213 search results for "evaluation"

NBA, Logistic Regression, and Mean Substitution

April 19, 2011
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NBA, Logistic Regression, and Mean Substitution

I’m currently sitting at about 32K feet above sea level on my way from Tampa International to DIA and my options … Continue reading

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Quality comparison of floating-point maths libraries

April 10, 2011
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Quality comparison of floating-point maths libraries

What is the best way to compare the quality of floating-point math libraries (e.g., sin, cos and log)? The traditional approach for evaluating the quality of an algorithm implementing a mathematical function is based on mathematics; methods have been developed to calculate the maximum error between the calculated and the actual value. The answer produced

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Getting started with the Heritage Health Price competition

April 8, 2011
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Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

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Getting started with the Heritage Health Price competition

April 8, 2011
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Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

Read more »

Getting started with the Heritage Health Price competition

April 8, 2011
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Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

Read more »

WebSweave?

April 6, 2011
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A recent R-help post asks for examples of Sweave use for web appliations. I think there is very little out there; maybe nothing. Below is a proof of concept for web-based Sweave-ing with rApache. But, it will soon be possible to do this with R's built-in web server. The idea was to treat an Sweave

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Interestingness Measures

Interestingness Measures

Probably because I first encountered them somewhat late in my professional life, I am fascinated by categorical data types.  Without question, my favorite book on the subject is Alan Agresti’s Categorical Data Analysis (Wiley Series in Probabili...

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MCMC with errors

March 25, 2011
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MCMC with errors

I received this email last week from Ian Langmore, a postdoc in Columbia: I’m looking for literature on a subject and can’t find it:  I have a Metropolis sampler where the acceptance probability is evaluated with some error.  This error is not simply error in evaluation of the target density.  It occurs due to the

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NBA Analysis: Coming Soon!

March 21, 2011
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NBA Analysis:  Coming Soon!

I decided to spend a few hours this weekend writing the R code to scrape the individual statistics of NBA players (2010-11 only).  I originally planned to write up a few NBA-related analyses, but a friend was visiting from out … Continue reading

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Blackbox trading Strategy using Rapidminer and R II

March 8, 2011
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Blackbox trading Strategy using Rapidminer and R II



Long time without updating the blog for lack of time (again) due to new professional and personal challenges. Continuing with the strategy of Black Box, thanks to recommendations made by several readers and the lack of time to make a good tutorial of the model, I’m going to make available the file with...

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