So after yesterday’s post on Simple Simulation using Copulas I got a very nice email that basically begged the question, “Dude, why are you making this so hard?” The author pointed out that if what I really want is a Gaussian correlation structure for Gaussian distributions then I could simply use the mvrnorm() function from
A friend of mine gave me a call last week and was wondering if I had a little R code that could illustrate how to do a Cholesky decomposition. He ultimately wanted to build a Monte Carlo model with correlated variables. I pointed him to a number of packages that do Cholesky decomp but then
I do some work from home, some work from an office in Chicago and some work on the road. It’s not uncommon for me to want to tunnel all my web traffic through a VPN tunnel. In one of my previous blog posts I alluded to using Amazon EC2 as a way to get around
I’ve been continuing to muck around with using R inside of Amazon Elastic Map reduce jobs. I’ve been working on abstracting the lapply() logic so that R will farm the pieces out to Amazon EMR. This is coming along really well, thanks in no small part to the Stack Overflow community. I have no
I’m kinda blown away by the number of folks who have joined the Chicago R User Group (RUG) in the last few weeks. As of this morning we have 65 people signed up for the group and 25 who have said that they are planning on attending the meetup this Thursday (yes, only 3 days
On Tuesday May 4th at 9:30 PM central, 10:30 eastern, I’ll be giving a live online presentation as part of the Vconf.org open conference series. I’ll be speaking about R and why I started using R a couple years ago. This is NOT going to be a technical presentation but rather an illustration of how
Back in November 2009 Wired wrote an article about some grad students who decided to try to stochastically model throwing darts. Because I don’t actually read printed material I didn’t see the article until a couple of months ago. My immediate thought was, “hey, I drink beer. I throw darts. I build stochastic models. Why
I think we all know that Morris Day was talking about when he wrote the lyrics to “The Bird”: Yes! Hold on now, this dance ain’t for everybody. Just the sexy people. White folks, you’re much too tight. You gotta shake your head like the black folks. You might get some tonight. Look out! That’s right, he was talking about the new
The future of math is statistics… and the language of that future is R: I’ve often thought there was way too little “statistical intuition” in the workplace. I think Author Benjamin would agree.
Rumor has it that Joe Adler, author of the O’Reilly Book R in a Nutshell, has joined Linked In as a data scientist. But that does not keep him from still pumping out some interesting content over at OReilly.com. His latest article is about lookup performance in R. He does a great job giving code
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
