Functional Gradient Descent (FGD) is a method of nonparametric time series analysis, useful in particular for estimating conditional mean, variances and covariances for very high-dimensional time series. FGD is a kind of hybrid of nonparametric statis... [Read more...]

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This is a post about systems, applications, services and architectures for building and deploying analytics. Sometimes this is called analytic infrastructure. In this post, we look at several trends impacting analytic infrastructure. Trend 1. Open source analytics has reached Main Street. R, which was first released in 1996, is now [...] [Read more...]

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For my research I do Region-Of-Interest (ROI) analyses of BOLD fMRI data. That is, we look at how brain activity develops in certain predefined brain regions during an experiment. On this site I describe a script that automates these analyses, using SP... [Read more...]

Please comment on this if you know of Arabic and Kurdish language resources for learning R. I have been encouraging the economics faculty here to learn R for econometrics, both on grounds of quality and cost. Here is a short list of resources that can help new users make the ... [Read more...]

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Last week I posted a short tutorial on how to merge datasets using R. R is a free and open-source statistical computing software and programming language (get R here). The only downside is a steeper learning curve because the documentation is sparse and often difficult to understand at first. Once ... [Read more...]

TasksWrap for netMotifsSubmit Abstract for PhD RetreatRead Architecture paperÖzgür's WST data and Uli's RTCA dataAfter some searching and testing, I have began to know how to call a C function in R. The reason for doing this can be speed (for example, the convolution of two finite sequences, ... [Read more...]

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Here is a script that colors a 3D plot according to the z value (height) of each point. persp.withcol [Read more...]

I spend some time looking for an algorithm to find local extrema in a vector (time series). The solution I used is to “walk” through the vector by step larger than 1, in order to retain only one value even when the values are very noisy (see the picture at the ... [Read more...]

Just got home from a wonderful concert by Brad Mehldau at the CSO. This was long overdue as I kept reading about Mehldau. And even though he performs quite regularly around here, I had never seen him. Big mistake. The first set was performed as a (strictly acoustic) trio with ... [Read more...]

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