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Visit this URL and you’ll find a perfectly-formatted CSV file containing information about recent earthquakes. A nice feature of R is the ability to slurp such a URL straight into a data frame: quakes [Read more...]

How many observations should you have before constructing a confidence interval? [Read more...]

A friend just e-mailed me about a blog post by Dr. AnnMaria De Mars titled “The Next Big Thing”. In it Dr. De Mars wrote (I allowed myself to emphasize some parts of the text): Contrary to what some people seem to think, R is definitely not the next big ... [Read more...]

William asks: How can I make a graph that looks like this, “tweet density” style, showing time intervals? He then helpfully describes his input data: a CSV file with headers “time started, time finished, date”. Here’s a simple CSV file, tasks.csv: task,date,start,end task1,2010-03-05,09:00:00,13:00:00 ... [Read more...]

I recently did an analysis for the eMERGE network where I had lots of individuals from a small town in central Wisconsin where many of the subjects were related to one another. The subjects could not be treated as independent, but I could not use a fam... [Read more...]

Repeated measures ANOVA is a common task for the data analyst. There are (at least) two ways of performing “repeated measures ANOVA” using R but none is really trivial, and each way has it’s own complication/pitfalls (explanation/solution to which I was usually able to find through searching ... [Read more...]

A court in Arizona has ruled that statistical sampling is legal for determining damages awarded to individual claimants when there are thousands of similar cases to be assessed simultaneously. In a case where 30,000 claims were filed Maricopa County, AZ by hospitals for improper reimbursement, the trial judge appointed a former ... [Read more...]

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There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the ... [Read more...]

The future of math is statistics… and the language of that future is R: I’ve often thought there was way too little “statistical intuition” in the workplace. I think Author Benjamin would agree. [Read more...]

Here is an email from Thomas I received yesterday about a computation in our book Introducing Monte Carlo Methods with R: I’m currently reading your book “Introduction to Monte Carlo Methods with R” and I quite highly appreciate your work. I’m not able to see how the integral ... [Read more...]

When analyzing a questionnaire, one often wants to view the correlation between two or more Likert questionnaire item’s (for example: two ordered categorical vectors ranging from 1 to 5). When dealing with several such Likert variable’s, a clear presentation of all the pairwise relation’s between our variable can be ... [Read more...]

The Lapack routine dspsv solves the linear system of equations Ax=b, where A is a symmetric matrix in packed storage format. However, there appear to be no Lapack functions that compute the determinant of such a matrix. We need to compute the determinant, for instance, in order to compute ... [Read more...]

Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation perm=sample(1:20) saple[t]=sum(abs(sort(perm[1:10])-sort(perm[11:20]))) when . It is obviously much closer to zero than previously. An interesting change is that the regression of the log-mean ... [Read more...]

I've been using GenABEL for some time now for GWAS analysis using related individuals. It has an excellent set of functions for estimating a kinship matrix from a dense marker panel and then using this in a linear mixed effects model to allow for relat... [Read more...]

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) ... [Read more...]

In the puzzle found in Le Monde of this weekend, the mathematical object behind the silly story is defined as a pseudo-Spearman rank correlation test statistic, where the difference between the ranks of the paired random variables and is in absolute value instead of being squared as in the Spearman ... [Read more...]

Tomislav Hengl of the University of Amsterdam has published new book, A Practical Guide to Geostatistical Mapping. It's jam-packed with 291 pages on mapping and analyzing spatial data using free software including R, SAGA, GRASS, ILWIS and Google Earth, and freely-available map data. The book itself is also available for free, ... [Read more...]

The previously mentioned Regression Modeling Strategies short course taught by Frank Harrell is nearly over. Here are the handouts (PDF) from the course. Keep an eye out here, I'll be writing a few more posts in the near future on topics Frank covered... [Read more...]