When is R Slow, and Why? Computational speed is a common complaint lodged against R. Some recent posts on r-bloggers.com have compared the speed of R with some other programming languages , and showed the favorable impact of the new compiler package on run-times . I and others have written about using Rcpp to easily write C++...
useR! 2014 Highlights
My talk went well; here are the slides and a link to the paper pre-print. Hadley Wickham gave an excellent tutorial on dplyr. Based on the talk I saw, I think I will take the data sets from the book and make some public visualizations on the Plotly we...
Currency Exchange Rate Forecasting with ARIMA and STL
I have made an example of time series forecasting with R, demonstrating currency exchange rate forecasting with the ARIMA and STL models. The example is easy to understand and follow. R source files are provided to run the example. The … Continue reading →
How to Remember the Poisson Distribution
The Poisson cumulative distribution function (CDF) \begin{equation} F(α,n) = \sum_{k=0}^n \dfrac{α^k}{k!} \; e^{-α} \label{eqn:pcdf} \end{equation} is the probability of at most $n$ events occurring when the average number of events is α, i.e., $\Pr(X \le n)$. Since \eqref{eqn:pcdf} is a probability function, it cannot have a value greater than 1. In R, the CDF is given by the...
Beer and Pie | rCharts pie charts with d3pie
In honor of the 4th of July, I thought a quick example of a pie chart on beer using the wonderful new d3pie library would be appropriate. The rCharts binding with d3pie is simply an experiment now, but expect more in the near future. Using slidify...
UseR! 2014 Tutorials
by Joseph Rickert UserR! 2014 got under way this past Monday with a very impressive array of tutorials delivered on the day that the conferences organizers were struggling to cope with a record breaking crowd. My guess is that conference attendance is somewhere in the 700 range. Moreover, this the first year that I can remember that tutorials were...
useR 2014 Slides for PSAboot and Version 1.1 on CRAN
PSAboot is an R package to assist with bootstrapping propensity score methods. I gave a talk today at the useR! 2014 Conference. The slides can be downloaded from the PSAboot Github page or directly here. The package is described at jason.bryer.org/PSA...
FRAMA Part III: Avoiding Countertrend Trading — A First Attempt
This post will begin to experiment with long-term directional detection using relationships between two FRAMA indicators. By observing the relationship … Continue reading →
F1 Doing the Data Visualisation Competition Thing With Tata?
Sort of via @jottevanger, it seems that Tata Communications announces the first challenge in the F1® Connectivity Innovation Prize to extract and present new information from Formula One Management’s live data feeds. (The F1 site has a post Tata launches F1® Connectivity Innovation Prize dated “10 Jun 2014″? What’s that about then?) Tata Communications are 
Revolution Analytics: the R company since 2007
Revolution Analytics, founded in 2007, was the first company devoted to the R project. Since then, we've been behind several R initiatives, including the RHadoop project and the network of R user groups around the world. I gave this short presentation today at the useR! 2014 conference in Los Angeles with some of the highlights from Revolution Analytics from...
Using Biplots to Map Cluster Solutions
FactoMineR is a quick and easy R package for generating biplots, such as the following plot showing the columns as arrows with the rows to be added later as points. As you might recall from a previous post, a biplot maps a data matrix by plotting both ...
Short course: Bayesian methods in health economics
Chris, Richard and I tested this last March in Canada (see also here) and things seem to have gone quite well. So we have decided to replicate the experiment (so that we can get a bigger sample size!) and do the short course this coming November (...
2014 UseR conference, days 1-2
I’m at UCLA for the UseR Conference. I attended once before, and I really enjoyed it. And I’m really enjoying this one. I’m learning a ton, and I find the talks very inspiring. In my comments below, I give short shrift to some speakers (largely by not having attended their talks), and I’m critical in 
translateR your SPSS® Code
translateR is the new service from German based R specialist eoda, which helps users to translate SPSS® Code to R automatically. Today we presented translateR at the useR!2014 in L.A., the world’s most popular conference for the R statistical language. translateR allows a fast and easy migration from SPSS® to R. The manual translation of
recycling accept-reject rejections (#2)
Following yesterday’s post on Rao’s, Liu’s, and Dunson’s paper on a new approach to intractable normalising constants, and taking advantage of being in Warwick, I tested the method on a toy model, namely the posterior associated with n Student’s t observations with unknown location parameter μ and a flat prior, which is “naturally” bounded by 
Parallel computing in R
Roughly a year ago I published an article about parallel computing in R here, in which I compared computation performance among 4 packages that provide R with parallel features once R is essentially a single-thread task package. Parallel computing is incredibly useful, but not every thing worths distribute across as many cores as possible. Actually,
Win a free copy of a new video course on ggplot2 and Shiny!
