Monthly Archives: February 2013

Large correlation in parallel

February 24, 2013
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Large correlation in parallel

A little improvement to the bigcor function proposed on Rmazing to compute huge correlation matrix in R, I made the function work in parallel using all the CPU cores available on the machine. The code is here.Here is a benchmark of the 2 func...

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The Wisdom of Crowds – Clustering Using Evidence Accumulation Clustering (EAC)

February 24, 2013
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The Wisdom of Crowds – Clustering Using Evidence Accumulation Clustering (EAC)

Today’s blog post is about a problem known by most of the people using cluster algorithms on datasets without given true labels (unsupervised learning). The challenge here is the “freedom of choice” over a broad range of different cluster algorithms and how to determine the right parameter values. The difficulty is the following: Every clustering algorithm and even...

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Earthquakes in Netherlands

February 24, 2013
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Earthquakes in Netherlands

In the Netherlands we have Natural Gas. Unfortunately winning this gas seems to cause some quakes. As quakes go, they are not strong. However, our buildings are not made to resist quakes, before 1986 they were unheard of, so there is some damage. It is now predicted they could get stronger and more frequent. This caused a bit of a...

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Simplify your R workflow with functions #rstats

February 24, 2013
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Simplify your R workflow with functions #rstats

Update/ Thanks to Bernd I could improve the function of how to import the data, so here’s the updated script! /Update In R, you often may have scripts or code snippets that will be reused. In such cases, you can … Weiterlesen →

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Multi-species dynamic occupancy model with R and JAGS

February 24, 2013
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Multi-species dynamic occupancy model with R and JAGS

This post is intended to provide a simple example of how to construct and make inferences on a multi-species multi-year occupancy model using R, JAGS, and the ‘rjags’ package. This is not intended to be a standalone tutorial on dynamic community occupancy modeling. Useful primary literature references include MacKenzie et al. (2002), Kery and Royle (2007), Royle and Kery...

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Copying Data from Excel to R and Back

February 23, 2013
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Copying Data from Excel to R and Back

A lot of times we are given a data set in Excel format and we want to run a quick analysis using R's functionality to look at advanced statistics or make better visualizations. There are packages for importing/exporting data from/to Excel, but I have found them to be hard to work with or only work with old versions of...

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Pareto plot with ggplot2

February 23, 2013
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A Pareto chart, named after Vilfredo Pareto, is a type of chart that contains both bars and a line graph, where individual values are represented in descending order by bars, and the cumulative total is represented by the line (quoted from Wikipedia). ...

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Two papers about RcppEigen and RcppArmadillo published

February 23, 2013
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Two papers got published recently. The first one is Bates and Eddelbuettel (2013). It is titled Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package, and provides a pretty thorough introduction to our RcppEigen package which uses Rcpp to provide access to the Eigen C++ template library from GNU R. The paper is out as Volume 50, Issue 5 at the (all...

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The Financial Crisis on Tape Part I

February 23, 2013
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The Financial Crisis on Tape Part I

Hello and welcome to Joe's Data Diner's first ever post!Today, I will touch on both R and Finance, but I'll try and make it accesible for those with an interest in either and not just Quants like myself!Almost everyone is now aware that asset correlati...

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Getting Help with R Programming: Useful Survival Skills

Getting Help with R Programming: Useful Survival Skills

Useful Resources to Learn about R on the Internet When I program in R and struggle with something, the first thing that I usually turn to is Google.  I search the relevant function or the desired outcome, and I often find the solutions within the first few hits.  They likely show up in the documentation,

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