The results of 2010 INFORMS data mining competition just recently finished.  The leaders were presented at the 2010 Annual INFORMS Conference.  The 2010 INFORMS data mining competition goal was to determine short term movements in stock price... [Read more...]

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This post documents an example of using Sweave to generate individualised personality reports based on responses to a personality test. Each report provides information on both the responses of the general sample and responses of the specific respond... [Read more...]

This post provides information on (a) installing Git using the Eclipse plugin Egit. (b) uploading repositories to GitHub, and (c) links to resources on Git, Git and LaTeX, and Git and R. The focus is on version control for people working on R, Sweave, ... [Read more...]

The book Random effects and latent variable model selection, edited by David Dunson in 2008 as a Springer Lecture Note. contains several chapters dealing with evidence approximation in mixed effect models. (Incidentally, I would be interested in the story behind the  Lecture Note as I found no explanation in the backcover ... [Read more...]

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As I mentioned in a recent post, I’ve just received a copy of Advanced Markov Chain Monte Carlo Methods. Chapter 1.4 in the book (very quickly) covers random variable generation. Inverse CDF Method A standard algorithm for generating random numbers is the inverse cdf method. The continuous version of the ... [Read more...]

I've pushed a new version of the parser package to CRAN. This is the first release that depends on Rcpp, which allowed me to reduce the code size and increase its maintainability. This also features a faster version of nlines, a function that r... [Read more...]

Rcpp 0.8.9 was pushed to CRAN recently. Apart from minor bug fixes, this release concentrates on modules, with lots of new features to expose C++ functions and classes through R reference classes. The Rcpp-modules vignette has all the details, a... [Read more...]

An obvious omission in my previous post on Great-circle distance calculations in R was a lack of discussion on the computational efficiency of the various methods, and in particular comparing different implementations of the same method. One of the comments … Continue reading → [Read more...]

The LaTeX typesetting is used to create professional looking documents on a home computer. It may have a steeper learning curve than using a Word Processor, but this initial effort will often pay off reasonably quickly. The system is almost a necessity for anyone writing documents with a large amount ... [Read more...]

I’ve just received my copy of Advanced Markov Chain Monte Carlo Methods, by Liang, Liu, & Carroll. Although my PhD didn’t really involve any Bayesian methodology (and my undergrad was devoid of any Bayesian influence), I’ve found that the sort of problems I’m now tackling in systems ... [Read more...]

Conrad Sanderson released version 1.0.0 of Armadillo, his templated C++ library for linear algebra, earlier this week. So congratulations to Conrad on reaching 1.0.0! I folded his version 1.0.0 into a new release 0.2.10 of RcppArmadillo, our Rcpp-base... [Read more...]

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The increasing number of R-oriented Bayesian computational tools such as MCMCpack, MCMCglmm, DPpackage, R-INLA, spBayes, have made BUGS less and less crucial for day to day Bayesian computation. Honestly, I cannot figure out a single analysis that BUGS... [Read more...]

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With the distance matrix found in previous tutorial, we can use various techniques of cluster analysis for relationship discovery. For example, in the data set mtcars, we can run the distance matrix with hclust, and plot a dendrogram that displays a ... [Read more...]

Feature selection is the data mining process of selecting the variables from our data set that may have an impact on the outcome we are considering. For commercial data mining, which is often characterised by having too many variables for model building, this is an important step in the analysis ... [Read more...]

In connection with Le Monde puzzle #46, I eventually managed to write an R program that generates graphs with a given number n of nodes and a given number k of edges leaving each of those nodes. (My early attempt was simply too myopic to achieve any level of success when ... [Read more...]

Kaggle, the predictive-analytics competition site, has analyzed the preferences of the 2,500 data scientists who participate in its competitions, and R was the most-preferred software of the competitors at 22.5%. The next-nearest alternative was Matlab, at 16%. On a related note, the premier of the Australian state of New South Wales has just ... [Read more...]