Last week, in our Inequality course, we've been looking at data. We started with some simulated data, only a few of them __ library("ineq") __ load(url("http://freakonometrics.free.fr/income_5.RData")) __ (income=sort(income)) [1] 19233 23707 53297 61667 218662 How could we say that there is inequality in this sample? If we look at ... [Read more...]

Two days ago, in my post to extract automatically my own tweets, and to generate some html list, I mentioned that it would be great if there were a function that could be used to distinguish tweets in English, and tweets in French (usually, I tweet in one of those ... [Read more...]

A few weeks ago, I ask in a post the (simple) question "dear reader, who are you?" just to know more about the readers of my blog. I found that extremely interesting (even if - to be honest - I was expecting more answers to start a more serious sociological ... [Read more...]

Two weeks ago, @mona published an interesting post on her blog, about a difficult question, What’s The Most Common Name In America? There were stats about first names, in the U.S., and last names, too. Those informations are - somehow - easy to get. But usually, it is ... [Read more...]

You have probably seen @coulmont's maps. If you haven't, you should probably go and spend some time on his blog (but please, come back afterwards, I still my story to tell you). Consider for instance the maps we obtained for a post published in Monkey Cage, a few months ago, ... [Read more...]

Tomorrow, for the final lecture of the Mathematical Statistics course, I will try to illustrate - using Monte Carlo simulations - the difference between classical statistics, and the Bayesien approach. The (simple) way I see it is the following, for frequentists, a probability is a measure of the the frequency ... [Read more...]

Last week, while I was giving my crash course on R for insurance, we’ve been discussing possible extensions of Lee & Carter (1992) model. If we look at the seminal paper, the model is defined as follows Hence, it means that This would be a (non)linear model on the logarithm ... [Read more...]

A few days ago, I published a post entitled extracting datasets from excel files in a zipped folder, because I wanted to use datasets that were online, in some (zipped) excel format. The first difficult part was the folder with a non-standard character (the French é). Because next week I should ... [Read more...]

Recently, with @3wen, we wanted to play with isodensity curves. The problem is that it is difficult to get – numerically – the equation of the contour (even if we can easily plot it). Consider the following surface (just for fun, in order to illustrate the idea) __ f=function(x,y) x*... [Read more...]

The title of the post is a bit long, but that’s the problem I was facing this morning: importing dataset from files, online. I mean, it was not a “problem” (since I can always download, and extract manually the files), more a challenge (I should be able to do ... [Read more...]

The revised version of the paper Kernel Density Estimation with Ripley’s Circumferential Correction with Ewen Gallic is now online, on hal.archives-ouvertes.fr/. In this paper, we investigate (and extend) Ripley’s circumference method to correct bias of density estimation of edges (or frontiers) of regions. The idea of ... [Read more...]

Last week, with @3wen, we were working a the revised version of our work on smoothing densities of spatial processes (with edge correction). Usually, once you have revised the paper, some references were added, others were droped. But you need to spend some time, to check that all references are ... [Read more...]

Last week, @dmonniaux published an interesting post entitled l’erreur n’a rien d’original  on  his blog. He was asking the following question : let , and denote three real-valued coefficients, under which assumption on those three coefficients does has a real-valued root ? Everyone aswered , but no one mentioned that it ... [Read more...]

In a post publihed in July, I mentioned the so called the Goldilocks principle, in the context of kermel density estimation, and bandwidth selection. The bandwith should not be too small (the variance would be too large) and it should not be too large (the bias would be too large). ... [Read more...]

The National Hurricane Center (NHC) collects datasets with all  storms in North Atlantic, the North Atlantic Hurricane Database (HURDAT). For all sorms, we have the location of the storm, every six jours (at midnight, six a.m., noon and six p.m.). Note that we have also the date, the ... [Read more...]

A webpage for the book is now hosted on http://cas.uqam.ca/ So far, it is a very basic page, but information regarding the package can be found there. For instance, to install the package, with all the datasets, the R code is __ install.packages("CAS... [Read more...]

Last week, a student asked me about multiple tests. More precisely, she ran an experience over – say – 20 weeks, with the same cohort of – say – 100 patients. An we observe some size=100 nb=20 set.seed(1) X=matrix(rnorm(size*nb),size,nb) (here, I just generate some fake data). I can visualize ... [Read more...]

Over the past years, I’ve been living in different cities, all of them being completely different, compared with the others. I have been living in Paris, which is a big city in Europe, with a large neighborhood, too (la banlieue). Then, I’ve been living in Hong Kong, which ... [Read more...]

The book Computational Actuarial Science, with R is officially out. In the introduction of the book, and on the website of CRC, it is mentioned that the datasets can be found “in an R package on CRAN“, which is unfortunately incorrect. Some datasets are too large, so the package can ... [Read more...]

In June and July, I receive copies of two books, Social Media Mining with R, by Nathan Danneman and Richard Heimann Bioinformatics with R Cookbook, by Paurush Praveen Sinha For the first one, two recent interesting books deal with the same topic. Reza Zafarani, Mohammad Ali Abbasi and Huan Liu ... [Read more...]