Monthly Archives: December 2010

inline 0.3.8

December 7, 2010
By

Romain pushed verion 0.3.8 of inline to CRAN earlier today, and I just updated the Debian package.This version adds an internal performance enhancement which is obtained by making due with fewer reads. The short NEWS file entry follows:0.3.8 2...

Read more »

Big Data Logistic Regression with R and ODBC

December 7, 2010
By
Big Data Logistic Regression with R and ODBC

Recently I've been doing a lot of work with predictive models using logistic regression.  Logistic regression is great for determing probable outcomes of a independent binary target variable.  R is a great tool for accomplishing this task.&nb...

Read more »

Big Data Logistic Regression with R and ODBC

December 7, 2010
By
Big Data Logistic Regression with R and ODBC

Recently I've been doing a lot of work with predictive models using logistic regression.  Logistic regression is great for determing probable outcomes of a independent binary target variable.  R is a great tool for accomplishing this task.&nb...

Read more »

R Workflow

December 7, 2010
By
R Workflow

When working with R you end up using a large number of datasets, packages, functions, objects, output files, workspaces, etc.  It can get a bit overwhelming trying to keep everything organized.  That is why a consistent, well-organized workf...

Read more »

Bayesian model selection

December 7, 2010
By
Bayesian model selection

Last week, I received a box of books from the International Statistical Review, for reviewing them. I thus grabbed the one whose title was most appealing to me, namely Bayesian Model Selection and Statistical Modeling by Tomohiro Ando. I am indeed interested in both the nature of testing hypotheses or more accurately of assessing models,

Read more »

Build RQuantLib on 32-bit Windows

December 7, 2010
By

Before you start, note that there is now a Windows binary of RQuantLib is available on CRAN.Due to a change in how R-2.12.0 is built, CRAN maintainers could no longer provide a Windows binary of RQuantLib with the QuantLib library they had been using....

Read more »

Build RQuantLib on 32-bit Windows

December 7, 2010
By

Before you start, note that there is now a Windows binary of RQuantLib is available on CRAN.Due to a change in how R-2.12.0 is built, CRAN maintainers could no longer provide a Windows binary of RQuantLib with the QuantLib library they had been using....

Read more »

Finding roots of functions in actuarial science

December 7, 2010
By
Finding roots of functions in actuarial science

The following simple code can be used to find roots of functions (based on the secant algorithm), secant=function(fun, x0, x1, tolerence=1e-07, niter=500){for ( i in 1:niter ) { x2 <- x1-fun(x1)*(x1-x0)/(fun(x1)-fun(x0)) if (abs(fun(x2)) < to...

Read more »

Kendall Rank Coefficient by GPU

December 7, 2010
By
Kendall Rank Coefficient by GPU

The correlation coefficient is a measurement of correlation between two random variables. While its computation is straightforward, it is not readily applicable to non-parametric statistics.read more

Read more »

Webinar: Revolution R is 100% R and More

December 7, 2010
By

I'll be hosting a webinar tomorrow (Wednesday) aimed at R users who want to know more about how Revolution R Enterprise extends open source R for big data, Web services, multi-core processing, debugging and more. For R users at schools and universities, I'll also explain how you can download and use Revolution R Enterprise free of charge. The full...

Read more »