The FrF2 package for R can be used to create regular and non-regular Fractional Factorial 2-level designs. It is reasonably straightforward to use. First step is to install the package then make it available for use in the current session: require(FrF2) A basic call to the main functino FrF2 ... [Read more...]

My thanks to those who emailed comments and suggestions for my ‘mfx’ function, I’m happy that I could fill a void for some people. I also received a request/suggestion from Tony Cookson, along with a helpful fix for a bug in the code, to include an option that ... [Read more...]

Two new local R user groups in Europe to announce this week. For R users in Serbia, there's a new group based in Belgrade. You can find more information about the group and upcoming meetings at the Croatian-language blog Sav tar R. And for R users in northern Italy, there's ... [Read more...]

The information below will be periodically updated at the folowing permanent link: http://www.backsidesmack.com/r-resources/ Searching for information on R sucks. Not only is the language name a letter of the alphabet (an ignominy it shares with C and some less well known languages), there is Pearson’s ... [Read more...]

Although this blog’s primary focus is time series, one feature I missed from Stata was the simple marginal effects command, ‘mfx compute’, for cross-sectional work, and I could not find an adequate replacement in R. To bridge this gap, I’ve written a (rather messy) R function to produce ... [Read more...]

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The 24 questions asked by John Halton in the conclusion of his 1970 survey are Can we obtain a theory of convergence for random variables taking values in Fréchet spaces? Can the study of Monte Carlo estimates in separable Fréchet spaces give a theory of global approximation? When sampling functions, ... [Read more...]

In the early stages of a literature review, you may have hundreds of papers and not know how to even begin sorting through them. In this post, I show you how to perform a two-stage clustering analysis with R so that you can identify the main groups within your data, ... [Read more...]

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This post examines conditional heteroskedasticity models in the context of daily stock price data for Allied Irish Banks (AIB), specifically how to test for conditional heteroskedasticity in a series, how to approach model specification and estimation when time-varying volatility is present, and how to forecast with these models; all of ... [Read more...]

In case you missed them, here are some articles from April of particular interest to R users. The Heritage Health Prize, a competition to build predictive models for hospitalization with USD$3.2M in prizes, is open. The Inside-R.org community site now provides the ability to search and view the ... [Read more...]

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey ... [Read more...]

Last week i created some plots, always for 1 feature. Today I started working on the full script that creates all these plots, 1 per feature. This means, using for loops in R. Let’s see how this is going to work out. Today I mostly worked on data... [Read more...]

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John D Cook, editor of the always-interesting and eclectic blog The Endeavour, has been posting facts about Statistics and distribution theory to the StatFact Twitter account on a daily basis for over a year now. He also curates a number of other daily tip services and the newest one — RLangTip — ... [Read more...]

Computer Assisted Reporting Ryan Kath from NBC Action News in Kansas City obtained three months of summary data for out-of-state public assistance payments from the Kansas Department of Social and Rehabilitation Services. These electronic reports wer... [Read more...]

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In this post, I describe how to use the reshape package to modify a dataframe from a long data format, to a wide format, and then back to a long format again. It’ll be an epic journey; some of us may not survive (especially me!). Wide versus Long Data ... [Read more...]