Noticed all these posts on r-bloggers about ggplot2 and shiny? Do you want in? My course “Building Interactive Graphs with ggplot2 and Shiny” (published by Packt Publishing) covers those 2 packages in a series of 40 videos, each one dedicated … Continue reading →
How To: 20 Minute Guide to Get Started with PivotalR
In this article, Pivotal engineer and predictive analytics expert Hai Qian explains how someone new to R can get started performing statistical analysis on data stores in Greenplum Database, Pivotal HD and PostgreSQL in just 20 minutes using PivotalR. First, there is some background on R’s popularity, then the articles dives into important topics such as installation, data loading,...
Quantitative Finance applications in R – 7: Constructing a Term Structure of Interest Rates Using R (part 2 of 2)
by Daniel Hanson Recap and Introduction Last time in part 1 of this topic, we used the xts and lubridate packages to interpolate a zero rate for every date over the span of 30 years of market yield curve data. In this article, we will look at how we can implement the two essential functions of a term structure:...
Frequentist inference only seems easy
Two of the most common methods of statistical inference are frequentism and Bayesianism (see Bayesian and Frequentist Approaches: Ask the Right Question for some good discussion). In both cases we are attempting to perform reliable inference of unknown quantities from related observations. And in both cases inference is made possible by introducing and reasoning over Related posts:
How To Approximate Pi With A Short Pencil And A Big Paper
Experiment, be curious: though interfering friends may frown, get furious at each attempt to hold you down (Tony Bennett, Experiment) Instructions: Take a pencil and measure it Take a piece of paper and draw parallel lines on it (you can use the pencil, of course); separation between lines should double the length of the pencil Toss the pencil 
landsat thermal imaging
Introduction The tirs1 band of landsat-8 imagery (see ) is a near-thermal band, from which a quantity called ``brightness temperature’’ may be inferred. As explained in , the brightness temperature in Kelvin is computed with where and are stored in the image metadata, and , where again and are stored in the metadata. In this...
Time to Accept It: publishing in the Journal of Statistical Software
When I was considering submitting my paper on psd to J. Stat. Soft. (JSS), I kept noticing that the time from “Submitted” to “Accepted” was nearly two years in many cases. I ultimately decided that was much too long of a review process, … Continue reading →
Last chance to register for the R in Insurance conference
The registration for the 2nd R in Insurance conference at Cass Business School London will close this Friday, 4 July. The programme includes talks from international practitioners and leading academics, see below. For more details and registration visi...
Modern Applied Statistics in R’lyeh
So you've probably heard of King James Programming; if not, you should check it out because it's great. A quick summary is that someone took the King James Bible and Sussman's Structure and Interpretation of Computer Programs (SICP) and used an n-gram babbler to generate new sentences that combine the texts in amusing ways. The generator itself is a...
Converting a spreadsheet of SMILES: my first OSM contribution
I’ve long admired the work of the Open Source Malaria Project. Unfortunately time and “day job” constraints prevent me from being as involved as I’d like. So: I was happy to make a small contribution recently in response to this request for help: Can anyone help @O_S_M to convert this spreadsheet ( malaria.ourexperiment.org/biological_dat…) into chemical 
R is a Language: Treat it Like One
I'm helping out with teaching a class on an introduction to R for students this week. I figured it'd be a good time to discuss my thoughts on programming in R and how a newcomer should feel about learning the language. Those Who Teach R, Should Use R Many of the students in the class 
R Job Notifications Using Twitter
R Job Notifications Using Twitter There has been some interesting activity about getting R to send a notification somehow when a long running job is completed. The most notable entries I have seen in this category are RPushBullet for web notifications and pingr for audio notifications. Although RPushBullet looks really cool (and Dirk does great work), I wondered...
beepr (former pingr) is on CRAN. It’s easier than ever to make R go beep!
Even though I said it would never happen, my silly package with the sole purpose of playing notification sounds is now on CRAN. Big thanks to the CRAN maintainers for their patience! For instant gratification run the following in R to install beepr and make R produce a notification sound: install.packages("beepr") library(beepr) beep() This package was previously called pingr and included...
Plotly: collaborative, publication-quality graphing.
