Category Archives: R
The Bayesian blocks algorithm of Scargle, Jackson, Norris, and Chiang has an enthusiastic user community in astrostatistics, in data mining, and among some in machine learning. It is a dynamic programming algorithm (see VanderPlas referenced below) and, so, exhibits optimality … Continue reading
I made a comment on Google+ pertaining to a report of a recent NOAA finding. Enjoy. But remember that COP21 boundary is equivalent to 450 ppm CO2.
R provides a helpful data structure called the “data frame” that gives the user an intuitive way to organize, view, and access data. Many of the functions that you would us… Source: Intro to The data.table Package
See the very interesting discussion at his blog, From the bottom of the heap. It would be nice to see some information theoretic measures on these results, though.
On 2nd November 2015, Wes McKinney, the developer of the highly useful Python pandas module (and other things, including books), wrote an amusing blog post, “The problem with the data science language wars“. I by no means disagree with him. … Continue reading
It’s a good time to reconnoiter and review the things I have in progress and are planned, both as a teaser, and as a promise. I am currently working the following technical projects, entirely on my personal time outside of … Continue reading
A blogger named Lalas produced on Quantitative Thoughts a very comprehensive and compact tutorial on the R package dlm by Petris. I use dlm a lot. Unfortunately, Lalas does not give details on how the SVD is used. They do … Continue reading
We are trying. And the bitterest result is to have so-called colleagues align themselves with the Koch brothers
I attended a 350.org meeting tonight. One group A group presenting there called “Fighting Against Natural Gas” applauded themselves for assailing Senator Whitehouse of Rhode Island for his supportive position on natural gas pipelines. Now, I am no friend of … Continue reading
I’m checking out the dlmodeler package in R for a work project. It is accompanied by textbooks, G. Petris, S. Petrone, P. Campagnoli, Dynamic Linear Models with R, Springer, 2009 and J. Durbin, S. J. Koopman, Time Series Analysis by … Continue reading
This post could also be subtitled “Residual deviance isn’t the whole story.” My favorite book on logistic regression is by Dr Joseph Hilbe, Logistic Regression Models, CRC Press, 2009, Chapman & Hill. It is a solidly frequentist text, but its … Continue reading
R vs Python: Practical Data Analysis (Nonlinear Regression).
Originally posted on …and Then There's Physics:
Okay, I finally succumbed and actually waded through some of the new paper by Monckton, Soon, Legates & Briggs called Why models run hot: results from an irreducibly simple climate model. I…
I’m digging into the internals of ABC, for professional and scientific reasons. I’ve linked a great tutorial elsewhere, and argued that this framework, advanced by Wood, and Wilkinson (Robert), and Wilkinson (Darren), and Hartig and colleagues, and Robert and colleagues, … Continue reading
illustrating particle filters and Bayesian fusion using successive location estimates on the unit circle
Introduction Modern treatments of Bayesian integration to obtain posterior densities often use some form of Markov Chain Monte Carlo (“MCMC”), typically Gibbs sampling. Gibbs works well with many Bayesian hierarchical models. The standard problem-solving situation with these is that a … Continue reading
Consider trying to determine the length of a straight stick. Instead of the measurement errors being clustered about zero, suppose the errors are known to be always positive, that is, no measurement ever underestimates the length of the stick. Such … Continue reading
dp-means algorithm. Think k-means but with the number of clusters calculated. By John Myles White, in R. (Github link off that page.) By Scott Hendrickson, in Python. (Github link off that page.)
This is a sketch of how maths and statistics can do something called blind source separation, meaning to estimate the components of data given only their totals. Here, I use Bayesian techniques for the purpose, sometimes called Bayesian inversion, using … Continue reading
Bayesians have all been there. Some of us don’t depend upon producing publications to assure our pay, so we less have the pressure of pleasing peer reviewers. Nonetheless, it’s all reacting to “What the hell are you doing? I don’t … Continue reading
How fast is JAGS?.
BUGS has a “zeros trick” (Lund, Jackson, Best, Thomas, Spiegelhalter, 2013, pages 204-206; see also an online illustration) for specifying a new distribution which is not in the standard set. The idea is to couple an invented-for-the-moment Poisson density to … Continue reading
I’m happy to announce that I have made available the HadCRUT4 observational ensemble data as an .RData image for use with R. These were downloaded from the MetOffice Hadley Observations Web site. Detailed documentation is available on this page, with the … Continue reading