Here is a quick-and-dirty solution to Le Monde puzzle posted a few days ago: the R code counts the number of winning tickets between 1 and N, and stops when there is a proportion of 10% of winning tickets. #winning ticket win=function(n){ #decimal digits decomposition x=rep(0,4) x[4]=n%%10 m=(... [Read more...]

I pushed highlight 0.2-5 on CRAN. This release improves the latex renderer and the sweave driver so that multiple lines character strings are properly rendered. This example vignette shows it: \documentclass[a4paper]{report} \begin{document} = old.op [Read more...]

The next update to R will be a patch release: R 2.12.1 will be released on December 16, as announced today by the R Core Team. As is typical for a patch release, this version will include some minor bug fixes plus a few new features (from the current build's NEWS file): ... [Read more...]

Jeromy Anglim, fellow social scientist and R aficionado from across the globe, gave a great talk to the Melbourne R Users Group last week on the joys of creating reproducible results. A subject near and dear to me, but not one that is given enough attention in research training. Jeromy ... [Read more...]

Geoff Robinson discusses how to write simple and reusable R code. He provides several examples with code. [Read more...]

Jeromy Anglim discusses best practices and tools used to support reproducible research in R. He discusses tools for R scripting and version control; and provides examples of SWeave. This presentation was given to the Melbourne R Users Group (MelbURN)... [Read more...]

Recently, Trading the odds posted one of many flavors of mean reverting strategies and I decided to get my hands dirty by writing R code and testing it. You can find full description of the strategy by following latter link above. Long story short – if SPY shows lower open, high ... [Read more...]

I was recently reading a bit about logistic regression in a book on hierarchical/multilevel modeling when I first learned about the "divide by 4 rule" for quickly interpreting coefficients in a logistic regression model in terms of the predicted probabilities of the outcome. The idea is pretty simple. The logistic ... [Read more...]

[Read more...]

When were there bear and bull markets in US stocks since 1950? Smoothing While we’d really like to estimate the expected return at each point in time, finding bear markets is ambitious enough.  The plan starts by smoothing the daily returns through time, as in Figure 1. Figure 1: Smoothed returns with ... [Read more...]

I will be running a workshop on Statistical Forecasting: Principles and Practice in Switzerland, 20-22 June 2011. Check out the venue: Waldhotel Doldenhorn, Kandersteg! So if you fancy a trip to the beautiful Swiss Alps next June, read on… Outline Forecasting is required in many situations: deciding whether to build another ... [Read more...]

In the continuation of my earlier post on computing evidence, I read a very interesting paper by Merlise Clyde, Joyee Ghosh and Michael Littman, to appear in JCGS. It is called  Bayesian adaptive sampling for variable selection and model averaging. The sound idea at the basis of the paper is ... [Read more...]

A Pareto plot is an enhanced bar chart. It comes in useful for deciding which bars in your bar chart are important. To see this, take a look at some made up DVD sales data. set.seed(1234) dvd_names [Read more...]

Numerical root finding methods use iteration, producing a sequence of numbers that hopefully converge towards a limits which is a root. In this post, only focus four basic algorithm on root finding, and covers bisection method, fixed point method, Newton-Raphson method, and secant method. Read More: 1896 Words Totally [Read more...]

The solution to puzzle 48 given in Le Monde this weekend is rather direct (which makes me wonder why the solution for 6 colours is still unavailable..) Here is a quick version of the solution: Consider one column, 1 say. Since 326=5×65+1, there exists one value c with at least 66 equal to c. Among [...] [Read more...]

I’ve just uploaded a new binary of ProjectTemplate to GitHub. This is a draft version of the next release, v0.2-1, which includes some fairly substantial changes and is backwards incompatible in several ways with previous versions of ProjectTemplate. Foremost of the changes is that most of the logic ... [Read more...]

In a few weeks I will be visiting Chicago, and JD Long—the organizer of the local R users group—has graciously invited me to give a presentation. Ostensibly, the presentation will be on my recently released infochimps package, so I thought it was a good time to start actually ... [Read more...]

SOME EMPIRICAL BASES FOR CHOOSING CERTAIN RISK REPRESENTATIONS OVER OTHERS This week DSN posts some thoughts (largely inspired by the work of former colleagues Stephanie Kurzenhäuser, Ralph Hertwig, Ulrich Hoffrage, and Gerd Gigerenzer) about communicating risks to the general public, providing references and delicious downloads where possible. Representations to ... [Read more...]

Here's a clever way to express your objection to the obtrusiveness of the new backscatter X-ray scanners at airports: A T-shirt with the text of the 4th Amendment printed in metallic ink: Also available in underwear format. Cargo Collective: 4th Amendment Wear [Read more...]

Amanda Cox of the New York Times' graphics department recently gave a great presentation to the New Media Days conference in Copenhagen and described how the Times uses data visualizations to reveal patterns, provide context, describe relationships, and even create a sense of wonder about the world. In the video, ... [Read more...]