If you're looking to apply massively parallel resources to an R problem, one of the most time-consuming aspects of the problem might not be the computations themselves, but the task of setting up the cluster in the first place. You can use Amazon Web Services to set up the cluster in the cloud, but even that take some time,...
Monthly Archives: January 2011
Revolution R with Eclipse Helios
One of the reasons that I don’t often take advantage of the cool features in Revolution R is that I absolutely can’t stand their Visual Studio interface. Previously, if I wanted to run something in RevoR, I fired up the … Continue reading →
Seasonal pair trading
quanttrader.info is a good quantitative repository, where I found an idea about seasonal spreads play. The idea of seasonal pair trading differs from pairs trading in a way, that it doesn’t try to find deviation from the spread’s mean, but it looks at seasonal spread patterns. In some cases it is easier to find an
Example 8.20: Referencing lists of variables, part 2
In Example 8.19, we discussed how to refer to a group of variables with sequential names, such as varname1, varname2, varname3. This is trivial in SAS and can be done in R as we showed.It's also sometimes useful to refer to all variables which begin w...
Abusing Amazon’s Elastic MapReduce Hadoop service… easily, from R
JD Long's experimental segue package makes it easy to use Amazon's Elastic MapReduce service to fire up a Hadoop cluster and use it for non-Big Data, computationally-intensive tasks. The package provides a cluster-aware version of lapply() which "just works".
Install R Packages wherever needed
I frequently occupy computers everywhere with extensive MCMC tasks. Installing R doesn't take long, but it can be very annoying if you manually have to install dozens of R packages before your code is able to run. Well, now I use the following command ...
Install R Packages wherever needed
I frequently occupy computers everywhere with extensive MCMC tasks. Installing R doesn't take long, but it can be very annoying if you manually have to install dozens of R packages before your code is able to run. Well, now I use the following command ...
General-purpose MCMC draw saver for R
If you do MCMC with R, you probably know how nasty "bookkeeping" of draws can be. So I quickly coded up a small function which does everything for you. Every parameter has to begin with "mcmc_" or another to-be-defined string, then just run mcmcsave...
General-purpose MCMC draw saver for R
If you do MCMC with R, you probably know how nasty "bookkeeping" of draws can be. So I quickly coded up a small function which does everything for you. Every parameter has to begin with "mcmc_" or another to-be-defined string, then just run mcmcsave...
R function for extracting F-test P-value from linear model object
I thought it would be trivial to extract the p-value on the F-test of a linear regression model (testing the null hypothesis R²=0). If I fit the linear model: fit<-lm(y~x1+x2), I can't seem to find it in names(fit) or summary(fit). But summary(fit)$fstatistic does give you the F statistic, and both degrees of freedom, so I wrote this function to...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
