September 2021

Testing rounded data for a circular uniform distribution

September 5, 2021 | Derek Jones

Circular statistics deals with analysis of measurements made using a circular scale, e.g., minutes past the hour, days of the week. Wikipedia uses the term directional statistics, the traditional use being measurements of angles, e.g., wind direction. Package support for circular statistics is rather thin on the ground. ...
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Testing rounded data for a circular uniform distribution

September 5, 2021 | Derek Jones

Circular statistics deals with analysis of measurements made using a circular scale, e.g., minutes past the hour, days of the week. Wikipedia uses the term directional statistics, the traditional use being measurements of angles, e.g., wind direction. Package support for circular statistics is rather thin on the ground. ... [Read more...]

Mistakes: You’ll make a few

September 5, 2021 | Oscar

Running into errors and warnings is a completely normal part of programming – even the best of the best can count on it happening daily! Getting comfortable with what the errors mean and how to find the solution is part of your learning journey. Here’s a checklist (pdf /jpg) with … ...
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Simulation Smoother using RcppArmadillo

September 4, 2021 | Rcpp Gallery

Simulation smoothing involves drawing latent state variables in discrete-time state–space models from their conditional distribution given parameters and data as defined by McCausland, Miller, & Pelletier (2011). This tool greatly facilitates Bayes... [Read more...]

Pre-Commit Hook for Processing README.Rmd

September 4, 2021 | R | datawookie

When writing an R package I usually write a README.Rmd file that I render to README.md. I use {pkgdown} to then create documentation. I run the last step via CI, so I never need to think about it. The problem is that I regularly forget to process the ...
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Climate circles

September 3, 2021 | R on Dominic Royé

The climate of a place is usually presented through climographs that combine monthly precipitation and temperature in a single chart. However, it is also interesting to visualize the climate on a daily scale showing the thermal amplitude and the daily average temperature. To do this, the averages for each day ...
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Covid Trajectories

September 3, 2021 | R on kieranhealy.org

I updated the covdata package for the first time in a while, as I’ll be using it to teach in the near future. As a side-effect, I ended up taking a look at what the ongoing polarization or divergence of the COVID experience is like in different p... [Read more...]

An Integrated Method for Estimation and Optimisation

September 3, 2021 | Ivan Svetunkov

My PhD student, Congzheng Liu (co-supervised with Adam Letchford) has written a paper, entitled “Newsvendor Problems: An Integrated Method for Estimation and Optimisation“. This paper has recently been published in EJOR. In this paper we build upon the existing Ban & Rudin (2019) approach for newsvendor problem, showing that in case of ...
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Bond Modified Duration in R

September 3, 2021 | sang-heon lee

Bond duration is a basic building block for bond portfolio management and asset-liability management (ALM). This post explains the meaning of duration and calculation of this risk measures by using Excel and R. Instead of using another full-fledged ...
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{emayili} Interpolating Message Content

September 2, 2021 | R | datawookie

A small new feature added to {emayili}: the ability to interpolate content into the email message body. Load Package Load the {emayili} package and create a message skeleton. library(emayili) options( # Always print message body. envelope_details = TRUE, # Print message from pipeline. envelope_invisible = FALSE ) # Create a message skeleton. # email
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