High-performance computing in R at useR! 2008

August 12, 2008
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High-performance computing in R at useR! 2008

The useR! 2008 meeting is about to commence. Although I am not able to go this year I will be keeping a close eye on the talks and slides that (I assume) will be posted.  Last years useR! meeting (which … Continue reading →

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Updated version of GGobi: 2.1.8

August 12, 2008
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We've just posted an updated version of GGobi - version 2.1.8. This version fixes a number of small bugs, particularly with theDescribeDisplay plugin. If you are on windows, make sure to also update to the latest version of gtk linked from the downlo...

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Updated version of GGobi: 2.1.8

August 12, 2008
By

We've just posted an updated version of GGobi - version 2.1.8. This version fixes a number of small bugs, particularly with theDescribeDisplay plugin. If you are on windows, make sure to also update to the latest version of gtk linked from the downlo...

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Process Simulation in R

Simple demonstration codes for process simulation in R, including Brownian motion simulation, Poisson process simulatio, Euler scheme simulation for Geometric Brownian motion, the mean-reverting process, and the process with two 'attractors', etc.http...

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R-code for Vasicek estimation

A short-rate model is usually calibrated to some initial structures in the market, typically the initial yield curve, the caps volatility surface, the swaptions volatility surface, and possibly other products, thus determining the model parameters. Va...

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Link C with R

August 7, 2008
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I should have posted this earlier. In my previous post, I have discussed the speed issue in R briefly. The speed issue unfortunately are two of the shortcomings of R. The other one is that R does not handle big data set very well. So instead of wai...

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Link C with R

August 7, 2008
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I should have posted this earlier. In my previous post, I have discussed the speed issue in R briefly. The speed issue unfortunately are two of the shortcomings of R. The other one is that R does not handle big data set very well. So instead of wai...

Read more »

Design Flaws in R #1 — Reversing Sequences

August 6, 2008
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Design Flaws in R #1 — Reversing Sequences

The R language for statistical computing has become the standard for academic statistical research, for the very good reason that it’s better than the alternatives. It’s far from perfect however. I could come up with a long “wish list” of desired features it lacks, but that’s not what I’ll do in this series of posts.

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R books

July 30, 2008
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R books

Amazon.com Widgets

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R books

July 30, 2008
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Amazon.com Widgets

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How to Recover the Missing X(1) for the USL Scalability Model

July 29, 2008
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How to Recover the Missing X(1) for the USL Scalability Model

When it comes to assessing application scalability, controlled measurements of the type that can be obtained with tools like Grinder or LoadRunner, are very useful because they provide a direct measurement of the throughput, X(N), as a function of the...

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download option price data from Yahoo

This R program can be used to download option price data from Yahoo to a data frame and to plot the corresponding implied-volatility smiles. http://www.math.tu-berlin.de/~mkeller/index.php?target=rcodeTags - download , data , optionRead the full post ...

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Quantile Regression

Quantile regression is a statistical technique intended to estimate, and conduct inference about, conditional quantile functions. Just as classical linear regression methods based on minimizing sums of squared residuals enable one to estimate models f...

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What is faster, Winbugs or Openbugs?

July 14, 2008
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Sandra McBride writes: My current model (in Winbugs) runs very slowly on my very slow laptop, so I am getting a new desktop. Here are some questions in the hopes of speeding up my model: Is Winbugs or Openbugs multithreaded?...

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Guerrilla Data Analysis Class – Seats Still Available

July 14, 2008
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Guerrilla Data Analysis Class – Seats Still Available

Most operating systems are capable of collecting hundreds of system and performance metrics every second. Even if you only record them once an hour, after a week you will have more than 50,000 samples; after a month you will be staring at almost a quar...

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Get your R on

July 14, 2008
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Get your R on

useR! CONFERENCE, AUGUST 12-14 2008, DORTMUND GERMANY Impressive statistical computing types like Andrew Gelman, Gary King, and others will be presenting at this year’s useR! conference. Decision Science News might just have to hop over and check it out. The program looks great. Those interested in learning R might be interested in our Decision Science News

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GGobi in Wikipedia

June 27, 2008
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GGobi now has an entry in Wikipedia. Feel free to edit it!

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GGobi in Wikipedia

June 27, 2008
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GGobi now has an entry in Wikipedia. Feel free to edit it!

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Hack-at-it 2008

June 27, 2008
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Hack-at-it 2008

The 2008 Hack-at-it was held June 22-23, just before Data Vis VI, in Bremen Germany.The main topics for the meeting were: Release of 2.1.7 Continued design of GGobi 3

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Hack-at-it 2008

June 27, 2008
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Hack-at-it 2008

The 2008 Hack-at-it was held June 22-23, just before Data Vis VI, in Bremen Germany.The main topics for the meeting were: Release of 2.1.7 Continued design of GGobi 3

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maps of Poland in R

June 23, 2008
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maps of Poland in R

Bogdan Taranta (website in Polish) is developing a set of functions for drawing administrative maps of Poland. I wrote similar functionality for myself already some time ago, but only for voivodships, i.e. top-level administrative units, and also in a rather low resolution. Bogdan’s contribution seems to contain all levels, at high resolution, and including the

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Smart programming saves computing times

June 21, 2008
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Recently, I tried to learn C language so that I can write a C addon for some R rountines to redress the speed issue in R. In my last post here, I have documented how a simple trick can speed up R. Nonetheless, I had an example which shows that smart...

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Smart programming saves computing times

June 21, 2008
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Recently, I tried to learn C language so that I can write a C addon for some R rountines to redress the speed issue in R. In my last post here, I have documented how a simple trick can speed up R. Nonetheless, I had an example which shows that smart...

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One R tip a day

June 21, 2008
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One R tip a day

I just encountered this website http://onertipaday.blogspot.com/: One R tip per day. Very nice collection of R tips.

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Speed up R! Make R Run Faster!

June 16, 2008
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This is another example of why defaults matter a lot. I got an email of Evan Cooch forward by Matt, saying that there exists a trick to speed up R matrix caculation. He found that if we replace the default Rblas.dll in R with the proper one. It can b...

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Speed up R! Make R Run Faster!

June 16, 2008
By

This is another example of why defaults matter a lot. I got an email of Evan Cooch forward by Matt, saying that there exists a trick to speed up R matrix caculation. He found that if we replace the default Rblas.dll in R with the proper one. It can b...

Read more »

Paper describing the weaver package published in Computational Statistics

June 14, 2008
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It seems like a lifetime ago that I developed the weaver package for caching code chunks in Sweave documents. The paper that I presented at the DSC 2007 has finally been published in Computational Statistics. The title is Caching Code Chunks in Dynamic Documents: The weaver package. Here’s the abstract: Authoring dynamic documents

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Paper describing the weaver package published in Computational Statistics

June 14, 2008
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It seems like a lifetime ago that I developed the weaver package for caching code chunks in Sweave documents. The paper that I presented at the DSC 2007 has finally been published in Computational Statistics. The title is Caching Code Chunks in Dynam...

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Unmessing my pdfs.

Unmessing my pdfs.

If you google on ‘papers’, the first hit you’ll get is http://mekentosj.com/papers/: linking to mekentosj’ Papers program. The fact that it is the first hit on google shows that it is a popular program -- or at least that a lot ...

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