Publications by Di Cook

Measuring effect size in ALDEx2

01.03.2021

I’m in the throes of submitting a paper on effect sizes in ALDEx2, and so I thought I would take a stab at a nice concise blog post to summarize and simplify. Effect sizes are standardized mean differences between groups, and are designed to convey what the experimentalist wants to know: how different are my groups given the treatment. In cont...

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Measuring effect size in ALDEx2

01.03.2021

I’m in the throes of submitting a paper on effect sizes in ALDEx2, and so I thought I would take a stab at a nice concise blog post to summarize and simplify. Effect sizes are standardized mean differences between groups, and are designed to convey what the experimentalist wants to know: how different are my groups given the treatment. In cont...

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Maintining the data frame fromat when indexing

07.04.2021

 Occasionally when indexing data frames the format is converted, leading to confusing consequences. As for instance, when indexing to select a single column the result is a ‘numeric’ or ‘integer’ vector. The following  demonstrates this :  dfrownames(df)df#   num al  bool# a   1  a  TRUE# b   2  b  TRUE# c   3  c  TRUE...

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Correlation in R ( NA friendliness, accepting matrix as input data, returning p values, visualization and Pearson vs Spearman)

27.05.2021

Many times, in our projects, we may needed to compare different factors to one another, and study whether they are linearly dependent. These information can also help us to detect covariates and define suitable design formulas for our analysis that would adjust for the effects imposed by these covariates (in which we are not interested). Here, I ...

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Bootstrapping the Zero Curve from IRS Swap Rates using R code

18.07.2021

This post explains how to generate the zero curve from market swap rates using bootstrapping. For the same 5-Year Libor IRS which is dealt with the previous post, we use Excel illustrations for clear understanding and then make a R code. Bootstrapping the IRS Zero Curve from LIBOR Interest Swap Rates For detailed information about Libor IRS...

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Battery Storage ROI Analysis

30.12.2021

 It’s been a while since my last post and I’m taking my occasional blog in a different direction.Over the years I’ve learned that utility tariffs, although hard to follow, vary widely. They can have a significant financial impact on behind-the-meter activities, depending on the numbers.The map below shows the return on investment for batte...

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