R-bloggers

In Statistical Inference in a Stochastic Epidemic SEIR Model with Control Intervention, a more complex model than the one we’ve seen yesterday was considered (and is called the SEIR model). Consider a population of size , and assume that is the number of susceptible, the number of exposed, the number ...

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When introducing the SIR model, in our initial post, we got an ordinary differential equation, but we did not really discuss stability, and periodicity. It has to do with the Jacobian matrix of the system. But first of all, we had three equations for three function, but actuallyso it means ...

The coronavirus (COVID-19) is changing our living and working lives. Social distancing is the new norm for many, and each country is dealing with this situation differently. But, we are all in this together and we will get through this together. I wan...

The most popular model to model epidemics is the so-called SIR model – or Kermack-McKendrick. Consider a population of size , and assume that is the number of susceptible, the number of infectious, and for the number recovered (or immune) individuals, so that which implies that . In order to be more realistic, ...

Our last post on rebalancing struck an equivocal note. We ran a thousand simulations using historical averages across different rebalancing regimes to test whether rebalancing produced better absolute or risk-adjusted returns. The results suggested it did not. But we noted many problems with the tests—namely, unrealistic return distributions and ...

On model specification, identification, degrees of freedom and regularization

In our previous article about Shiny we shared our experiences with load testing and horizontal scaling of apps. We showed the design of a process from a proof of concept to a company-wide application. The second part of the blog series focuses on the R packages future & promises, which are ...

Function names should correspond to what they do. But have you ever wondered why whole packages are called what they are called? In this blog post Matthias leads you through the mysterious world of R package names. Der Beitrag Why Is It Called That Way?! – Origin and Meaning of R ...

I learnt from a recent post on John Cook’s excellent blog that it’s really easy to do extended floating point computations in R using the Rmpfr package. Rmpfr is R’s wrapper around the C library MPFR, which stands for “Multiple … Continue reading →

There’s no shortage of dashboards and data-visualizations covering some aspect of the ongoing coronavirus pandemic, but not having come across a tool that allowed me to easily compare countries myself, I developed this COVID-19 Tracker shiny app both...

Tim Churches is a Senior Research Fellow at the UNSW Medicine South Western Sydney Clinical School at Liverpool Hospital, and a health data scientist at the Ingham Institute for Applied Medical Research. This post examines simulation of COVID-19 spread using R, and how such simulations can be used to understand ...

Introduction Perform multiple tests at once Concise and easily interpretable results T-test ANOVA To go even further Photo by Teemu Paananen Introduction As part of my teaching assistant position in a Belgian university, students often ask me for some help in their statistical analyses for their master’s thesis. A ...