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...]

Here are the slides for the first day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong similarity with the slides of my course in Wharton, two years ago. (Be sure to check slide 67! If the update on slideshare works from my flat ... [Read more...]

The US News best hospital 2012-20132 rankings are out. The big news is that Johns Hopkins has lost its throne. For 21 consecutive years Hopkins was ranked #1, but this year Mass General Hospital (MGH) took the top spot displacing Hopkins to #2. Howeve... [Read more...]

In most data science applications, preparing the data is at least half the job. Finding where the data lives, figuring out how to access it, finding the right records, filtering, cleaning and transforming the data ... all of this has to be done before the statistical analysis can even begin. Fortunately, ... [Read more...]

Computing for Data Analysis Data Analysis Mathematical Biostatistics Bootcamp [Read more...]

The 15th problem in Project Euler. Starting in the top left corner of a 22 grid, there are 6 routes (without backtracking) to the bottom right corner. How many routes are there through a 2020 grid? Mmm… walk in the … Continue reading → [Read more...]

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John Myles White, self-described "statistics hacker" and co-author of "Machine Learning for Hackers" was interviewed recently by The Setup. In the interview, he describes his some of his go-to R packages for data science: Most of my work involves programming, so programming languages and their libraries are the bulk of ... [Read more...]

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Today I want to show how to use Factor Attribution to boost performance of the 1-Month Reversal Strategy. The Short-Term Residual Reversal by D. Blitz, J. Huij, S. Lansdorp, M. Verbeek (2011) paper presents the idea and discusses the results as applied to US stock market since 1929. To improve 1-Month Reversal ... [Read more...]

R has great support for Holt-Winter filtering and forecasting. I sometimes use this functionality, HoltWinter & predict.HoltWinter, to forecast demand figures based on historical data. Using the HoltWinter functions in R is pretty straightforward. Let's say our dataset looks as follows; demand [Read more...]

Linear Programming is a mathematical technique used to find the values of some variables (within the bounds of some defined constraints) to find the maximum value of a quantity. For example, consider this problem from the FishyOperations blog: A trading company is looking for a way to maximize profit per ... [Read more...]

I list and discuss the three books on Bayesian analysis that I recommend to social scientists. [Read more...]

It’s Monday today! It’s work day! And I’ve already worked on computer for two hours. Time for a break, which is the 14th problem of Project Euler. The following iterative sequence is defined for the set of positive integers: n n/2 (n … Continue reading → [Read more...]

First of all, a shout out to R-bloggers for adding my feed to their website! Linear programming is a valuable instrument when it comes to decision making. This post shows how R in conjunction with the lpSolveAPI package, can be used to build a linear programming model and to analyse  ... [Read more...]

I use R aplenty in analysis and thought it might be worthwhile for some to see the typical process a relative newcomer goes through in extracting and analyzing public datasets In this instance I happen to be looking at Canadian air pollution statistics. The data I am interested in is ... [Read more...]

At a talk I saw at the useR!2012 conference last month, Googler Karl Millar estimated that there are at least 200 active R users at Google, plus another 300+ occasional users participating in Google's internal R support list. But what are all these Google employees doing with R? A post from the ... [Read more...]

by Yanchang Zhao, RDataMining.com The technique of association rules is widely used for retail basket analysis, as well as in other applications to find assocations between itemsets and between sets of attribute-value pairs. It can also be used for classification … Continue reading → [Read more...]

Today I want to show a simple example of the 1-Month Reversal Strategy. Each month we will buy 20% of loosers and short sell 20% of winners from the S&P 500 index. The loosers and winners are measured by prior 1-Month returns. I will use this post to set the stage for ... [Read more...]

Got some great reactions to the Napa Valley wine tasting map made with the ggmap package I posted on Monday. A couple of people asked if similar maps could be made for other wine regions (like Australia's Hunter Valley, or the Walla Walla region in Washington): provided you have a ... [Read more...]