normal

Visualization in regression analysis

February 23, 2012 | 0 Comments

Visualization is a key to success in regression analysis. This is one of the (many) reasons I am also suspicious when I read an article with a quantitative (econometric) analysis without any graph. Consider for instance the following dataset, obtai... [Read more...]

Zone of instability

May 26, 2010 | 0 Comments

I woke up from my afternoon nap feeling a bit off-kilter, so I decided to go for another random walk. In particular, I wanted a journey that avoided the center, but didn’t just run for an exit either. After playing around for a while I came up with this: # ...
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R: Dueling normals

May 18, 2010 | 0 Comments

More playing around with R. To create the graph above, I sampled 100 times from two different normal distributions, then plotted the ratio of times that the first distribution beat the second one on the y-axis. The second distribution always had a mean of 0, the mean of first distribution went from 0 ...
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Probability of hypercubes…

November 28, 2009 | 0 Comments

…in R of course! There is a handy function to do those calculations. Normally (ahh!) you might resolve to a symbolic calculation package (Maple,Mathematica etc.)  but that is not the situation any more. The calculations are done with the mnormt package. Relevant functions exist in other packages as well (...
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