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Data Science: Street Fighting Statistics

I am excited to share my guest lecture for Department of Statistics at the University of Illinois STAT 447: Data Science Programming Methods. And thank you to Dirk Eddelbuettel for inviting me! The talk was titled “Data Science: Street Fighting Statistics” and demonstrates two simple supervised modeling tasks in R. […]

Y-Aware PCA

We have had some trouble with some articles being damaged or hard to access in the Win Vector blog. I (John Mount) do want to apologize for that. In particular the graphs are missing for Dr. Nina Zumel’s wonderful y-aware Pricipal Components regression series. The complete R .md and .Rmd […]

Working in CRAN’s World

Part of the deal of having a package up on CRAN is: at any time one may be sent an automated email like the following. Dear maintainer, Please see the problems shown on URL. Please correct before TODAY+14DAYS to safely retain your package on CRAN. The CRAN Team If this […]

Exploring the XI Correlation Coefficient

Nina Zumel Recently, we’ve been reading about a new correlation coefficient, \(\xi\) (“xi”), which was introduced by Professor Sourav Chatterjee in his paper, “A New Coefficient of Correlation”. The \(\xi\) coefficient has the following properties: If \(y\) is a function of \(x\), then \(\xi\) goes to 1 asymptotically as \(n\) […]

Kelly Thorp Betting

I demonstrate a Kelly/Thorp betting system for the simple card game of guessing if the next card from a standard deck is red or black. I have a video of the play here. And a derivation of the betting strategy in R is here. A derivation of the proof you […]

Introducing wrapr::bc()

The wrapr R package supplies a number of substantial programming tools, including the S3/S4 compatible dot-pipe, unpack/pack object tools, and many more. It also supplies a number of formatting and parsing convenience tools: qc() (“quoting concatenate”): quotes strings, giving value-oriented interfaces much of the incidental convenience of non-standard evaluation (NSE) […]