| Website | evo-eco.org/ |
| github | github.com/cbedwards |
| Google Scholar | https://scholar.google.com/citations?user=SI50LP8AAAAJ |
| Website | evo-eco.org/ |
| github | github.com/cbedwards |
| Google Scholar | https://scholar.google.com/citations?user=SI50LP8AAAAJ |
Next programmed event for @rladiesrome:
Title: Debugging in R
Speaker: Shannon Pileggi - @PipingHotData
When: Feb 20th 6.15pm CET
RSVP: https://www.meetup.com/rladies-rome/events/298710129/
#rladies #rstats #debugging #datascience
Tip of the Day!
Here is a reminder to everyone [rightly] pissed at the incredibly high cost of peer-reviewed journal articles behind paywalls:
If you send an email to the lead/corresponding author (whose contact is almost always provided in the article, or easily found with google) and ask for a copy of the article, the author will almost universally be delighted to send a copy [legally] to you, free.
We authors LOVE it when someone asks for a copy of our articles!!!
I'm excited to share a preprint of my work identifying statistical methods for modeling butterfly populations in #ecology and #conservation. I developed guidelines for fitting sparse transect monitoring data with Generalized Additive Models (GAMs), based in large part on a new #Rstats package I developed to simulate and fit realistic butterfly data.
It feels like the `by = factor` term is redundant there, and should lead to issues, but I suspect that just means I'm not thinking about shrinkage and wiggliness appropriately. Certainly the code runs that way.
#rstats question for mgcv
If I want to test whether there is support for a smooth x factor effect, I can just include the smooth and the smooth x factor as separate terms to create nested models, right? As in
library(mgcv)
set.seed(0)
dat<-gamSim(5,n=200,scale=2)
##make explicit factor
dat$fac = factor(letters[dat$x0])
m = gam(y ~ s(x1) + fac + s(x1, by = fac), data = dat)
m1 = gam(y ~ s(x1) + fac, data = dat)
anova(m, m1, test = "F")
#Rstats question:
I'm fitting some mixed models of the form
y ~ x + (1| category)
etc, where I have estimated uncertainty in y in the form of variance.
To carry out weighted regression (e.g. using lmer with `weights = SOMETHING`),
I want to weight by the inverse of the variance, right? Or is it the inverse of the standard deviation? These give pretty different answers!