400 search results for "evaluation"

Faster Multivariate Normal densities with RcppArmadillo and OpenMP

July 13, 2013
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Faster Multivariate Normal densities with RcppArmadillo and OpenMP

The Multivariate Normal density function is used frequently in a number of problems. Especially for MCMC problems, fast evaluation is important. Multivariate Normal Likelihoods, Priors and mixtures of Multivariate Normals require numerous evaluations, thus speed of computation is vital. We show a twofold increase in speed by using RcppArmadillo, and some extra gain by using OpenMP. This project is based...

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How pqR makes programs faster by not doing things

June 30, 2013
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How pqR makes programs faster by not doing things

One way my faster version of R, called pqR (see updated release of 2013-06-28), can speed up R programs is by not even doing some operations. This happens in statements like for (i in 1:1000000) ..., in subscripting expressions like v, and in logical expressions like any(v>0) or all(is.na(X)). This is done using pqR’s internal “variant result” mechanism, which is

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A Toy Instrumental Variable Application

June 19, 2013
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A Toy Instrumental Variable Application

BCEA 1.3.0

June 18, 2013
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BCEA 1.3.0

After months of work (although to be fair, we haven't worked 100% full time on this), Andrea and I are nearly ready to publish the next release of BCEA. Andrea has done a brilliant job and is responsible for most of the good new features (NB: see ...

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Big in Japan

June 13, 2013
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Big in Japan

Inspired by this post on R-bloggers, I decided to check how BCEA was doing. Unfortunately, it does not feature in the top 100 most downloaded R packages. However, I think it's doing well $-$ considering the book (which is the main medium of advertising of the package) has...

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Top 100 R packages for 2013 (Jan-May)!

June 13, 2013
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Top 100 R packages for 2013 (Jan-May)!

(This article was first published on R-statistics blog » RR-statistics blog, and kindly contributed to R-bloggers) What are the top 100 (most downloaded) R packages in 2013? Thanks to the recent release of RStudio of their “0-cloud” CRAN log files (but without including downloads from the primary CRAN mirror or any of the 88 other CRAN mirrors), we can now answer this question...

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Sobol Sensitivity Analysis

June 10, 2013
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Sobol Sensitivity Analysis

Sensitivity analysis is the task of evaluating the sensitivity of a model output Y to input variables (X1,…,Xp). Quite often, it is assumed that this output is related to the input through a known function f :Y= f(X1,…,Xp). Sobol indices are generalizing the coefficient of the coefficient of determination in regression. The ith first order indice is the proportion of...

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Flotsam 12: early June linkathon

June 1, 2013
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A list of interesting R/Stats quickies to keep the mind distracted: A long draft Advanced Data Analysis from an Elementary Point of View by Cosma Shalizi, in which he uses R to drive home the message. Not your average elementary point of view. Good notes by Frank Davenport on starting using R with data from

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Item Analysis App – Shiny Code

May 28, 2013
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Item Analysis App – Shiny Code

Here is the code for my first Shiny App! It is the one that I posted previously with a few slight revisions. You can see it at:A Shiny R AppIn order to make any sense of this I suggest you working through the tutorial (http://www.rstudio.com/shiny/) it...

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Why doesn’t R have a MaxDiff package?

May 28, 2013
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Almost once every year someone asks if R has a package for running the MaxDiff procedure sold by Sawtooth.  One such inquiry recently received a reply with a link showing in some detail the R code needed to generate a balanced incomplete...

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