Rcpp, Camarón de la Isla and the Beauty of Maths
Desde que te estoy queriendo yo no sé lo que me pasa cualquier vereda que tomo siempre me lleva a tu casa(Y mira que mira y mira, Camarón de la...continue reading.
Category: Rstat
Updated Review: jamovi User Interface to R
Last February I reviewed the jamovi menu-based front end to R. I’ve reviewed five more user interfaces since then, and have developed a more comprehensive template to make it easier...continue reading.
A Quick Introduction to Numpy Random Normal
This tutorial will cover the Numpy random normal function (AKA, np.random.normal). If you’re doing any sort of statistics or data science in Python, you’ll often need to work with random...continue reading.
Co-integration and Mean Reverting Portfolio
In the previous post https://statcompute.wordpress.com/2018/07/29/co-integration-and-pairs-trading, it was shown how to identify two co-integrated stocks in the pair trade. In the example below, I will show how to form a mean...continue reading.
Purr yourself into a math genius
Abstract: We use the purrr package to solve a popular math puzzle via a combinatorial functional programming approach. A small shiny app is provided to allow the user to solve...continue reading.
How to use the NumPy mean function
This tutorial will show you how to use the NumPy mean function (often called np.mean). It will teach you how the NumPy mean function works at a high level and...continue reading.
Statistical Assessments of AUC
In the scorecard development, the area under ROC curve, also known as AUC, has been widely used to measure the performance of a risk scorecard. Given everything else equal, the...continue reading.
Spinning Pins
Condenado a estar toda la vida, preparando alguna despedida (Desarraigo, Extremoduro) I live just a few minutes from the Spanish National Museum of Science and Technology (MUNCYT), where I use...continue reading.
Phillips-Ouliaris Test For Cointegration
In a project of developing PPNR balance projection models, I tried to use the Phillips-Ouliaris (PO) test to investigate the cointegration between the historical balance and a set of macro-economic...continue reading.
An Utility Function For Monotonic Binning
In all monotonic algorithms that I posted before, I heavily relied on the smbinning::smbinning.custom() function contributed by Herman Jopia as the utility function generating the binning output and therefore feel...continue reading.
Statistical physics vs Bayesian inference
Statistical physics and Bayesian inference are closely related (see Andrew Gelman’s remarks here for example). A good way to illustrate the relationship is to simulate a statistical physics model using the...continue reading.
Marginal Effects for (mixed effects) regression models #rstats
ggeffects (CRAN, website) is a package that computes marginal effects at the mean (MEMs) or representative values (MERs) for many different models, including mixed effects or Bayesian models. One of...continue reading.
Extracting data from news articles: Australian pollution by postcode
The recent ABC News article Australia’s pollution mapped by postcode reveals nation’s dirty truth is interesting. It contains a searchable table, which is useful if you want to look up...continue reading.
Improving Binning by Bootstrap Bumping
In the post (https://statcompute.wordpress.com/2018/11/23/more-robust-monotonic-binning-based-on-isotonic-regression), a more robust version of monotonic binning based on the isotonic regression was introduced. Nonetheless, due to the loss of granularity, the predictability has been somewhat...continue reading.
Polished statistical analysis chapters in evidence-based software engineering
I have completed the polishing/correcting/fiddling of the eight statistical analysis related chapters of my evidence-based software engineering book, and an updated draft pdf is now available (download here). The material...continue reading.
More Robust Monotonic Binning Based on Isotonic Regression
Since publishing the monotonic binning function based upon the isotonic regression (https://statcompute.wordpress.com/2017/06/15/finer-monotonic-binning-based-on-isotonic-regression), I’ve received some feedback from peers. A potential concern is that, albeit improving the granularity and predictability, the...continue reading.
Creating List with Iterator
In the post (https://statcompute.wordpress.com/2018/11/17/growing-list-vs-growing-queue), it is shown how to grow a list or a list-like queue based upon a dataframe. In the example, the code snippet was heavily relied on...continue reading.
Change over time is not “treatment response”
This will be a non-technical post illustrating the problems with identifying treatment responders or non-responders using inappropriate within-group analyses. Specifically, I will show why it is pointless to try to...continue reading.
Flowers for Julia
No hables de futuro, es una ilusión cuando el Rock & Roll conquistó mi corazón (El Rompeolas, Loquillo y los Trogloditas) In this post I create flowers inspired in the...continue reading.
Using OSX? Compiling an R package from source? Issues with ‘-fopenmp’? Try this.
You can file this one under “I may have the very specific solution if you’re having exactly the same problem.” So: if you’re running some R code and you see...continue reading.
