Tibshirani’s original paper on the lasso. Breiman’s Garotte — 1993 Tibshirani lasso paper submitted — 1994 Tibshirani lasso paper revised — 1995 Tibshirani lasso paper accepted — 1996 This is one of those papers that I’m so excited about, I feel like “You should just read the whole thing! It’s all good!” But I ... [Read more...]

nice ggplot intro tutorial. Just run the commands, about 6 pages = flexible 1-3 hours of learning, depending how much reading you want to pair it with by Ramon Saccilotto [Read more...]

POSIXct is the signed number of seconds since “the epoch”. For example it was 1351298112 UTC (GMT) when I wrote this. (1351298112 UTC = Sat Oct 27, 2:35 am GMT = Fri Oct 26, 8:35 pm EST = Fri Oct 26, 5:35 pm PST = 2:35 pm HST) POSIXlt is one of many text | character | string formats such as: May 17, 2017 17/5/2017 17-5-17 05:24:39 [Read more...]

I’ve peeped a number of object-oriented R tutorials. This is the first one I could make it through. Easy and pleasant to read. [Read more...]

Economic geography of the eastern USA circa 1999, median incomes by zip code Code and data source to follow in a longer post. [Read more...]

Why trust some supposed laws of statistical sampling and convergence when you can just test them yourself? If you have a computer with R installed (also recommended: Rstudio) then you can stop dithering about whether these n=1000 studies cited in the n... [Read more...]

What follows is like a kata to strengthen your R fundamentals. The lovely stats in the wild recently posted some hott data analysis of Olympians’ ages and sexes. Because I’m annoyingly picky about graphics, I asked for his code so I could ... [Read more...]

multiplicitiesoffreedom demonstrates Chaos Theory in Excel. If he filled in more initial values, you would see a thick bar—like a picture of white-noise. Butterflies flapping their wings in Vermont to change the wind in Hangzhou? A drop of water on ... [Read more...]

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pie( table( whence.i.tweet )) qplot( whence ) + coord_polar() pie( log( table( whence )))+RColorBrewer ggplot (see below) plot( density( tweets.len )) qplot(... stat="density") + geom_density qplot(...stat="bin") + geom_text(...) tweeple tweep... [Read more...]

If you’re using base::plot in R for the first time (for example if you do plot(pima) or plot(faithful) (use ??pima if you can’t find the dataset)) you may have looked at ?plot (2 page help file) or ?par (12 page help file) to figure out what’s ... [Read more...]

If I google for “probability distribution” I find the following extremely bad picture: It’s bad because it conflates ideas and oversimplifies how variable probability distributions can generally be. Most distributions are not unimodal. Most dist... [Read more...]

lembarrasduchoix asked: thank you for the introduction to Newcomb’s paradox! Could you do a post on your favorite paradoxes?    The decision theory paradoxes I’m familiar with are: Ellsberg Paradox— Theorists encode bothsituations with unknown... [Read more...]

“With the the increasing availability of complicated alternative investment strategies to both retail and institutional investors, and the broad availability of financial data, an engaging debate about performance analysis and evaluation is as import... [Read more...]

__ data(quakes)__ head(quakes) lat long depth mag stations 1 -20.42 181.62 562 4.8 41 2 -20.62 181.03 650 4.2 15 3 -26.00 184.10 42 5.4 43 4 -17.97 181.66 626 4.1 19 5 -20.42 181.96 649 4.0 11 6 -19.6... [Read more...]

I do reports for clients with LyX and Sweave. It took me an extremely long time to get them working, but now that they’re working I can do more in an hour and thus charge more per hour. If you’re not familiar, here’s a rundown: LaTeX is ... [Read more...]

Once you’re comfortable with 2-arrays and 2-matrices, you can move up a dimension or two, to 4-arrays or 4-tensors. You can move up to a 3-array / 3-tensor just by imagining a matrix which “extends back into the blackboard”. Like a 5 × 5 ma... [Read more...]

Check them out. Here are thirty homoskedastic ones: __ homo.wiener for (j in 1:30) {  for (i in 2:length(homo.wiener)) {          homo.wiener[i,j] for (j in 1:30) {        plot( homo.wiener[,j],           type = "l", col = rgb(.1,.... [Read more...]

Seriously … why don’t math classes use computers? Excel, simple Python scripts, Mathematica / Sage, everything beyond the TI-83. Kids could be creating totally sweet visuals instead of cribbing formulae. And thinking instead of copying. I can sa... [Read more...]

“My interpretation of [Leland Wilkinson’s] grammar [of statistical graphics]: —Data is the most important thing, and the thing that you bring to the table. —Geometric objects … what you actually see on the plot: points, lines, polygons, etc. ... [Read more...]