Revolution Newsletter: February 2013

February 25, 2013
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full February edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Case study: Real-Time Marketing Analytics. Online advertising technology company Exelate uses predictive models to...

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Course: Statistical Practice in Epidemiology with R

February 25, 2013
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Course: Statistical Practice in Epidemiology with R

Statistical Practice in Epidemiology with R is a one week course aimed at promoting the use of R among epidemiologists. This annual course has been running almost every year since 2004. This year, the course will take place from 23 … Continue reading →

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Reproducible research with R, Knitr, Pandoc and Word

February 25, 2013
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Add references and a style sheet Below I briefly outline why Pandoc is an essential part of my research workflow, and demonstrate how to seamlessly integrate it with a bibliographic system and code written in R to produce high quality word or pdf documents. I also...

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Portfolio tests of predicted returns

February 25, 2013
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Portfolio tests of predicted returns

Exploring the quality of predictions using random portfolios and optimization. Previously “Simple tests of predicted returns” showed a few ways to look at expected returns at the asset level.  Here we move to the portfolio level. The previous post focused on correlation.  Win Vector Blog points out that gauging prediction quality using correlation can be … Continue reading...

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Optimizing a multi-modal function with a two step anneal method.

February 24, 2013
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Optimizing a multi-modal function with a two step anneal method.

I have been working on a reliable optimization method for this crazy function. f.egg<-function(x,y){ (2+cos(x)+cos(y))/(100+x^2+y^2) } I noticed that if I had a large variance in the random normal generator, the optimizer would jump all over t...

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Optimizing a multi-modal function with a two step anneal method.

February 24, 2013
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Optimizing a multi-modal function with a two step anneal method.

I have been working on a reliable optimization method for this crazy function. f.egg<-function(x,y){ (2+cos(x)+cos(y))/(100+x^2+y^2) } I noticed that if I had a large variance in the random normal generator, the optimizer would jump all over t...

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MLB runs allowed by team

February 24, 2013
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Or, How good were the Maddux/Glavine-era Braves?In this on-going series of posts about run scoring in Major League Baseball, for this installment I'll turn the equation around and look at runs allowed.  In order to account for the changing run scoring environments, the runs allowed by individual teams is compared to the league average for that season,...

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R Bootcamp Materials!

February 24, 2013
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R Bootcamp Materials!

Learn about ColoRs in R!Analyze model results with custom functions.Good and Bad GraphicsTo train new employees at the Wisconsin Department of Public Instruction, I have developed a 2-3 day series of training modules on how to get work done in R. These...

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Rcpp class in Sat 9 Mar in NYC

February 24, 2013
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Join Dirk Eddelbuettel for six hours of detailed and hands-on instructions and discussions around Rcpp, RInside, RcppArmadillo, RcppGSL and other packages . . . Rcpp has become the most widely-used language extension for R. Currently deployed by 103 CRAN packages and a further 10 BioConductor packages, it permits users and developers to pass “whole R The post Rcpp...

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Ten Things the Emacs Social Science Starter Kit gives you

February 24, 2013
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I recently made some updates to the Emacs Social Science Starter Kit. I maintain the SSSK for my own convenience, but other people have found it useful as well. By now there are a lot of little bits and pieces in the kit, so I thought it might be usefu...

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Ten Things the Emacs Social Science Starter Kit gives you

February 24, 2013
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I recently made some updates to the Emacs Social Science Starter Kit. I maintain the SSSK for my own convenience, but other people have found it useful as well. By now there are a lot of little bits and pieces in the kit, so I thought it might be usefu...

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the BUGS Book [guest post]

February 24, 2013
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the BUGS Book [guest post]

(My colleague Jean-Louis Fouley, now at I3M, Montpellier, kindly agreed to write a review on the BUGS book for CHANCE. Here is the review, en avant-première! Watch out, it is fairly long and exhaustive! References will be available in the published version. The additions of book covers with BUGS in the title and of the corresponding

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Dynamic community occupancy modeling with R and JAGS

February 24, 2013
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Dynamic community occupancy modeling with R and JAGS

This post is intended to provide a simple example of how to construct and make inferences on a multi-species multi-year occupancy model using R, JAGS, and the ‘rjags’ package. This is not intended to be a standalone tutorial on dynamic community occupancy modeling. Useful primary literature references include MacKenzie et al. (2002), Kery and Royle (2007), Royle and Kery...

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Workflow w/ reports package

February 24, 2013
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Workflow w/ reports package

NOTE: THIS IS NOW A PACKAGE SEE THIS LINK FOR DETAILS Let me start with a video for people who just want to see what I’m demo-ing first: I’ve been interested in speeding up workflow lately and spending a lot … Continue reading →

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Simple Count Probability

February 24, 2013
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Simple Count Probability

Data can take the form of counts: Compliments or complaints received Items returned Number of E. coli cases Data can also be expressed in rates: Percent of web traffic from a user permissions type Percent of businesses in a region passing a safety audit A random variable X has the Poisson distribution with parameter lambda

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Major update to the R-package geomorph

February 24, 2013
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Hi Folks,We have just completed a major update to the R-package geomorph:software for geometric morphometric analyses in R.  Included are several new functions to  carry out additional GM analyses, as well as enhancements of existing function...

