Binning with Weights
After working on the MOB package, I received requests from multiple users if I can write a binning function that takes the weighting scheme into consideration. It is a legitimate...continue reading.
Category: Statistics
Batch Deployment of WoE Transformations
After wrapping up the function batch_woe() today with the purpose to allow users to apply WoE transformations to many independent variables simultaneously, I have completed the development of major functions...continue reading.
Le Monde puzzle [#1092]
A Latin square Le Monde mathematical puzzle that I found rather dreary: A hidden 3×3 board contains all numbers from 1 to 9. Anselm wants to guess the board and...continue reading.
Features in Stata 15: a collection of blog posts
After Stata 15 came out in the summer of ’17, I wrote a series of blog posts for Timberlake, the … Morecontinue reading.
Mediators, confounders, colliders – a crash course in causal inference
Although one would think that the basic concepts of statistics should be the same across all sciences, there is an amazing heterogeneity between fields in how statistics is taught and...continue reading.
Batch Processing of Monotonic Binning
In my GitHub repository (https://github.com/statcompute/MonotonicBinning), multiple R functions have been developed to implement the monotonic binning by using either iterative discretization or isotonic regression. With these functions, we can run...continue reading.
Mapping the Vikings using R
The commute to my workplace is 90 minutes each way. Podcasts are my friend. I’m a long-time listener of In Our Time and enjoyed the recent episode about The Danelaw....continue reading.
Randomisation tests comparing dependent correlations
This is about some academic work I did that never got published. But, I think it should be out there … Morecontinue reading.
Data Science Software Used in Journals: Stat Packages Declining (including R), AI/ML Software Growing
In my neverending quest to track The Popularity of Data Science Software, it’s time to update the section on Scholarly Articles. The rapid growth of R could not go on...continue reading.
Monotonic Binning with GBM
In addition to monotonic binning algorithms introduced in my previous post (https://statcompute.wordpress.com/2019/03/10/a-summary-of-my-home-brew-binning-algorithms-for-scorecard-development), two more functions based on Generalized Boosted Regression Models have been added to my GitHub repository, gbm_bin() and...continue reading.
Deployment of Binning Outcomes in Production
In my previous post (https://statcompute.wordpress.com/2019/03/10/a-summary-of-my-home-brew-binning-algorithms-for-scorecard-development), I’ve shown different monotonic binning algorithm that I developed over time. However, these binning functions are all useless without a deployment vehicle in production. During...continue reading.
How long since your team scored 100+ points? This blog’s first foray into the fitzRoy R package
When this blog moved from bioinformatics to data science I ran a Twitter poll to ask whether I should start afresh at a new site or continue here. “Continue here”,...continue reading.
Data Science Software Reviews: Forrester vs. Gartner
In my previous post, I discussed Gartner’s reviews of data science software companies. In this post, I show Forrester’s coverage and discuss how radically different it is. As usual, this...continue reading.
Call for papers: spatial analysis, agent-based models … Rome, July
I am a co-organiser of the International Workshop on Computational Economics and Econometrics, taking place this year on 3-5 July … Morecontinue reading.
This is not normal(ised)
“Sydney stations where commuters fall through gaps, get stuck in lifts” blares the headline. The story tells us that: Central Station, the city’s busiest, topped the list last year with...continue reading.
A Summary of My Home-Brew Binning Algorithms for Scorecard Development
Thus far, I have published four different monotonic binning algorithms for the scorecard development and think that it might be a right timing to do a quick summary. R functions...continue reading.
You need to get out more
If you want to pursue a career analysing data about real-world things (and I’m not sure what other data there … Morecontinue reading.
Using parameters in Rmarkdown
Nothing new or original here, just something that I learned about quite recently that may be useful for others. One of my more “popular” code repositories, judging by Twitter, is...continue reading.
Est-ce que cette piscine est bien notée ?
J’ai pris la (mauvaise ?) habitude d’utiliser Google Maps et son système de notation (chaque utilisateur peut accorder une note de une à cinq étoiles) pour décider d’où je me...continue reading.
Efficient MCMC with Caching
This post is part of a running series on Bayesian MCMC tutorials. For updates, follow @StableMarkets. Metropolis Review Metropolis-Hastings is an MCMC algorithm for drawing samples from a distribution known up to...continue reading.
