk measure drawdown. Yang, Z. George and Zhong, Liang,Optimal Portfolio Strategy to Control Maximum Drawdown - The Case of Risk Based Dynamic Asset Allocation (February ...

## Dallas R Users Group Baseball Data Dive

November 19, 2012
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This past Saturday I led a data dive workshop for the Dallas R Users Group using Lahman’s baseball statistics. After providing a brief introduction to the Lahman R package and showing how to load the data and make some basic plots,...

## Make a Graphical Figure of your SEM model in OpenMx

November 19, 2012
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In this post, I made an SEM model and showed the results in a table.It’s a great feature of SEM that you can sketch your ideas about how the world works, and being able to get such a sketch back out of OpenMx is very helpful.Importantly, a figure can help readers understand what you’ve done, and it is a...

## A quick function for editing CSV files in R

November 19, 2012
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I’ve been hunting for a lightweight CSV editor for OSX so I could to make fixes to data files and not need to fire up Excel. While you can edit a CSV file in any text editor, it’s a pain to navigate the files without a spreadsheet-like interface. Unfortunately there doesn’t seem to be a good,...

## Matching clustering solutions using the ‘Hungarian method’

November 19, 2012
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Some time ago I stumbled upon a problem connected with the labels of a clustering. The partition an instance belongs to, is mostly labeled through an integer ranging from 1 to K, where k is the number of clusters. The task at that time was to plot a map of the results from the clustering of spatial polygons...

November 19, 2012
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Registration is now open for BIWA Summit 2013.  This event, focused on Business Intelligence, Data Warehousing and Analytics, is hosted by the BIWA SIG of the IOUG on January 9 and 10 at the Hotel...

## A Video Tour of R, for Beginners

November 19, 2012
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Coursera's introductory "Statistics One" course uses R for the practical data analysus exercises. To support course participants, Princeton University grad student Laura Suttle created a series of web videos introducing the R interface. These videos are available to the public, and are a great place for anyone new to R to start. The video series isn't designed to teach...

## The Hour of Hell of Every Morning – Commute Analysis, April to October 2012

November 19, 2012
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IntroductionSo a little while ago I quit my job.Well, actually, that sounds really negative. I'm told that when you are discussing large changes in your life, like finding a new career, relationship, or brand of diet soda, it's important to frame things positively.So let me rephrase that - I've left job I previously held to pursue other directions. Why?...

## Function apply() – Tip 1

November 19, 2012
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The function apply() is certainly one of the most useful function. I was scared of it during a while and refused to use it. But it makes the code so much faster to write and so efficient that we can't afford not using it. If you are like me, that yo...

## RMySQL Looking For A New Maintainer

November 19, 2012
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## A Shiny new way of communicating Bayesian statistics

November 19, 2012
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Bayesian data analysis follows a very simple and general recipe: Specify a model and likelihood, i.e. what process do you think is generating your data? Specify a prior distribution, i.e. quantify what you know about a problem before having seen … Continue reading →

## Podcast #5: Coursera Debrief

November 19, 2012
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Jeff and I talk with Brian Caffo about teaching MOOCs on Coursera.

## Gathering RealClearPolitics Polling Trends with XML

November 19, 2012
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Now that the election is over, you may want to use polling data in a model of the campaign. Simon Jackman has thoughtfully made his daily state-by-state predictions available for download, but a commonly-used dataset is the RealClearPolitics polling a...

## The estimation of Value at Risk and Expected Shortfall

November 19, 2012
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An introduction to estimating Value at Risk and Expected Shortfall, and some hints for doing it with R. Previously “The basics of Value at Risk and Expected Shortfall” provides an introduction to the subject. Starting ingredients Value at Risk (VaR) and Expected Shortfall (ES) are always about a portfolio. There are two basic ingredients that … Continue reading...

## The Heteroskedastic Probit Model

November 19, 2012
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$The Heteroskedastic Probit Model$

Specification testing is an important part of econometric practice. However, from what I can see, few researchers perform heteroskedasticity tests after estimating probit/logit models. This is not a trivial point. Heteroskedasticity in these models can represent a major violation of the probit/logit specification, both of which assume homoskedastic errors. Thankfully, tests for heteroskedasticity in these

## Italian bioR Day at PTP

November 19, 2012
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On the 30th of November 2012 Parco Tecnologico Padano (PTP) Lodi, will host the event "Italian BioR Day". Italian BioR Day, promoted by Parco Tecnologico Padano (PTP) and Quantide srl, is linked to the events organized by MilanoR. It will … Continue reading →

## Momentum in R: Part 3

November 18, 2012
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In the previous post, I demonstrated simple backtests for trading a number of assets ranked based on their 3, 6, 9, or 12 (i.e lookback periods) month simple returns. While it was not an exhaustive backtest, the results showed that when trading the top 8 ranked assets, the ranking based 3, 6, 9, and 12 … Continue reading...

## Genome annotation with NCBI2R

November 18, 2012
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It's very convenient manage data with R: you can import your dataset, you could find many packages which respond to your needs, then you could plot your results. However it could be very bothersome retrieve the data from online databases. … Continue reading →

## R and SQLite: Part 1

November 18, 2012
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Creating SQLite databases from R

## Welcome to Simply Statistics 2.0

November 18, 2012
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Welcome to the re-designed, re-hosted and re-platformed Simply Statistics blog. We have moved the blog over to the WordPress platform to give us some newer features that were lacking over at tumblr. So far the transition has gone okay but … Continue reading →

## Interactive Scenarios With Shiny – The Race to the F1 2012 Drivers’ Championship

November 18, 2012
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In Paths to the F1 2012 Championship Based on How They Might Finish in the US Grand Prix I posted a quick hack to calculate the finishing positions that would determine the F1 2012 Drivers’ Championship in today’s United States Grand Prix, leaving a tease dangling around the possibility of working out what combinations would

## Secret Santa – again

November 18, 2012
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Based on comments by cellocgw I decided to look at last week's Secret Santa again. This time, the moment a person, whoever that is, draws his/her own name, the drawing starts again at the first person.IntroductionA group of n persons draws sequentially...

## Sunday Data/Statistics Link Roundup (11/18/12)

November 18, 2012
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An interview with Brad Efron about scientific writing. I haven’t watched the whole interview, but I do know that Efron is one of my favorite writers among statisticians. Slidify, another approach for making HTML5 slides directly from R.  I love … Continue reading →

## The new definitive guide for setting up Eclipse, StatET, and R on Windows 7

November 17, 2012
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Quite a while back I wrote some tutorials on getting the StatET plugin for Eclipse running, so that you can write R code and run it within the Eclipse development environment. The developers of all of these pieces of software have kept marching on with...