The first version of my “inference from iterative simulation using parallel sequences” paper!

May 9, 2012
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From August 1990. It was in the form of a note sent to all the people in the statistics group of Bell Labs, where I’d worked that summer. To all: Here’s the abstract of the work I’ve done this summer. It’s stored in the file, /fs5/gelman/abstract.bell, and copies of the Figures 1-3 are on Trevor’s [...]

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The first version of my “inference from iterative simulation using parallel sequences” paper!

May 9, 2012
By

From August 1990. It was in the form of a note sent to all the people in the statistics group of Bell Labs, where I’d worked that summer. To all: Here’s the abstract of the work I’ve done this summer. It’s stored in the file, /fs5/gelman/abstract.bell, and copies of the Figures 1-3 are on Trevor’s [...]

Read more »

Asset correlations with minimum variance portfolios

May 9, 2012
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Asset correlations with minimum variance portfolios

The minimum variance portfolios have slightly reduced correlations to assets in weight-constrained portfolios. Previously “Portfolio diversity” introduced the topic of asset-portfolio correlations. It also generated four sets of long-only random portfolios as of the start of 2011 using constituents of the S&P 500: exactly 20 names, weights between 1% and 10% exactly 200 names, weights … Continue reading →

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The power method: compute only the largest eigenvalue of a matrix

May 9, 2012
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The power method: compute only the largest eigenvalue of a matrix

When I was at SAS Global Forum last week, a SAS user asked my advice regarding a SAS/IML program that he wrote. One step of the program was taking too long to run and he wondered if I could suggest a way to speed it up. The long-running step was [...]

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Book “R and Data Mining: Examples and Case Studies” on CRAN

May 9, 2012
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Book “R and Data Mining: Examples and Case Studies” on CRAN

by Yanchang Zhao, RDataMining.com My book in draft titled “R and Data Mining: Examples and Case Studies” is now available on CRAN at http://cran.r-project.org/other-docs.html. It is scheduled to be published by Elsevier in late 2012. Its latest version can be … Continue reading →

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How to report a Bayesian analysis: Teaching why

May 9, 2012
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How to report a Bayesian analysis: Teaching why

An interesting recent article emphasized that asking students to generate what should be reported from a Bayesian analysis also gets them to think about why things need to be reported, which in turn can get students to understand better how Bayesian an...

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Hello world

May 8, 2012
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The Brain Chronicle blog is an attempt to share with the R and scientific community at large some methods, recipes and other thoughts that emerge from my day-to-day work as a computer biologist researcher.

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Hello world

May 8, 2012
By

The Brain Chronicle blog is an attempt to share with the R and scientific community at large some methods, recipes and other thoughts that emerge from my day-to-day work as a computer biologist researcher.

Read more »

Mapping US Radiation Levels in R

May 8, 2012
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Mapping US Radiation Levels in R

I have posted previously about the open data available on Socrata (https://opendata.socrata.com/), and I was looking at the site again today when I stumbled upon a listing of levels of various radioactive isotopes by US city and state. The data is av...

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Mapping US Radiation Levels in R

May 8, 2012
By
Mapping US Radiation Levels in R

I have posted previously about the open data available on Socrata (https://opendata.socrata.com/), and I was looking at the site again today when I stumbled upon a listing of levels of various radioactive isotopes by US city and state. The data is ava...

Read more »

Heartbeat of a Cycling City: Bixi data at Hack/Reduce

May 8, 2012
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Heartbeat of a Cycling City: Bixi data at Hack/Reduce

The recent Hack/Reduce hackathon in Montreal was a tonne of fun. Our team tackled a data set of consisting of Bixi (Montreal’s bicycle share system) station states at one minute temporal resolution. We used Hadoop and mapreduce to pull out some features of user behaviours. One of the things we extracted was the flux at

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chartsnthings !

May 8, 2012
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Yair pointed me to this awesome blog of how the NYT people make their graphs. This blows away all other stat graphics blogs (including this one). Lots of examples from mockup to first tries to final version. I recognize a lot of what they’re doing from my own experience. Also from my experience it’s hard [...]

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Seeking help

Seeking help

Every day I receive emails, or comments on this blog, asking for help with R, forecasting, LaTeX, possible research topics, how to install software, or some other thing I’m supposed to know something about. Unfortunately, I cannot provide a one-m...

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Seeking help

May 8, 2012
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Seeking help

Every day I receive emails, or comments on this blog, asking for help with R, forecasting, LaTeX, possible research topics, how to install software, or some other thing I’m supposed to know something about. Unfortunately, I cannot provide a one-man h...

Read more »

Mapping US Radiation Levels in R

May 8, 2012
By
Mapping US Radiation Levels in R

I have posted previously about the open data available on Socrata (https://opendata.socrata.com/), and I was looking at the site again today when I stumbled upon a listing of levels of various radioactive isotopes by US city and state. The data is avai...

Read more »

Loading and/or Installing Packages Programmatically

May 8, 2012
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Loading and/or Installing Packages Programmatically

In R, the traditional way to load packages can sometimes lead to situations where several lines of code need to be written just to load packages. These lines can cause errors if the packages are not installed, and can also be hard to maintain, partic...

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Loading and/or Installing Packages Programmatically

May 8, 2012
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In R, the traditional way to load packages can sometimes lead to situations where several lines of code need to be written just to load packages. These lines can cause errors if the packages are not installed, and can also be hard to maintain, particu...

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A simple example of parallel computing on a Windows (and also Mac) machine

May 8, 2012
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A simple example of parallel computing on a Windows (and also Mac) machine

by Yanchang Zhao, RDataMining.com With a Mac, parallel computing can be achieved with package multicore. Unfortunately, it does not work under Windows. A simple way for parallel computing under Windows (and also Mac) is using package snowfall, which can work … Continue reading →

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Loading and/or Installing Packages Programmatically

May 8, 2012
By
Loading and/or Installing Packages Programmatically

In R, the traditional way to load packages can sometimes lead to situations where several lines of code need to be written just to load packages. These lines can cause errors if the packages are not installed, and can also be hard to maintain, particul...

Read more »

Diverse US portfolios did well in 2011

May 8, 2012
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Diverse US portfolios did well in 2011

Constraining the maximum asset-portfolio correlation gave bigger returns and smaller volatility. Previously “Portfolio diversity” introduced the topic of asset-portfolio correlations.  It also generated four sets of long-only random portfolios as of the start of 2011 using constituents of the S&P 500: exactly 20 names, weights between 1% and 10% exactly 20 names, maximum asset-portfolio correlation … Continue reading →

Read more »

Mapping US Radiation Levels in R

May 8, 2012
By
Mapping US Radiation Levels in R

I have posted previously about the open data available on Socrata (https://opendata.socrata.com/), and I was looking at the site again today when I stumbled upon a listing of levels of various radioactive isotopes by US city and state. The data is ava...

Read more »

Learn formatR in Two Minutes

May 8, 2012
By

Anthony made a video tutorial on how to use the formatR package, which I think is pretty cool: I wish I could speak English as fast as him...

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Loading and/or Installing Packages Programmatically

May 8, 2012
By
Loading and/or Installing Packages Programmatically

In R, the traditional way to load packages can sometimes lead to situations where several lines of code need to be written just to load packages. These lines can cause errors if the packages are not installed, and can also be hard to maintain, particu...

Read more »


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