Blog Archives

A look at the igraph package

November 13, 2014
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A look at the igraph package

by Joseph Rickert The igraph package has become a fundamental tool for the study of graphs and their properties, the manipulation and visualization of graphs and the statistical analysis of networks. To get an idea of just how firmly igraph has become embedded into the R package ecosystem consider that currently igraph lists 72 reverse depends, 59 reverse imports...

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3D Plots with ggplot2 and Plotly

November 11, 2014
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3D Plots with ggplot2 and Plotly

by Matt Sundquist Plotly, co-founder Plotly is a platform for data analysis, graphing, and collaboration. You can use ggplot2, Plotly's R API, and Plotly's web app to make and share interactive plots. Now, you can you can also make 3D plots. Immediately below are a few examples of 3D plots. In this post we will show how to make...

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Looking into a very messy data set

November 6, 2014
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Looking into a very messy data set

by Joseph Rickert I recently had the opportunity to look at the data used for the 2009 KDD Cup competition. There are actually two sets of files that are still available from this competition. The "large" file is a series of five .csv files that when concatenated form a data set with 50,000 rows and 15,000 columns. The "small"...

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A Look at the World Values Survey

November 4, 2014
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A Look at the World Values Survey

by Peggy Fan Ph.D. Candidate at Stanford's Graduate School of Education Part of my dissertation at Stanford Graduate School of Education, International Comparative Education program, is looking at the World Values Survey (WVS), a cross-national social survey that started in 1981. Since then there has been 6 waves, and the surveys include questions that capture the demographic, behaviors, personal...

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Some R Highlights from the Bay Area Data Science Camp and Unconference

October 30, 2014
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Some R Highlights from the Bay Area Data Science Camp and Unconference

by Joseph Rickert The San Francisco Bay Area Chapter of the Association of Computing Machinery (ACM) has been holding an annual Data Mining Camp and "unconference" since 2009. This year, to reflect the times, the group held a Data Science Camp and unconference, and we at Revolution Analytics were, once again, very happy to be a sponsor for the...

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Type III tests and R

October 28, 2014
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by Terry M. Therneau Ph.D. Faculty, Mayo Clinic About a year ago there was a query about how to do "type 3" tests for a Cox model on the R help list, which someone wanted because SAS does it. The SAS addition looked suspicious to me, but as the author of the survival package I thought I should understand...

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A first look at Distributed R

October 23, 2014
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A first look at Distributed R

by Joseph Rickert One of the most interesting R related presentations at last week’s Strata Hadoop World Conference in New York City was the session on Distributed R by Sunil Venkayala and Indrajit Roy, both of HP Labs. In short, Distributed R is an open source project with the end goal of running R code in parallel on data...

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The Generalized Lambda Distribution and GLDEX Package for Fitting Financial Return Data – Part 2

October 14, 2014
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The Generalized Lambda Distribution and GLDEX Package for Fitting Financial Return Data – Part 2

Part 2 of a series by Daniel Hanson, with contributions by Steve Su (author of the GLDEX package) Recap of Part 1 In our previous article, we introduced the four-parameter Generalized Lambda Distribution (GLD) and looked at fitting a 20-year set of returns from the Wilshire 5000 Index, comparing the results of two methods, namely the Method of Moments,...

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A Note on Tweedie

October 9, 2014
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A Note on Tweedie

by Joseph Rickert In a recent post I talked about the information that can be developed by fitting a Tweedie GLM to a 143 million record version of the airlines data set. Since I started working with them about a year or so ago, I now see Tweedie models everywhere. Basically, any time I come across a histogram that...

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The Generalized Lambda Distribution and GLDEX Package: Fitting Financial Return Data

October 7, 2014
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The Generalized Lambda Distribution and GLDEX Package: Fitting Financial Return Data

by Daniel Hanson, with contributions by Steve Su (author of the GLDEX package). Part 1 of a series. Introduction As most readers are well aware, market return data tends to have heavier tails than that which can be captured by a normal distribution; furthermore, skewness will not be captured either. For this reason, a four parameter distribution such as...

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