This post is somewhat marginal to R in that there are several statistical systems that could be used to tackle the problem. Bayesian statistics is one of those topics that I would like to understand better, much better, in fact. … Continue reading →

This post is somewhat marginal to R in that there are several statistical systems that could be used to tackle the problem. Bayesian statistics is one of those topics that I would like to understand better, much better, in fact. … Continue reading →

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the

At the DecisionStats blog, Ajay Ohri has published his review of Revolution R Enterprise 5.0. The review includes a slideshow highlighting some of the features of the new release, including the expanded code snippets manager and the new cluster job manager. It's well worth checking out if you'd like a quick overview of what's new in the latest release....

When I was making the slides for a lecture on using Sweave to incorporate R and LaTeX I was unpleasantly surprised at how tedious it can be to extract statistical values and print them in proper LaTeX code. For example, consider a … Continue reading →

I have given a course on using LaTeX for psychological researchers. This course consisted of four lectures in which I discussed the following subjects: how to obtain a LaTeX distribution How to use LaTeX to write professional scientific reports How to use … Continue reading →

I am a regular participant of Prague International Half Marathon. In a mass event like this the horde of runners needs a long time to reach the starting line. To make the times mutually comparable the “start time” is measured and afterwards subtracted from the “finish time”. Also the crowd is organized to corridors in such...

Responding to the birth rates analysis in the post earlier this week on big-data analysis with Revolution R Enterprise, Luis Apiolaza asks at the Quantum Forests blog, do we really need to deal with big data in R? My basic question is why would I want to deal with all those 100 million records directly in R? Wouldn’t it...

This popular article references a report by financial consulting firms that makes a fairly convincing argument (even though they mostly neglect inferential statistics, and some parts of their argument are misleading, or otherwise not convincing) that 401(k) participants who accept "help" from financial experts take less risk and have better returns than those who do

Matt Chandler vs. Mark Driscoll I came across an interesting API from Viral Heat which is capable of “Sentiment Analysis.” This analysis is designed to capture the sentiment of a statement by ranking it on a scale from -1 to 1. For instance, a chipper sentence like “The smell of roses makes me giddy!” is

RPostgreSQL goes back to a topic suggestion I had made for the Google Summer of Code 2008, and specifically for the R Project participation that year. And Sameer Kumar Prayaga (whom I then mentored for the project) did a fine job that summer putting t...

Revolution R Enterprise 5.0, which we announced last week, is now available for free download to students and faculty at academic institutions worldwide. If you've downloaded Revolution R Enterprise via the academic program before and are on the mailing list, you will have already received an email with download instructions; if not, just complete the form linked below and...

Be careful if you have global daily data. The issue Markets around the world are open at different times. November 21 for the Tokyo stock market is different from November 21 for the London stock market. The New York stock market has yet a different November 21. The effect The major effect is that correlations … Continue reading...

I've been working on an example of the new Graph Template Language from SAS. As I don't have direct access to SAS 9.2, I've been developing via email with a friend that does.In the meantime, I thought I would start to investigate some of the performance properties of R. I work in the financial risk industry and I often...