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Copying Data from Excel to R and Back

February 24, 2013
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Copying Data from Excel to R and Back

A lot of times we are given a data set in Excel format and we want to run a quick analysis using R's functionality to look at advanced statistics or make better visualizations. There are packages for importing/exporting data from/to Excel, but I have f...

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Large correlation in parallel

February 24, 2013
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Large correlation in parallel

A little improvement to the bigcor function proposed on Rmazing to compute huge correlation matrix in R, I made the function work in parallel using all the CPU cores available on the machine. The code is here.Here is a benchmark of the 2 func...

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The Wisdom of Crowds – Clustering Using Evidence Accumulation Clustering (EAC)

February 24, 2013
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The Wisdom of Crowds – Clustering Using Evidence Accumulation Clustering (EAC)

Today’s blog post is about a problem known by most of the people using cluster algorithms on datasets without given true labels (unsupervised learning). The challenge here is the “freedom of choice” over a broad range of different cluster algorithms and how to determine the right parameter values. The difficulty is the following: Every clustering algorithm and even...

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Earthquakes in Netherlands

February 24, 2013
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Earthquakes in Netherlands

In the Netherlands we have Natural Gas. Unfortunately winning this gas seems to cause some quakes. As quakes go, they are not strong. However, our buildings are not made to resist quakes, before 1986 they were unheard of, so there is some damage. It is now predicted they could get stronger and more frequent. This caused a bit of a...

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Simplify your R workflow with functions #rstats

February 24, 2013
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Simplify your R workflow with functions #rstats

Update/ Thanks to Bernd I could improve the function of how to import the data, so here’s the updated script! /Update In R, you often may have scripts or code snippets that will be reused. In such cases, you can … Weiterlesen →

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Multi-species dynamic occupancy model with R and JAGS

February 24, 2013
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Multi-species dynamic occupancy model with R and JAGS

This post is intended to provide a simple example of how to construct and make inferences on a multi-species multi-year occupancy model using R, JAGS, and the ‘rjags’ package. This is not intended to be a standalone tutorial on dynamic community occupancy modeling. Useful primary literature references include MacKenzie et al. (2002), Kery and Royle (2007), Royle and Kery...

Read more »

Copying Data from Excel to R and Back

February 23, 2013
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Copying Data from Excel to R and Back

A lot of times we are given a data set in Excel format and we want to run a quick analysis using R's functionality to look at advanced statistics or make better visualizations. There are packages for importing/exporting data from/to Excel, but I have found them to be hard to work with or only work with old versions of...

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Pareto plot with ggplot2

February 23, 2013
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A Pareto chart, named after Vilfredo Pareto, is a type of chart that contains both bars and a line graph, where individual values are represented in descending order by bars, and the cumulative total is represented by the line (quoted from Wikipedia). ...

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Two papers about RcppEigen and RcppArmadillo published

February 23, 2013
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Two papers got published recently. The first one is Bates and Eddelbuettel (2013). It is titled Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package, and provides a pretty thorough introduction to our RcppEigen package which uses Rcpp to provide access to the Eigen C++ template library from GNU R. The paper is out as Volume 50, Issue 5 at the (all...

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The Financial Crisis on Tape Part I

February 23, 2013
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The Financial Crisis on Tape Part I

Hello and welcome to Joe's Data Diner's first ever post!Today, I will touch on both R and Finance, but I'll try and make it accesible for those with an interest in either and not just Quants like myself!Almost everyone is now aware that asset correlati...

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Getting Help with R Programming: Useful Survival Skills

Getting Help with R Programming: Useful Survival Skills

Useful Resources to Learn about R on the Internet When I program in R and struggle with something, the first thing that I usually turn to is Google.  I search the relevant function or the desired outcome, and I often find the solutions within the first few hits.  They likely show up in the documentation,

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Simulating Population Growth in Cities Using R

February 23, 2013
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Simulating Population Growth in Cities Using R

R is great for anyone who wants to get started on learning Simulation. (Both Discrete Event or Agent-based, with stochastic elements in the process.) This post is inspired by Matt Asher's "quick-and-dirty" R simulation work on Population Growth. Matt u...

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from OTU table to HEATMAP!

February 23, 2013
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from OTU table to HEATMAP!

In this tutorial you will learn: what is a heatmap how to create a clean, highly customizable heatmap using heatmap.2 in the gplots package in R how to remove samples with poor output (not very many sequences) how to rearrange your samples by a metadata category how to make a color coded bar above the heatmap

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