Blog Archives

Even Simpler Multivariate Correlated Simulations

August 31, 2010
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Even Simpler Multivariate Correlated Simulations

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

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Stochastic Simulation With Copulas in R

August 30, 2010
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Stochastic Simulation With Copulas in R

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

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Starting an EC2 Machine Then Setting Up a Socks Proxy… From R!

July 16, 2010
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Starting an EC2 Machine Then Setting Up a Socks Proxy… From R!

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

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Bootstrapping the latest R into Amazon Elastic Map Reduce

June 28, 2010
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Bootstrapping the latest R into Amazon Elastic Map Reduce

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

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Chicago R Meetup: Healthier than Drinking Alone

May 24, 2010
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Chicago R Meetup: Healthier than Drinking Alone

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

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Virtual Conference: R the Language

May 3, 2010
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Virtual Conference: R the Language

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

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Simulating Dart Throws in R

April 16, 2010
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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

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Chicago R User Group… It’s for the sexy people!

April 9, 2010
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Chicago R User Group… It’s for the sexy people!

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

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The Future of Math is Statistics

April 9, 2010
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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.

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Lookup Performance in R

April 2, 2010
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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

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