Monthly Archives: July 2013

From Whale Calls to Dark Matter: Competitive Data Science with R and Python

July 12, 2013
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From Whale Calls to Dark Matter: Competitive Data Science with R and Python

Back in June I gave a fun talk at Montreal Python on some of my dabbling in the competitive data science scene. The good people at Savior-fair Linux recorded the talk and have edited it all together into a pretty slick video. If you can spare twenty-minutes or so, have a look. If you want

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UseR! 2013: it’s a wrap!

July 12, 2013
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UseR! 2013: it’s a wrap!

Steve Scott (Google) presents at useR! 2013, July 12 2013 The 2013 UseR! conference has drawn to a close in Albacete, Spain. The conference organizers did a fantastic job putting together a jam-packed presentation and social program for the 350+ R users in attendance. Here are just a few of my highlights from the last couple of days: Duncan...

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Calculate RMSE and MAE in R and SAS

July 12, 2013
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Calculate RMSE and MAE in R and SAS

Here is code to calculate RMSE and MAE in R and SAS. RMSE (root mean squared error), also called RMSD (root mean squared deviation), and MAE (mean absolute error) are both used to evaluate models. MAE gives equal weight to all errors, while RMSE gives extra weight to large errors. Continue reading →

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Course Materials from useR! 2013 R/Bioconductor for Analyzing High-Throughput Genomic Data

July 12, 2013
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At last week's 2013 useR! conference in Albacete, Spain, Martin Morgan and Marc Carlson led a course on using R/Bioconductor for analyzing next-gen sequencing data, covering alignment, RNA-seq, ChIP-seq, and sequence annotation using R. The course mate...

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An Introduction to Collaborative Filtering

July 12, 2013
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An Introduction to Collaborative Filtering

A typical consumer today uses multiple devices to surf the web and interact in many ways with your eCommerce business. For most stores, maximizing conversion and increasing order size in this environment is not only an enormous challenge, but also an incredible opportunity. eCommerce stores also have a variety of marketing channels be it e-mail

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Popularity bigdata / large data packages in R and ffbase useR presentation

Popularity bigdata / large data packages in R and ffbase useR presentation

(This article was first published on BNOSAC - Belgium Network of Open Source Analytical Consultants, and kindly contributed to R-bloggers) A few weeks ago, Rstudio released it's download logs, showing who downloaded R packages through their CRAN mirror. More info: http://blog.rstudio.org/2013/06/10/rstudio-cran-mirror/ This is very nice information and it can be used to show the popularity of packages with R, which has...

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Longer-history back-tests

July 11, 2013
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Longer-history back-tests

One of the important steps of evaluating new trading idea or strategy is to see how it behaved historically (i.e. create back-test and examine the equity curve in different economic and market conditions) However, creating a long back-test is usually problematic because most ETFs do not have a long price history. One way to alleviate

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Generate UUIDs in R

July 11, 2013
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Here a snippet of R to generate a Version 4 UUID. Dunno why there wouldn't be an official function for that in the standard libraries, but if there is, I couldn't find it. ## Version 4 UUIDs have the form: ## xxxxxxxx-xxxx-4xxx-yxxx-xxxxxxxxxxxx ## where x is any hexadecimal digit and ## y is one...

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Lambda.r 1.1.2 released to CRAN

July 11, 2013
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Lambda.r 1.1.2 released to CRAN

This was mostly a bug scrub to improve the stability and robustness of the package. As always, the package is …Continue reading »

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Detecting regime change in irregular time series

July 11, 2013
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Detecting regime change in irregular time series

In my current research, I am modeling consumer spending behavior to predict future income and spending. To do this I …Continue reading »

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