Factor models are standards in investment management. For decades, Barra factor models have provided valuable risk forecasts and inputs for the portfolio construction process. Most uses of factor models have targeted longer horizons of months or years. However, we demonstrate in this paper that...

This special volume of the Journal of Statistical Software on political methodology includes 14 papers, with wide-ranging software contributions of political scientists to their own field, and more generally to statistical data analysis in the the social sciences and beyond. Special emphasis is...

Unlike S-PLUS, R does not incorporate a statistical graphical user interface (GUI), but it does include tools for building GUIs. Based on the tcltk package (which furnishes an interface to the Tcl/Tk GUI toolkit), the Rcmdr package provides a basic-statistics graphical user interface to R called...

This paper describes the implementation in R of a method for tabular or graphical display of terms in a complex generalised linear model. By complex, I mean a model that contains terms related by marginality or hierarchy, such as polynomial terms, or main effects and interactions. I call these...

Based on recent work by Fox and Andersen (2006), this paper describes substantial extensions to the effects package for R to construct effect displays for multinomial and proportional-odds logit models. The package previously was limited to linear and generalized linear models. Effect displays...