841 search results for "parallel"

UseR 2012 highlights

June 20, 2012
By
UseR 2012 highlights

The eighth annual R user conference, UseR! 2012, has come and gone — and what an event it was! I've been to five useR! conferences so far, and each one improves upon the last. This year's conference at Vanderbilt was the best so far: an outstanding location (my first visit to Nashville, a great city), excellent facilities (the lecture...

Read more »

How long does it take to get pregnant?

June 15, 2012
By
How long does it take to get pregnant?

My girlfriend’s biological clock is ticking, and so we’ve started trying to spawn. Since I’m impatient, that has naturally lead to questions like “how long will it take?”. If I were to believe everything on TV, the answer would be easy: have unprotected sex once and pregnancy is guaranteed. A more cynical me suggests that

Read more »

Performance with foreach, doSNOW, and snowfall

June 13, 2012
By

Is it just me, or does the performance of the foreach package with a doSNOW backend operating on a socket grid suck?Here at work, I am helping to setup a cluster of Windows machines for distributed R processing.  We have lots of researchers runnin...

Read more »

Time series cross-validation 4: forecasting the S&P 500

June 11, 2012
By
Time series cross-validation 4: forecasting the S&P 500

I finally got around to publishing my time series cross-validation package to github, and I plan to push it out to CRAN  shortly. You can clone the repo using github for mac, for windows, or linux, and then run the following script to...

Read more »

Data Mining with R

June 8, 2012
By

Earlier this week, Revolution Analytics' Joe Rickert gave a webinar Introduction to R for Data Mining. You can watch the replay below: If you're already familiar with R and the basics of data mining, you might want to skip ahead to the 13-minute mark where Joe's live demo begins. There you'll see practical examples of using R for decision...

Read more »

Simulating the Birthday Problem with data derived probabilities

June 6, 2012
By
Simulating the Birthday Problem with data derived probabilities

You've probably heard of the Birthday Paradox: it only takes a small gathering of people before it's quite likely that two of them share the same birthday. You can solve the problem analytically or with simulation, but usually in either case simplifying assumptions are made (no-one born on February 29, for example). Joe Rickert uses Revolution R Enterprise 6...

Read more »

Claims reserving and IBNR with R

June 6, 2012
By
Claims reserving and IBNR with R

Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri...

Read more »

Example 9.34: Bland-Altman type plot

June 5, 2012
By
Example 9.34: Bland-Altman type plot

The Bland-Altman plot is a visual aid for assessing differences between two ways of measuring something. For example, one might compare two scales this way, or two devices for measuring particulate matter. The plot simply displays the difference between the measures against their average. Rather than a statistical test, it is intended...

Read more »

Selection in R

June 1, 2012
By

The design of the statistical programming language R sits in a slightly uncomfortable place between the functional programming and object oriented paradigms. The upside is you get a lot of the expressive power of both programming paradigms. A downside of this is: the not always useful variability of the language’s list and object extraction operators. Related posts:

Read more »

A course in statistical programming

May 25, 2012
By
A course in statistical programming

Graduate students in statistics often take (or at least have the opportunity to take) a statistical computing course, but often such courses are focused on methods (like numerical linear algebra, the EM algorithm, and MCMC) and not on actual coding. For example, here’s a course in “advanced statistical computing” that I taught at Johns Hopkins

Read more »