We introduced Rcpp 0.10.0 with a number of very nice new features a few days ago, and the activity on the rcpp-devel mailing list has been pretty responsive which is awesome.
But because few things beat a nice example, this post tries to build some more excitement. We will illustrate how Rcpp attributes makes it really easy to add C++ code...
We introduced Rcpp 0.10.0 with a number of very nice new features a few days ago, and the activity on the rcpp-devel mailing list has been pretty responsive which is awesome.
But because few things beat a nice example, this post tries to build some more excitement. We will illustrate how Rcpp attributes makes it really easy to add C++ code...
We introduced Rcpp 0.10.0 with a number of very nice new features a few days ago, and the activity on the rcpp-devel mailing list has been pretty responsive which is awesome. But because few things beat a nice example, this post tries to build some...
I'm really looking forward to useR! 2013 (the international conference for R users), and not just because it's being held in Spain next year (July 10-12). The program is already coming together, with a great lineup of invited speakers, including R-core member Duncan Murdoch and prolific package authoR Hadley Wickham. You too can be part of the program, by...
I spotted on R-bloggers a post discussing optimising the efficiency of programming accept-reject algorithms. While it is about SAS programming, and apparently supported by the SAS company, there are two interesting features with this discussion. The first one is about avoiding the dreaded loop in accept-reject algorithms. For instance, taking the case of the truncated-at-one 
After a four month simmer on various back burners and package conflicts, I’m pleased to announce that the successor to …
I gave this talk last night to the Melbourne Users of R Network. Examples
Last week we released version 0.1.5-4 of the ChainLadder package on CRAN. The R package provides methods which are typically used in insurance claims reserving. If you are new to R or insurance check out my recent talk on Using R in Insurance.
The chain-ladder method which is a popular method in the insurance industry to forecast future...
New Events Thalesians (London) 2012 November 21: Isabel Ehrlich on “Basket Options with Smile”. Abstract: Due to the distinct lack of models for basket options that remain consistent with the market smile we look at approximations that are able to accurately replicate the volatility smile. Notably we turn to the use of an Edgeworth series … Continue reading...
A commenter on my previous blog entry has drawn my attention to an R function called hetglm() that estimates heteroskedastic probit models. This function is contained in the glmx package. The glmx package is not available on CRAN yet, but thankfully can be downloaded here. The hetglm() function has a number of computational advantages compared with 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
