I have used R for about six years now. Over the years I’ve done the majority of my coding in Linux and so R has been nothing more than a terminal. I enjoy the simplicity and purity of the terminal but...
Monthly Archives: September 2012
Some regressions on school data
Eric and I have been exchanging emails about potential analyses for the school data and he published a first draft model in Offsetting Behaviour. I have kept on doing mostly data exploration while we get a definitive full dataset, and … Continue reading →
rasterVis to the rescue
Programmers like Oscar Perpiñán Lamigueiro are the reason I love R! Oscar is the maintainer of the rasterVis package and it in this post I’ll explain why it is must have package for anyone working with the raster package in R. My latest project is focused on the NOAA’s Climate Reference Network. The details can 
Predict Bounce Rate based on Page Load Time in Google Analytics
Welcome to the second part. In the last blog post on Linear Regression with R, we have discussed about what is regression? and how it is used ? Now we will apply that learning on a specific problem of prediction. In this post, I will create a basic model to predict bounce rate as function
Linear Regression using R
Regression Through this post I am going to explain How Linear Regression works? Let us start with what is regression and how it works? Regression is widely used for prediction and forecasting in field of machine learning. Focus of regression is on the relationship between dependent and one or more independent variables. The “dependent variable”
Modifying select off-diagonal items in a matrix
This is something I have had the occasion to do, and never remember how, so this is legitimately a reminder to my future self of how to do things with off-diagonal elements of a matrix. Select rows and columns are easy: mat or mat, for...
Minimum Correlation Algorithm Speed comparison
The Minimum Correlation Algorithm is a heuristic method discovered by David Varadi. Below I will benchmark the execution speed of 2 versions of the Minimum Correlation Algorithm versus the traditional minimum variance optimization that relies on solving a quadratic programming problem. I have run the code above for n=10 (10 assets), n=100 (100 assets), n=500 
RcppArmadillo 0.3.4.2
The development of Armadillo 3.4.* continues with bug fixes and more sparse matrix support. Conrad release 3.4.2 this morning. I wrapped up the corresponding RcppArmadillo 0.3.4.2 before leaving for work, and this version should now have all CRAN mirr...
R Helper Functions
If you do a lot of R programming, you probably have a list of R helper functions set aside in a script that you include on R startup or at the top of your code. In some cases helper functions add capabilities that aren’t otherwise available. In other cases, they replicate functionality that is available
The post R...
Playing with The Circular Law in Julia
Introduction Statistically-trained readers of this blog will be very familiar with the Central Limit Theorem, which describes the asymptotic sampling distribution of the mean of a random vector composed of IID variables. Some of the most interesting recent work in mathematics has been focused on the development of increasingly powerful proofs of a similar law,
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
