# Monthly Archives: July 2011

## A Plot of 250 Random Walks

July 22, 2011
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For some reason I feel like plotting some random walks. Nothing groundbreaking, but hopefully this post will be useful to someone. Here's my R code:# Generate k random walks across time {0, 1, ... , T}T <- 100k <- 250initial.value <- 10GetRa...

## Le Monde puzzle [#28]

July 22, 2011
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The puzzle of last weekend in Le Monde was about finding the absolute rank of x9 when given the relative ranks of x1,….,x8 and the possibility to ask for relative ranks of three numbers at a time. In R terms, this means being able to use or yet being able to sort the first 8

## Uwe Ligges joins R-core

July 22, 2011
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TU Dortmund professor Uwe Ligges is now a member of R-core, the group of 20 leading statisticians and computer scientists who oversee the R Project and develop and maintain the source code for the R engine and its core packages. Uwe has been very active in the R project for many years: he maintains the system that builds Windows...

## Parallel random forests using foreach

July 22, 2011
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There's been some discussion on the kaggle forums and on a few blogs about various ways to parallelize random forests, so I thought I'd add my thoughts on the issue.Here's my version of the 'parRF' function, which is based on the elegant version in the...

## Prepping for useR! 2011 – tty connection update

July 22, 2011
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I'm putting together my presentation for useR! 2011 titled "Experimenting with a tty connection for R". Hence, I've updated the tty connection patch to work with R versions 2.13.0 and 2.13.1. And, instead of re-listing the patch files and re-writing instructions on their application, I've devoted a small portion of my Code page for this

## A Quick Look At Unemployment

July 21, 2011
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Labor market tightness is defined as the vacancies or job openings rate divided by the unemployment rate.  The theory goes that as job openings increase relative to the unemployment rate a tightness is created in that workers get the upper hand in...

## Smoothing temporally correlated data

July 21, 2011
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$Smoothing temporally correlated data$

Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need … Continue reading →

July 21, 2011
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R reminds me a lot of English. It’s easy to get started, but very difficult to master. So for all those times I’ve spent… well, forever… trying to figure out the “R way” of doing something, I’m glad to share these quick wins. My recent R tutorial on mining Twitter for consumer sentiment wouldn’t have

## Smoothing temporally correlated data

July 21, 2011
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Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need to adjust our fitted models to account for the lack of independence in the model residuals. When smoothing such...