Is it that stupid to make extremely long term forecast when studying mortality ?

December 14, 2010
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Is it that stupid to make extremely long term forecast when studying mortality ?

I received recently a comment by FCA (here) who raised an important question, about forecast in dynamic mortality models. (S)he mentioned that from his(her) point of view, the econometric models I considered were "good to predict for the next, say,...

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RcppDE 0.1.0

December 13, 2010
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A new package RcppDE has been uploaded in a first version 0.1.0 to CRAN. It provides differential evolution optimisation---a variant of stochastic optimisation that is similar to genetic algorithms but particularly suitable for the floating-point repr...

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Adap’skiii [latest]

December 13, 2010
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Adap’skiii [latest]

Just to point out there still is room for more participants to the Adap’skiii workshop! We have now reached 60 participants for this Utah workshop and would welcome more, quite obviously! All participants are also free to present a poster on the evening of the 4th, in the bar. Filed under: pictures, R, Statistics, Travel,

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Machine Learning and Data Mining with R

December 13, 2010
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The San Francisco Bay Area ACM runs several courses on data mining and machine learning with R. Machine Learning 101 deals primarily with supervised learning problems, and Machine Learning 102 covers unsupervised learning and fault detection. Machine Learning 101 & 102 were most recently presented by Mike Bowles & Tricia Hoffman in September, and the lecture notes and class...

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Example 8.18: A Monte Carlo experiment

December 13, 2010
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Example 8.18: A Monte Carlo experiment

In recent weeks, we've explored methods to fit logistic regression models when a state of quasi-complete separation exists. We considered Firth's penalized likelihood approach, exact logistic regression, and Bayesian models using Markov chain Monte Ca...

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Video of Reproducible Research with R: Melbourne R Users 1st Dec 2010

December 13, 2010
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As previously mentionedI gave a talk at Melbourne R Users Group titled "Reproducible Research and R Workflow". It covered technologies including LaTeX, Sweave, R, make, Eclipse, and git. This post shares the video. I'd like to thank Pedro Olaya for fi...

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Video of Reproducible Research with R: Melbourne R Users 1st Dec 2010

December 13, 2010
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As previously mentionedI gave a talk at Melbourne R Users Group titled "Reproducible Research and R Workflow". It covered technologies including LaTeX, Sweave, R, make, Eclipse, and git. This post shares the video. I'd like to thank Pedro Olaya for ...

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Some quibbles about “The R Book” by Michael Crawley

December 13, 2010
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Some quibbles about “The R Book” by Michael Crawley

A friend recently bought The R Book and I said I would tell him of problems that I’ve noticed with it.  You can eavesdrop. Page 4 The word “library” is used instead of “package”.  This (common)  error substantially raises the blood pressure of some people — probably to an unwarranted extent. An R package is … Continue reading...

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Ghcn V3 Metadata improvements

December 12, 2010
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Ghcn V3 Metadata improvements

The Global Historical Climate Network  (GHCN) is in it’s beta stage. On of the stated goals of the project is to improve the metadata that is provided for the station data.  Over the past few months several independent volunteers have been focusing on the issue of station metadata, each with their own focus. Ron Broberg

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Using R for Introductory Statistics, Chapter 4

December 12, 2010
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Using R for Introductory Statistics, Chapter 4

Chapter 4 of Using R for Introductory Statistics gets us started working with multivariate data. The question is: what are the relationships among the variables? One way to go about answering it is by pairwise comparison of variables. Another technique is to divide the data into categories by the values of some variables and...

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Using R for Introductory Statistics, Chapter 4

December 12, 2010
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Using R for Introductory Statistics, Chapter 4

Chapter 4 of Using R for Introductory Statistics gets us started working with multivariate data. The question is: what are the relationships among the variables? One way to go about answering it is by pairwise comparison of variables. Another techniq...

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Academic Jargon: Field-Specific Insults

December 12, 2010
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Every academic field seems to develop a set of generic insults based on their intellectual toolkit. Here are two examples I hear often: Probabilists and Statisticians: “I think that’s an interesting case, but it’s in a set with measure zero.” Economists: “X group’s behavior is clearly rent-seeking.” Do any readers have good examples from other

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Visualizing Agricultural Subsidies by Kentucky County

December 12, 2010
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Visualizing Agricultural Subsidies by Kentucky County

In this post,  I provide results from my first full blown application of R to read, merge, clean, subset, manipulate, analyze and visualize data related to agricultural subsidies by Kentucky counties. This is very similar to the work I do on a daily basis, and was a great test of the capabilities of doing these tasks open source...

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R with Vim on Mac OS X

December 12, 2010
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R with Vim on Mac OS X

The built-in script editor for the Mac OS X R GUI actually isn’t bad. In fact it is much better than its Window’s counterpart. In particular, it has: Syntax highlighting Auto-completion Bracket matching Auto-indent Block code execution (with blocked command history) However, when coding in R and pretty much any other language, Vim has always

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R Code Example for Neural Networks

December 12, 2010
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R Code Example for Neural Networks

See also NEURAL NETWORKS. In this past June's issue of R journal, the 'neuralnet' package was introduced. I had recently been familiar with utilizing neural networks via the 'nnet' package (see my post on Data Mining in A Nutshell) but I find the neuralnet package more useful because it will allow you to actually plot...

