Monthly Archives: July 2013

Calculate RMSE and MAE in R and SAS

July 12, 2013
By
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 →

Read more »

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

July 12, 2013
By

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...

Read more »

An Introduction to Collaborative Filtering

July 12, 2013
By
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

Read more »

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...

Read more »

Longer-history back-tests

July 11, 2013
By
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

Read more »

Generate UUIDs in R

July 11, 2013
By

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...

Read more »

Lambda.r 1.1.2 released to CRAN

July 11, 2013
By
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 »

Read more »

Detecting regime change in irregular time series

July 11, 2013
By
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 »

Read more »

Let’s Make a Date: Date and Time classes in R

July 11, 2013
By

<p>Loading ...</p>

Read more »

rxDTree(): a new type of tree algorithm for big data

July 11, 2013
By

by Joseph Rickert The rxDTree() function included in the RevoScaleR package distributed with Revolution R Enterprise is an an example of a new class of algorithms that are being developed to deal with very large data sets. Although the particulars differ, what these algorithms have in common is the use of approximations, methods of summarizing or compressing data and...

Read more »