## compiler and runiregGibbs (bayesm)

April 13, 2011
By

So everyone's excited about the new R 2.13 release because of the compiler package.Apparently it is easy to get a 3x speed increase by simply compiling a function.Doing a lot of the MCMC stuff, I am particularly excited about speed in R. I just compile...

## compiler and runiregGibbs (bayesm)

April 13, 2011
By

So everyone's excited about the new R 2.13 release because of the compiler package.Apparently it is easy to get a 3x speed increase by simply compiling a function.Doing a lot of the MCMC stuff, I am particularly excited about speed in R. I just compile...

## Rcpp 0.9.4, and a paper in the Journal of Statistical Software

April 13, 2011
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A brand new 0.9.4 release of Rcpp is now on CRAN and Debian. This version contains an improvement to loading and initialization of Rcpp modules, a bug fix for vectors of factors, another build issue fix as well as (per common practice with JSS) ...

## Block diagonal matrices in R

April 13, 2011
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As far as I can tell, R doesn’t have a function for building block diagonal matrices so as I needed one, I’ve coded it myself. It might save someone some time. Example: Let m1 and m2 two square matrices. Selec … Continue reading →

## Some comments peer-review and a year of blogging

April 13, 2011
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It's been a year since I began keeping a web log. This post presents some thoughts related to the experience. Blogging is Sharing Ideas Blogging is online self-publishing. There is no faster way to share your ideas so broadly. Last year at the useR! conference (in Gaithersburg, MD, just a few months after I started

## RProtoBuf 0.2.3

April 13, 2011
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A maintenance release 0.2.3 of RProtoBuf is now on CRAN. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google. The NEWS file entry follows below: 0.2.3 2011-04-12 o Protect UINT64...

## Using R and clinical heuristics to explore the Heritage Health Prize: what do we gain?

April 13, 2011
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The recent opening of the Heritage Health Prize both represents a milestone and raises a cautionary flag. On the one hand, crowdsourced analytics prizes have never tackled anything so noble (not to discount predicting movie ratings), but on the other … Continue reading →

## CoKriging with gstat – Videotutorial

April 13, 2011
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This is the last lesson of the R Videotutorial for spatial statistics.It is all about cokriging in gstat. For this lesson I used the meuse dataset, available within gstat, for the references to this dataset take a look at the script.The videotutorial i...

## CoKriging with gstat – Videotutorial

April 13, 2011
By

This is the last lesson of the R Videotutorial for spatial statistics.It is all about cokriging in gstat. For this lesson I used the meuse dataset, available within gstat, for the references to this dataset take a look at the script.The videotutorial i...

## Screening for predictive characteristics … and a mea culpa

In my last post, I considered the UCI mushroom dataset and characterized the variables included there using four different interestingness measures.  When I began drafting this post, my intention was to consider the question of how the different m...

## Journal of Statistical Software. Vol. 40

April 12, 2011
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The latest edition of the Journal of Statistical Software is out, with plenty of interesting articles for R users. A must-read is Hadley Wickham's article on "The Split-Apply-Combine Strategy for Data Analysis", which makes a compelling argument for the use of the plyr package to partition datasets and apply sub-group analyses. Also, anyone who hasn't yet purchased a copy...

## Using tikzDevice with Sweave in R 2.13

April 12, 2011
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R 2.13 introduces an option to specify a custom graphics device in an Sweave code chunk. This is really cool and allows you to use tikzDevice output like pgfSweave does. In an pinch, say when you dont have access to any non-core packages, you can use tikzDevice output with the regular Sweave driver (RweaveLatex) more

## Video Tutorial on Robust Standard Errors

April 12, 2011
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Update: I have included a modified version of this summaryR() command as part of my package tonymisc, which extends mtable() to report robust standard errors. The tonymisc package is available on CRAN through the install.packages() command.If you have...

## Video Tutorial on Robust Standard Errors

April 12, 2011
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Update: I have included a modified version of this summaryR() command as part of my package tonymisc, which extends mtable() to report robust standard errors. The tonymisc package is available on CRAN through the install.packages() command.If you have...

