Publications by andrew
Stan at Google this Thurs and at Berkeley this Fri noon
Michael Betancourt will be speaking at Google and at the University of California, Berkeley. The Google talk is closed to outsiders (but if you work at Google, you should go!); the Berkeley talk is open to all: Friday March 22, 12:10 pm, Evans Hall 1011. Title of talk: Stan: Practical Bayesian Inference with Hamiltonian Monte Carlo Abstract: Pra...
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New Toy package wingui
A new toy package that I have been playing with has just been submitted to CRAN. I called it wingui. It works off the original windows R GUI. The idea is to be able to adjust the advanced attributes for the window through a reference object GUI. Right now it only allows for changing the title however I also plan on adding support for tran...
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Stan!
Guy Freeman writes: I thought you’d all like to know that Stan was used and referenced in a peer-reviewed Rapid Communications paper on influenza. Thank you for this excellent modelling language and sampler, which made it possible to carry out this work quickly! I haven’t actually read the paper, but I’m happy to see Stan getting around li...
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Package party: Conditional Inference Trees
I am going to be using the party package for one of my projects, so I spent some time today familiarising myself with it. The details of the package are described in Hothorn, T., Hornik, K., & Zeileis, A. (1999). “party: A Laboratory for Recursive Partytioning” which is available from CRAN. The main workhorse of the package is ctree, so that ...
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xkcd Style Bubble Plot
A package was recently released to generate plots in the style of xkcd using R. Being a big fan of the cartoon, I could not resist trying it out. So I set out to produce something like one of Hans Rosling’s bubble plots. First I needed some data. Spoilt for choice. I scraped some population data broken down by country and retained only the c...
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Package MatchIt: Balancing experimental data
A balanced experimental design is one in which the distribution of the covariates is the same in both the control and treatment groups. However, although achievable in an experimental scenario, for observational data this ideal is seldom attained. The MatchIt package provides a means of pre-processing data so that the treated and control groups...
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Analysis of Cable Morning Trade Strategy
A couple of years ago I implemented an automated trading algorithm for a strategy called the “Cable Morning Trade”. The basis of the strategy is the range of GBPUSD during the interval 05:00 to 09:00 London time. Two buy stop orders are placed 5 points above the highest high for this period; two sell stop orders are placed 5 points below the ...
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Comrades Marathon Attrition Rate
It is a bit of a mission to get the complete data set for this year’s Comrades Marathon. The full results are easily accessible, but come as an HTML file. Embedded in this file are links to the splits for individual athletes. So with a bit of scripting wizardry it is also possible to download the HTML files for each of the individual athletes. ...
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Robust logistic regression
Corey Yanofsky writes: In your work, you’ve robustificated logistic regression by having the logit function saturate at, e.g., 0.01 and 0.99, instead of 0 and 1. Do you have any thoughts on a sensible setting for the saturation values? My intuition suggests that it has something to do with proportion of outliers expected in the data (assuming ...
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Medal Allocations at the Comrades Marathon
Following up on my previous post regarding attrition rates at Comrades Marathon 2013, here are the statistics I have gathered for medal allocations. There is some interesting history behind the Comrades Marathon medals. For reference, the medals are allocated as follows: Gold medals to the first ten finishers in the men’s race and the ladies�...
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