Blog Archives

A bit about Win-Vector LLC

June 26, 2015
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Win-Vector LLC is a consultancy founded in 2007 that specializes in research, algorithms, data-science, and training. (The name is an attempt at a mathematical pun.) Win-Vector LLC can complete your high value project quickly (some examples), and train...

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Why does designing a simple A/B test seem so complicated?

June 22, 2015
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Why does planning something as simple as an A/B test always end up feeling so complicated? An A/B test is a very simple controlled experiment where one group is subject to a new treatment (often group “B”) and the other group (often group &...

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I do not believe Google invented the term A/B test

June 12, 2015
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The June 4, 2015 Wikipedia entry on A/B Testing claims Google data scientists were the origin of the term “A/B test”: Google data scientists ran their first A/B test at the turn of the millennium to determine the optimum number of results t...

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My favorite R bug

May 23, 2015
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In this note am going to recount “my favorite R bug.” It isn’t a bug in R. It is a bug in some code I wrote in R. I call it my favorite bug, as it is easy to commit and (thanks to R’s overly helpful nature) takes longer than it should to find. ...

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What is new in the vtreat library?

May 7, 2015
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The Win-Vector LLC vtreat library is a library we supply (under a GPL license) for automating the simple domain independent part of variable cleaning an preparation. The idea is you supply (in R) an example general data.frame to vtreat’s designTr...

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I still think you can manufacture an unfair coin

April 13, 2015
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In Gelman and Nolan’s paper “You Can Load a Die, But You Can’t Bias a Coin” The American Statistician, November 2002, Vol. 56, No. 4 it is argued you can’t easily produce a coin that is biased when flipped (and caught). A numb...

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What can be in an R data.frame column?

April 9, 2015
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As an R programmer have you every wondered what can be in a data.frame column? The documentation is a bit vague, help(data.frame) returns some comforting text including: Value A data frame, a matrix-like structure whose columns may be of differing type...

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New video course: Campaign Response Testing

April 8, 2015
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I am proud to announce a new Win-Vector LLC statistics video course: Campaign Response Testing John Mount, Win-Vector LLC This course works through the very specific statistics problem of trying to estimate the unknown true response rates one or more p...

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How and why to return functions in R

April 3, 2015
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One of the advantages of functional languages (such as R) is the ability to create and return functions “on the fly.” We will discuss one good use of this capability and what to look out for when creating functions in R. Why wrap/return fun...

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One place not to use the Sharpe ratio

March 23, 2015
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One place not to use the Sharpe ratio

Having worked in finance I am a public fan of the Sharpe ratio. I have written about this here and here. One thing I have often forgotten (driving some bad analyses) is: the Sharpe ratio isn’t appropriate for models of repeated events that already have linked mean and variance (such as Poisson or Binomial models) … Continue reading One place not to use the Sharpe ratio → Related posts: A…

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