There is often confusion about how to include covariates in ARIMA models, and the presentation of the subject in various textbooks and in R help files has not helped the confusion. So I thought I’d give my take on the issue. To keep it simple, I will only describe ... [Read more...]

Since the puzzle in this week (-end) edition of Le Monde is not (easily) solvable via an R program, I chose to go back to an older puzzle that my students can solve. Eleven [distinguishable] token are [arbitrarily] distributed around a 200 meter perimeter-long ring. They all start moving at the ... [Read more...]

Here is how to improve your charts, graphs, maps, and plots: Erase non-data ink. Erase redundant data ink. Maximize the ratio of data to ink. Show data variation, not design variation. The surface area of graphical elements should be directly proportio... [Read more...]

I’ve just released the newest version of ProjectTemplate. The primary change is a completely redesigned mechanism for automatically loading data. ProjectTemplate can now read compressed CSV files, access CSV data files over HTTP, read Stata, SPSS and RData binary files and even load MySQL database tables automatically. For my ... [Read more...]

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Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of ... [Read more...]

Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope ... [Read more...]

I’ve just released two new packages for R: log4r and SortableHTMLTables. log4r is a minimal logging utility for R that’s inspired by the log4j family of logging tools. It has substantially fewer features than other logging tools for R, but it’s hopefully easier to ... [Read more...]

It would be nice if there were an R package, along the lines of RMySQL, for MongoDB. For now there is not – so, how best to get data from a MongoDB database into R? One option is to retrieve JSON via the MongoDB REST interface and parse it using the ... [Read more...]

Introduction Because R is, in part, a functional programming language, the ‘base’ package contains several higher order functions. By higher order functions, I mean functions that take another function as an argument and then do something with that function. If you want to know more about the usefulness of writing ... [Read more...]

In the previous days I have received several emails asking for clarification of the effective sample size derivation in “Introducing Monte Carlo Methods with R” (Section 4.4, pp. 98-100). Formula (4.3) gives the Monte Carlo estimate of the variance of a self-normalised importance sampling estimator (note the change from the original version ... [Read more...]

Here’s a nice snippet from a 2009 article by Kass that I read yesterday: According to my understanding, laid out above, statistical pragmatism has two main features: it is eclectic and it emphasizes the assumptions that connect statistical models with observed data. The pragmatic view acknowledges that both sides of ... [Read more...]

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HOMOPHILY + MAPS WITHOUT MAPPING SOFTWARE In the past, Decision Science News has posted about homophily (“birds of a feather shop together“) and cool, lightweight visualizations (“maps without map packages in R“). Today, both topics come together in Eric Fischer’s fascinating set of images on Flickr called “Race and Ethnicity”(*).  ... [Read more...]

We use frameworks like Ruby on Rails or ProjectTemplate to minimize the time we spend on irrelevant details. By definition, an irrelevant detail isn’t of interest to us. But how can we tell which details are irrelevant? This isn’t a trivial task and it seems to be, on ... [Read more...]

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Edward Kao pointed out the following difficulty about Example 3.6 in Chapter 3 of “Introducing Monte Carlo Methods with R”: I have two questions that have puzzled me for a while. I hope you can shed some lights. They are all about Example 3.6 of your book. 1. On page 74, there is a term [...] [Read more...]