A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(... [Read more...]

There's a new local R User Group in San Diego (CA, USA), and they're meeting tonight. If you're in the area, why not RSVP and come along? The topic looks great: Our speaker, Scott Wallihan, will be covering how to expand R's functionality through custom packages. This topic will be ... [Read more...]

The latest version of R from the R Project, R 2.11.0, is now available in source code form. Binaries for Windows, Mac and Linux will appear in your local CRAN mirror in the next few days. Some new features include: Support for rendering bitmap images in graphics devices, via a new ... [Read more...]

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In David Smith’s latest blog post (which, in a sense, is a continued response to the latest public attack on R), there was a comment by Barry that caught my eye. Barry wrote: Even I get caught out on R quirks after 20 years of using it. Compare letters[c(12,... [Read more...]

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Click on image for a larger version. Here is the code: par(bg="black") par(mar=c(0,0,0,0)) plot(sort(rpois(10000,100))/rpois(10000,100),frame.plot=F,pch=20,col="blue") [Read more...]

This is one way to check for the version of PGF that is installed in an automated way. First create a tex file with the following contents: \documentclass{article} \usepackage{tikz} \batchmode \makeatletter \typeout{PGFVersion=\pgfversion} \@@end Say you named it test-pgf-version.tex. Then: pdflatex test-pgf-version.tex cat test-pgf-verson.log | ... [Read more...]

I had the great pleasure of sitting down for a beer with Steve O'Grady (from the open-source analyst group RedMonk), at the MySQL conference last week. It was great to get the perspective of someone who knows the tech industry so well, sees predictive analytics as a hot area, and ... [Read more...]

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Parallel Processing backend for R under windows - installation tips and some examples. [Read more...]

There's big R, the R that I use to do most my work, the environment that makes pretty graphics, et. al. It's like matlab, only cooler. Or more cool. Or less uncool. You can see my prejudices here. Today i discovered little R. It's like big R, only little. Holy ... [Read more...]

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Last Friday and Saturday the second R / Finance conference took place in Chicago on the UIC campus. As a co-organizer, it was a great pleasure to see so many users of R in Finance---from both industry and academia---come to Chicago to discuss and sh... [Read more...]

Order this book from Amazon This book is written by the author of the ggplot2 package for R, which is a package with a design inspired by the grammar of graphics and can remove some of the effort required to put together impressive graphs. The book is just under 200 pages ... [Read more...]

The R tag on StackOverflow recently topped 1000 questions, and continues to be a great community resource for practical tips on using the R language for data analysis and visualization. To take one example, "Efficiency of operations on R data structures" has been answered with some great tips on efficiently getting ... [Read more...]

I've been travelling for the past few days (for the R/Finance 2010 conference in Chicago), so I'd missed much of the reaction to AnnMaria De Mars' article last week where she claimed that "R is an epic fail". Understandably, that inflammatory statement provoked many reactions from the R community on ... [Read more...]

In the following post, I'll create a C extension for R. This extension will iterate over all the FASTA sequences in a file and will return a pair(name,sequence) for each sequence, that is to say that I won't store all the sequences in memory.The C code... [Read more...]

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Confidence intervals and prediction intervals are used by statisticians on a regular basis. Another useful interval is the tolerance interval that describes the range of values for a distribution with confidence limits calculated to a particular percentile of the distribution. The R package tolerance can be used to create a ... [Read more...]