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 →

R news and tutorials contributed by (552) R bloggers

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...

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...

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...

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...

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...

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...

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.

Amazon.com Widgets

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 ...

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...

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?...

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

GGobi now has an entry in Wikipedia. Feel free to edit it!

GGobi now has an entry in Wikipedia. Feel free to edit it!

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

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...

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...

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...

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...

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

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...