Clustering in an Object-Oriented Environment

This paper describes the incorporation of seven stand-alone clustering programs into S-PLUS, where they can now be used in a much more flexible way. The original Fortran programs carried out new cluster analysis algorithms introduced in the book of Kaufman and Rousseeuw (1990). These clustering methods were designed to be robust and to accept dissimilarity data as well as objects-by-variables data. Moreover, they each provide a graphical display and a quality index reflecting the strength of the clustering. The powerful graphics of S-PLUS made it possible to improve these graphical representations considerably. The integration of the clustering algorithms was performed according to the object-oriented principle supported by S-PLUS. The new functions have a uniform interface, and are compatible with existing S-PLUS functions. We will describe the basic idea and the use of each clustering method, together with its graphical features. Each function is briefly illustrated with an example.

Inflation, relative prices and nominal rigidities

This paper examines the distribution of Belgian consumer prices and its interaction with aggregate inflation over the period June 1976-September 2000. Given the fat-tailed nature of this distribution, both classical and robust measures of location, scale and skewness are presented. We found a positive short-run impact of the skewness of relative prices on aggregate inflation, irrespective of the average inflation rate. The dispersion of relative prices has also a positive impact on aggregate inflation in the short run and this impact is significantly lower in the sub-sample starting in 1988 than in the pre-1988 sub-sample, suggesting that the prevailing monetary policy regime has a substantial effect on this coefficient. The chronic right skewness of the distribution, revealed by the robust measures, is positively cointegrated with aggregate inflation, suggesting that it is largely dependent on the inflationary process itself and would disappear at zero inflation. These results have three important implications for monetary policy. First, as to the transmission of monetary policy, our results are in line with the predictions of menu cost models and therefore suggest that this type of friction can be an important factor behind the short run non-neutrality of monetary policy. Second, as to the design of robust estimators of core inflation, economic arguments based on menu cost models tend to highlight the importance of the absence of bias. We have proposed an unbiased estimator by taking the time-varying degree of chronic right skewness explicitly into account. Third, as to the optimal rate of inflation, the chronic right skewness found in the data provides no argument against price stability, as it appears as an endogenous response of optimising price setters and would disappear when targeting a zero inflation rate. This conclusion contrasts sharply with the implications of the exogenously assumed downward rigidity of Tobin (1972), which would justify targeting a sufficiently positive inflation rate in order to facilitate the adjustment of relative prices. Our empirical findings contradict the latter type of downward rigidity which implies a negative correlation between skewness and inflation. Therefore, the cross-sectional properties of Belgian inflation data do not provide strong arguments against a price stability-oriented monetary policy, such as the one pursued by the Eurosystem.

Efficient Computation of Location Depth Contours by Methods of Computational Geometry

The concept of location depth was introduced as a way to extend the univariate notion of ranking to a bivariate configuration of data points. It has been used successfully for robust estimation, hypothesis testing, and graphical display. The depth contours form a collection of nested polygons, and the center of the deepest contour is called the Tukey median. The only available implemented algorithms for the depth contours and the Tukey median are slow, which limits their usefulness. In this paper we describe an optimal algorithm which computes all bivariate depth contours in O(n 2) time and space, using topological sweep of the dual arrangement of lines. Once these contours are known, the location depth of any point can be computed in O(log 2 n) time with no additional preprocessing or in O(log n) time after O(n 2) preprocessing. We provide fast implementations of these algorithms to allow their use in everyday statistical practice

Glucosylsphingosine Is a Highly Sensitive and Specific Biomarker for Primary Diagnostic and Follow-Up Monitoring in Gaucher Disease in a Non-Jewish, Caucasian Cohort of Gaucher Disease Patients

Gaucher disease (GD) is the most common lysosomal storage disorder (LSD). Based on a deficient β-glucocerebrosidase it leads to an accumulation of glucosylceramide. Standard diagnostic procedures include measurement of enzyme activity, genetic testing as well as analysis of chitotriosidase and CCL18/PARC as biomarkers. Even though chitotriosidase is the most well-established biomarker in GD, it is not specific for GD. Furthermore, it may be false negative in a significant percentage of GD patients due to mutation. Additionally, chitotriosidase reflects the changes in the course of the disease belatedly. This further enhances the need for a reliable biomarker, especially for the monitoring of the disease and the impact of potential treatments.Here, we evaluated the sensitivity and specificity of the previously reported biomarker Glucosylsphingosine with regard to different control groups (healthy control vs. GD carriers vs. other LSDs).Only GD patients displayed elevated levels of Glucosylsphingosine higher than 12 ng/ml whereas the comparison controls groups revealed concentrations below the pathological cut-off, verifying the specificity of Glucosylsphingosine as a biomarker for GD. In addition, we evaluated the biomarker before and during enzyme replacement therapy (ERT) in 19 patients, demonstrating a decrease in Glucosylsphingosine over time with the most pronounced reduction within the first 6 months of ERT. Furthermore, our data reveals a correlation between the medical consequence of specific mutations and Glucosylsphingosine.In summary, Glucosylsphingosine is a very promising, reliable and specific biomarker for GD