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Load R packages…directly from cran if needed

December 12, 2010
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Load R packages…directly from cran if needed

R works in many ways and on many different OSes which is great, but it also means that if you share a piece of code the recipient may need to install packages to make it work. One thing that I do (adapted from a trick my friend Paul Jin showed me) is use the following

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White Bull, An Algorithm in R

December 11, 2010
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White Bull, An Algorithm in R

Algorithms are curious creatures. They behave in a very predictable way. They do as they are told and do it the same way every time. What they lack in imagination, they make up in reliability. You cannot talk an algorithm into saying something it's not...

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Keeping R libraries in sync between different computers using Dropbox

December 11, 2010
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We have a few computers including laptops in our network which all use R (r-project.org) for statistics. We use Dropbox to keep all our files in sync and we are all on ubuntu. The problem was that we wanted to keep our R installations in sync so we don’t have different libraries and settings everywhere.

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Keeping R libraries in sync between different computers using Dropbox

December 11, 2010
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We have a few computers including laptops in our network which all use R (r-project.org) for statistics. We use Dropbox to keep all our files in sync and we are all on ubuntu. The problem was that we wanted to keep our R installations in sy...

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socialR: Reproducible Research & Notebook integration with R

December 10, 2010
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socialR: Reproducible Research & Notebook integration with R

I’ve created an R package that uses social media tools for reproducible research.  The goal of the package is this: whenever I run a code, output figures are automatically added to my figure repository (Flickr), linked to the timestamped version of the code that produced them in the code repository.  Figures should be tagged by

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Confidence bands with lattice and R

December 10, 2010
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Confidence bands with lattice and R

If you use lattice with R, and you need to plot confidence limits in your graphic, then panel.smoother and panel.quantile from latticeExtra will help you with this task. These functions internally calculate the error bounds and use panel.polygon from lattice. If you need to plot your own confidence limits, then you have to define a

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R at Google

December 10, 2010
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R at Google

Last night, Ni Wang and Max Lin from Google gave a talk to the New York R User Group discussing how R is used inside Google. About 150 R developers attended the meeting. Ni and Max said that R is used very widely at Google and is an integral part of the analytics work they

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New edition of “R Companion to Applied Regression” – by John Fox and Sandy Weisberg

December 10, 2010
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New edition of “R Companion to Applied Regression” – by John Fox and Sandy Weisberg

Just two hours ago, Professor John Fox has announced on the R-help mailing list of a new (second) edition to his book “An R and S Plus Companion to Applied Regression”, now title . “An R Companion to Applied Regression, Second Edition”. John Fox is (very) well known in the R community for many contributions to R, including the...

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LaTeX Typesetting – Document Structure

December 10, 2010
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LaTeX Typesetting – Document Structure

Following on from the initial post about creating a document using LaTeX we need to consider the structure of the document, i.e. headings and page layout. Fast Tube by Casper Document Class The document class is a template that specifies the appearance of different components of a document, e.g. the font and size of headings. The most commonly

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An R interface to the Google Prediction API

December 10, 2010
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An the New York R User Group* last night, 100 R users heard Ni Wang and Max Lin talk explain how "R is one of the important tools used by analysts and engineers at Google for analyzing data". During the talk, Lin revealed that Google plans to make "R more integrated with internal machine learning algorithms and infrastructure", and...

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An R interface to the Google Prediction API

December 10, 2010
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An the New York R User Group* last night, 100 R users heard Ni Wang and Max Lin talk explain how "R is one of the important tools used by analysts and engineers at Google for analyzing data". During the talk, Lin revealed that Google plans to make "R more integrated with internal machine learning algorithms and infrastructure", and...

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Interesting volatility measurement

December 10, 2010
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Long time ago I stumbled across interesting volatility measurement at quantifiableedges.blogspot.com. The idea is following: take 3-day historical volatility of S&P 500 index and divide that by 10-day historical volatility. Then mark all points which are less that 0.25 and measure the volatility of 3 following days. On average, the volatility of following 3 days

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R: Basic R Skills – Splitting and Plotting

December 10, 2010
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R: Basic R Skills – Splitting and Plotting

I am giving a short R course next year, so I am going to make a series of blog posts to help get my thoughts and example code in order. The aim is to introduce people with little or no experience of R to the language with self contained examp...

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R: Basic R Skills – Splitting and Plotting

December 10, 2010
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R: Basic R Skills – Splitting and Plotting

I am giving a short R course next year, so I am going to make a series of blog posts to help get my thoughts and example code in order. The aim is to introduce people with little or no experience of R to the language with self contained examp...

Read more »