Category: Rstat

On Friday, while working on a project that I needed to union multiple data.frames with different column names, I realized that the base::rbind() function doesn’t take data.frames with different columns...continue reading.

In the post (https://statcompute.wordpress.com/2018/09/15/how-to-avoid-for-loop-in-r), I briefly introduced the idea of vectorization and potential use cases. One might be wondering why we even need the Vectorize() function given the fact that...continue reading.

A FOR loop is the most intuitive way to apply an operation to a series by looping through each item one by one, which makes perfect sense logically but should...continue reading.

I am running a couple of online events through BayesCamp next month that might interest you if you want to … Morecontinue reading.

When modeling frequency outcomes, we often need to go beyond the standard Poisson regression due to the strict distributional assumption and to consider more flexible alternatives. In general, there are...continue reading.

In the previous post (https://statcompute.wordpress.com/2018/09/03/playing-map-and-reduce-in-r-by-group-calculation), I’ve shown how to employ the MapReduce when calculating by-group statistics. Actually, the same Divide-n-Conquer strategy can be applicable to other use cases, one of...continue reading.

Clojure is such an interesting programming language that it can not only enhance our skill set but also change the way how we should write the program. After learning Clojure,...continue reading.

As a journal editor, I often receive studies in which the investigators fail to describe, analyse, or even acknowledge missing data. This is frustrating, as it is often of the...continue reading.

In the previous post (https://statcompute.wordpress.com/2018/08/26/adjacent-categories-and-continuation-ratio-logit-models-for-ordinal-outcomes), we’ve shown alternative models for ordinal outcomes in addition to commonly used Cumulative Logit models under the proportional odds assumption, which are also known as...continue reading.

In the previous post (https://statcompute.wordpress.com/2018/01/28/modeling-lgd-with-proportional-odds-model), I’ve shown how to estimate a standard Cumulative Logit model with the ordinal::clm function and its use case in credit risk models. To better a...continue reading.

Hi, Just to play a bit with the gganimate package, and to celebrate National Coupling Day, the above plot shows different couplings of two univariate Normal distributions, Normal(0,1) and Normal(2,1)....continue reading.

The analysis of high frequency stock transactions has played an important role in the algorithmic trading and the result can be used to monitor stock movements and to develop trading...continue reading.