## Measuring Price Dispersion of Marijuana

April 12, 2011
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The intersection of mapping APIs, fast database operations and user engagement offers a lot of very cool crowdsourcing applications ranging from the benign and powerful (Google’s Person Finder) to the minor and questionable (A DUI checkpoints app). Most intriguing in … Continue reading →

## Using R + Bioconductor to Get Flanking Sequence Given Genomic Coordinates

April 12, 2011
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I'm working on a project using next-gen sequencing to fine-map a genetic association in a gene region. Now that I've sequenced the region in a small sample, I'm picking SNPs to genotype in a larger sample. When designing the genotyping assay the lab wi...

## Using R + Bioconductor to Get Flanking Sequence Given Genomic Coordinates

April 12, 2011
By

I'm working on a project using next-gen sequencing to fine-map a genetic association in a gene region. Now that I've sequenced the region in a small sample, I'm picking SNPs to genotype in a larger sample. When designing the genotyping assay the lab wi...

## Example 8.34: lack of robustness of t test with small n

April 12, 2011
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Tim Hesterberg has effectively argued for a larger role for resampling based inference in introductory statistics courses (and statistical practice more generally). While the Central Limit Theorem is a glorious result, and the Student t-test remarkabl...

## The new R compiler package in R 2.13.0: Some first experiments

April 12, 2011
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R 2.13.0 will be released tomorrow. It contains a new package by R Core member Luke Tierney: compiler. What a simple and straightforward name, and something that Luke has been working on for several years. The NEWS file says o Package compiler is now provided as a standard package. See ...

## The new R compiler package in R 2.13.0: Some first experiments

April 12, 2011
By

R 2.13.0 will be released tomorrow. It contains a new package by R Core member Luke Tierney: compiler. What a simple and straightforward name, and something that Luke has been working on for several years. The NEWS file says o Package compiler is now provided as a standard package. See ...

## Wilcox’s Robust Statistics: A new R package

April 12, 2011
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Recently I started to build a new package for R containing Wilcox’ collection of functions for robust statistics. Wilcox provides 700+ functions for robust statistics, including: robust correlations (e.g. percentage bend correlation) robust measures of location and mean differences (e.g. … Continue reading →

Hi,in these days I'm creating lots and lots of box plot with ggplot2.The look of them is really good and you can change every bit of code so that you can customize the plot completely.Here is the code I'm using with a test data file to try it:BoxPlot.z...

## Box Plot with ggplot2

April 12, 2011
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Hi,in these days I'm creating lots and lots of box plot with ggplot2.The look of them is really good and you can change every bit of code so that you can customize the plot completely.Here is the code I'm using with a test data file to try it:BoxPlot.z...

## Historical Sources of Bond Returns with Shiller Data 1919-2011

April 11, 2011
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And as usual, I always want a longer data set, so after a little playing with R-Excel, we can extend our historical sources of bond returns to 1919.  If nothing else, maybe you can find other uses for the Shiller Dataset in R. From TimelyPort...

## Rstudio updates to beta 2

April 11, 2011
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The folks over at Rstudio have released a new update to their open-source R GUI, currently in beta test. This Beta 2 release adds more customizable layouts, editor improvements and new editing themes. Also of interest is a new feature that allows creation of graphics that update under the control of sliders and checkboxes and such. See the full...

## EC2 AMI for scientific computing in Python and R

April 11, 2011
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Like many people who crunch numbers frequently, I have increasingly been integrating Amazon’s cloud computing services into my daily workflow. In particular, I have been using their elastic cloud computing (EC2) on a regular basis. The service is an excellent way to offload computationally intensive work from your laptop for literally pennies on the

## Historical Sources of Bond Returns

April 11, 2011
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As promised in Monitoring Sources of Bond Return, we can show more history if we use CPI instead of expected inflation (from the TIP inflation breakeven yield).  Here are the results with history back to 1953. From TimelyPortfolio However, mo...