Monthly Archives: January 2013

Performance Benchmark of Running Sum Functions

January 6, 2013
By

First, let us consider a running sum function in pure R. To get started, I looked at the source code of the TTR package to see the algorithm used in runSum. The runSum function uses a Fortran routine to compute the running/rolling sum of a vector. The ...

Read more »

Using the Rcpp Timer

January 6, 2013
By

Sine the 0.10.2 release, Rcpp contains an internal class Timer which can be used for fine-grained benchmarking. Romain motivated Timer in a post to the mailing * list where Timer is used to measure the different components of the costs of random number...

Read more »

The statistics software signal

January 5, 2013
By

Tyler Cowen links to a post by Sean Taylor, who writes the following about users of R: You are willing to invest in learning something difficult. You do not care about aesthetics, only availability of packages and getting results quickly. To me, R is easy and Sas is difficult. I once worked with some students The post The...

Read more »

R/Finance 2013 Call for Papers

January 5, 2013
By
R/Finance 2013 Call for Papers

It’s that time of year again – we’ve just posted our Call for Papers for the R/Finance 2013 conference, which focuses on applied finance using R. This is our fifth annual conference, again organized by a group of R package authors and community contributors and hosted by the International Center for Futures and Derivatives (ICFD)

Read more »

Monotonic deshrinking in weighted averaging models

January 5, 2013
By
Monotonic deshrinking in weighted averaging models

Weighted averaging regression and calibration is the most widely used method for developing a palaeolimnological transfer function. Such models are used to reconstruct properties of the past lake environment such as pH, total phosphorus, and water temperature with, it has … Continue reading →

Read more »

Infinite generators in R

January 5, 2013
By
Infinite generators in R

This is first in a series of posts about creating simulations in R. As a foundational discussion, I first look …Continue reading »

Read more »

What’s that “pre- and post-multiply” stuff?

January 5, 2013
By

Often in SEM scripts you will see matrices being pre- and post-multiplied by some other matrix. For instance, this figures in scripts computing the genetic correlation between variables. How does pre- and post-multiplying a variance...

Read more »

National identification number: Finland part 3

January 5, 2013
By

Last part of our short series about the Finnish social security number (Fssn). You can check part 1 here, and part 2 here. This last post we are interested in generating random Fssn's. This has no real world applications. It is just a coding excercis...

Read more »

National identification number: Finland part2

January 5, 2013
By

Continuing our theme from last time. The Finnish social security number (FSSn) has the form xxxxxxyzzzq, where the check digit is q. If you want to check if the FSSn is real the check digit is matched to the remainder of xxxxxxzzz / 31. The check di...

Read more »

Calling R Functions from C++

January 5, 2013
By

At its very essence, Rcpp permits easy access to native R objects at the C++ level. R objects can be simple vectors, list or matrices; compound data structures created from these; objects of S3, S4 or Reference Class vintage; or language objects a...

Read more »