R

RStan: Fast, multilevel Bayesian modeling in R

August 31, 2012 | David Smith

For the last decade or so, the go-to software for Bayesian statisticians has been BUGS (and later the open-source incarnation, OpenBugs, or JAGS). BUGS is used for multi-level modeling: using a specialized notation, you can define random variables of various distributions, set Bayesian priors for their parameters, and create the ... [Read more...]

Russell 2000 Softail Fat Boy

August 31, 2012 | klr

If the Russell 2000 were a motorcycle, maybe it should be a Harley-Davidson Softail Fat Boy.  I have explored the exception case of the Russell 2000 in quite a few posts More Exploration of Crazy RUT Where are the Fat Tails? Crazy RUT but I st...
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PCA or Polluting your Clever Analysis

August 31, 2012 | Christoph Molnar

When I learned about principal component analysis (PCA), I thought it would be really useful in big data analysis, but that's not true if you want to do prediction. I tried PCA in my first competition at kaggle, but it delivered bad results. This post illustrates how PCA can pollute ...
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My Course Wish List at CMSE next year

August 30, 2012 | Pairach

Here is the list  of courses I wish to teach next year at Chiang Mai School of Economics, not so sure about the demand there! Undergraduate (B.Econ.) ECON 304: Economics Statistics (with R) ECON 408: Research Design in Economics ECON 417: Managerial Economics ECON 419: Economic Theory and Entrepreneurship ECON 443: Industrial Economics ECON 4... [Read more...]

Spearman’s Rho

August 30, 2012 | Wesley

Spearman’s Rho Rank Correlation There are generally three types of correlation that a researcher may encounter: Pearson’s r, Kendall’s Tau, and Spearman’s Rho.  They each have their own uses and applications depending on the da... [Read more...]

Three ways of visualizing the growth of Walmart

August 30, 2012 | David Smith

It's a wonderful thing when people make interesting data sets available to the public. When Thomas Jones wrote a paper in Econometrics about the growth of US retail giant Walmart, he made the data he collected about every Walmart store opening in history (location and date) available to the public. ... [Read more...]

Another Great Google Summer of Code 2012 R Project

August 30, 2012 | klr

Tradeblotter announced the very nice features that will be added to the PerformanceAnalytics package as a result of the Google Summer of Code (GSOC) 2012 project: “…Matthieu commenced to produce dozens of new functions, extend several more existin...
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R does CSI: Using R to nail break-in suspects

August 29, 2012 | David Smith

You've probably heard (or seen in TV shows) how the unique pattern of rifling in a gunbarrel generates forensic evidence: microscopic scoring on the bullets left at the scene of the crime can be linked to the shooter by matching the marks to the firearm. What you might not know ... [Read more...]

back from down under

August 29, 2012 | xi'an

After a sunny weekend to unpack and unwind, I am now back to my normal schedule, on my way to Paris-Dauphine for an R (second-chance) exam. Except for confusing my turn signal for my wiper, thanks to two weeks of intensive driving in four Australian states!, things are thus back ... [Read more...]

…Now With More Bacon (2008)!

August 29, 2012 | Peter Carl

I’m sure that Carl Bacon[1] sighs deeply when he reads such headlines, but it is clearly appropriate in this case. Perhaps you remember that I proposed a Google Summer of Code project for 2012 around a considerable code contribution to PerformanceAnalytics from Diethelm Wuertz at ETHZ. That code was focused ... [Read more...]

googleVis — NASA’s exploration of Mars

August 29, 2012 | Tony

After generating a few interactive charts with googleVis, I realized that it’s a great way to visualize numeric data, especially multi-dimentional data. Days ago, my colleague sent me a picture taken by Curiosity from Mars. He was crazy about it … Continue reading → [Read more...]

m x n matrix with randomly assigned 0/1

August 28, 2012 | Luis

Today Scott Chamberlain tweeted asking for a better/faster solution to building an m x n matrix with randomly assigned 0/1. He already had a working version: Now, I’m the first to acknowledge that I’ve never got the ‘apply’ family of … Continue reading → [Read more...]

Horizon on ggplot2

August 27, 2012 | klr

SocialDataBlog’s kind reference in post Horizon plots with ggplot (not) motivated me to finish what the post started.  I knew that ggplot2 would be a little more difficult to use for the purpose of a horizon plot, but I felt compelled to provide...
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Two R community milestones

August 27, 2012 | David Smith

Two significant R community milestones were achieved over the weekend. Firstly, the number of community-contributed R packages on CRAN is now above 4000. (As of this writing, it's 4004.) Figure 10 of The Popularity of Data Analysis Software charts the exponential growth of R packages: at the end of last year the figure ... [Read more...]

London 2012 Olympics — Medals vs GDP and population

August 25, 2012 | Tony

It’s already midnight. I’m sitting near my bed. And before going to bed, I’ll type my last post on London 2012 Olympics. Olympic games are not only individual competitions, but also the reflections of countries’ strength. This is one reason why Olympics data … Continue reading → [Read more...]

Does playing baseball shorten your lifespan? (Answer: No.)

August 24, 2012 | David Smith

A National Institute for Occupational Safety and Health study, published in March, found that professional American football (NFL) players lived longer, on average, than similar "mere mortals" in the general population. Football is a dangerous sport, so that might seem surprising at first, until you consider the fact that NFL ... [Read more...]
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