Blog Archives

Writing a Metropolis-Hastings within Gibbs sampler in R for a 2PL IRT model (9 posts)

November 5, 2013
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Last year, Brian Junker, Richard Patz, and I wrote an invited chapter for the (soon to be released) update of the classic text Handbook of Modern Item Response Theory (1996). The chapter is meant to be an update of the … Continue reading →

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For faster R use OpenBLAS instead: better than ATLAS, trivial to switch to on Ubuntu

July 9, 2013
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R speeds up when the Basic Linear Algebra System (BLAS) it uses is well tuned. The reference BLAS that comes with R and Ubuntu isn’t very fast. On my machine, it takes 9 minutes to run a well known R … Continue reading →

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My Stat Bytes talk, with slides and code

June 24, 2013
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On Thursday of last week I gave a short informal talk to Stat Bytes, the CMU Statistics department‘s twice a month computing seminar. Quick tricks for faster R code: Profiling to Parallelism Abstract: I will present a grab bag of … Continue reading →

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Managing memory in a list of lists data structure

April 3, 2013
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First, a confession: instead of using classes and defining methods for them, I build a lot of ad hoc data structures out of lists and then build up one-off methods that operate on those lists of lists. I think this … Continue reading →

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Getting R2WinBUGS to talk to WinBUGS 1.4 on Ubuntu 12.04 LTS

May 4, 2012
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Disclaimer 1: WinBUGS is old and not maintained. There are other packages to use, if you would like to take advantage of more modern developments in MCMC such as: PyMC which transparently implements adaptive Metropolis-Hastings proposals (among other great features), or the LaplacesDemon R package, which … Continue reading →

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R is not C

December 7, 2011
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I keep trying to write R code like it was C code. It is a habit I’m trying to break myself of. For example, the other day I need to construct a model matrix of 1′s and 0′s in the … Continue reading →

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Revolution R with Eclipse Helios

January 10, 2011
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One of the reasons that I don’t often take advantage of the cool features in Revolution R is that I absolutely can’t stand their Visual Studio interface. Previously, if I wanted to run something in RevoR, I fired up the … Continue reading →

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Messing with R packages

June 17, 2010
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This was really frustrating. I’m trying to modify a package from Matt Johnson and although I could get the package he sent me to install flawlessly, I couldn’t un-tar it, make a change, re-tar it, and then R CMD INSTALL … Continue reading →

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StatEt in Ubuntu 10.04

June 14, 2010
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I wanted a “lightweight” version of Eclipse to run R from Ubuntu. (I installed eclipse-pde using apt-get. It worked fine.) Once it was running, I installed StatEt via the “Install new software” feature from http://download.walware.de/eclipse-3.5. While it was downloading, I … Continue reading →

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Pegging your multicore CPU in Revolution R, Good and Bad

June 9, 2010
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Pegging your multicore CPU in Revolution R, Good and Bad

I take an almost unhealthy pleasure in pushing my computer to its limits. This has become easier with Revolution R and its free license for academic use. One of its best features is debugger that allows you to step through … Continue reading →

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