November 2011

Book shoppin’…

November 24, 2011 | Manos Parzakonis

I honestly have no book on R programming. In fact I have not a single book on programming at all (my coding proves that ;x). I am pretty sure that I am gonna order (just did!) that book. You can get a look of Matloff’s text here (= pdf for ...
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Bringing 64-bit data to R

November 24, 2011 | Stephanie Taylor

The R programming language has become one of the standard tools for statistical data analysis and visualization, and is widely used by Google and many others. The language includes extensive support for working with vectors of integers, numerics (doubles), and many other types, but has lacked support for 64-bit integers. ... [Read more...]

Define intermediate color steps for colorRampPalette

November 24, 2011 | Marc in the box

The following function, color.palette(), is a wrapper for colorRampPalette() and allows some increased flexibility in defining the spacing between main color levels. One defines both the main color levels (as with colorRampPalette) and an optional vector containing the number of color levels that should be put in between at ... [Read more...]

Empirical Orthogonal Function (EOF) Analysis for gappy data

November 24, 2011 | Marc in the box

The following is a function for the calculation of Empirical Orthogonal Functions (EOF). For those coming from a more biologically-oriented background and are familiar with Principal Component Analysis (PCA), the methods are similar. In the climate sciences the method is usually used for the decomposition of a data field into ... [Read more...]

If you are writing a book on Bayesian statistics

November 23, 2011 | Luis

This post is somewhat marginal to R in that there are several statistical systems that could be used to tackle the problem. Bayesian statistics is one of those topics that I would like to understand better, much better, in fact. … Continue reading → [Read more...]

Andrew gone NUTS!

November 23, 2011 | xi'an

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) ... [Read more...]

DecisionStats review of Revolution R Enterprise 5.0

November 23, 2011 | David Smith

At the DecisionStats blog, Ajay Ohri has published his review of Revolution R Enterprise 5.0. The review includes a slideshow highlighting some of the features of the new release, including the expanded code snippets manager and the new cluster job manager. It's well worth checking out if you'd like a quick ... [Read more...]

Prague Half Marathon Ranking: 2% or 25% missing?

November 23, 2011 | Petr Simecek

I am a regular participant of Prague International Half Marathon. In a mass event like this the horde of runners needs a long time to reach the starting line. To make the times mutually comparable the “start time” is measured and afterwards subtracted from the “finish time”. Also the crowd ...
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Volume by Price Charts using R

November 23, 2011 | Market Analyzer

R-Bloggers is a wonderful site which offers some great ideas for analysis.While I have been busy of late, hence could not do much with R, I was inspired by this post by Eric Nguyen on Volume by Price chart. This chart can be used with a great effe... [Read more...]

Why we need to deal with big data in R

November 22, 2011 | David Smith

Responding to the birth rates analysis in the post earlier this week on big-data analysis with Revolution R Enterprise, Luis Apiolaza asks at the Quantum Forests blog, do we really need to deal with big data in R? My basic question is why would I want to deal with all ... [Read more...]

Misleading Statistics: Too much risk without a financial adviser?

November 22, 2011 | BioStatMatt

This popular article references a report by financial consulting firms that makes a fairly convincing argument (even though they mostly neglect inferential statistics, and some parts of their argument are misleading, or otherwise not convincing) that 401(k) participants who accept "help" from financial experts take less risk and have better ... [Read more...]

Magical RUT with GIST

November 22, 2011 | klr

In search of better ways to post my R code, I finally discovered how GIST can help make my R blogging easier.  I know I am way behind, and I apologize to my loyal readers for my shortcomings.  Here is yesterday’s Magical Russell 2000 code u...
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Time series cross-validation 2

November 22, 2011 | Zach Mayer

In my previous post, I shared a function for parallel time-series cross-validation, based on Rob Hyndman's code.  I thought I'd expand on that example a little bit, and share some additional wrapper functions I wrote to test other forecasting&nbsp... [Read more...]
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