OpenMX, again

November 30, 2009
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OpenMX, again

With help from Michael Spiegel, the lead developer of OpenMX, I was able to get it compiled and installed on my 64-bit Ubuntu system. Now it runs beautifully.

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An OpenSSH software for Windows 7 / Vista

November 30, 2009
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Here is an OpenSSH software I personally found useful and working well under Windows 7 / Vista.  It is copSSH. Besides it is free and open source, it is still actively maintained.  It works well with the UAC (user account control setting) of Windows...

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An OpenSSH software for Windows 7 / Vista

November 30, 2009
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Here is an OpenSSH software I personally found useful and working well under Windows 7 / Vista.  It is copSSH. Besides it is free and open source, it is still actively maintained.  It works well with the UAC (user account control setting) of Windows...

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AMCMC

November 30, 2009
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AMCMC

It seems to be something I am looking for: an interface between R and C for Bayesian analysis.http://www.probability.ca/amcmc/

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A brief survey of R web interfaces

November 29, 2009
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A brief survey of R web interfaces

I’m looking at ways to provide access to R via a web application. First rule: see what’s available first, before you reinvent the wheel. It’s not pretty. From the R Web Interfaces FAQ: Software Brief notes Rweb Page last updated 1999. Of the 3 example links on the page one ran very slowly, the second not at

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Back from Tokyo

November 29, 2009
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Just got back from Tokyo a few hours ago: I had an opportunity to give my 'Introduction to High-Performance Computing with R' tutorial / lectures (for which previous slides can be found here). This was an all-day talk at the Institute for Statistical Mathematics at their new site in Tachikawa in the greater Tokyo area, thanks to an invitation by...

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Design of Experiments – Optimal Designs

November 29, 2009
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When designing an experiment it is not always possible to generate a regular, balanced design such as a full or fractional factorial design plan. There are usually restrictions of the total number of experiments that can be undertaken or constraints on the factor settings both individually or in combination with each other. In these scenarios computer

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Probability of hypercubes…

November 28, 2009
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Probability of hypercubes…

…in R of course! There is a handy function to do those calculations. Normally (ahh!) you might resolve to a symbolic calculation package (Maple,Mathematica etc.)  but that is not the situation any more. The calculations are done with the mnormt package. Relevant functions exist in other packages as well (R : Distributions) x <- seq(-2,4,length=21) y <- 2*x+10 z

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PBSadmb for R

November 27, 2009
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PBSadmb for R

This package bridges ADMB and R. It was once Windows-only and now has matured and become platform-independent. I will check it out and comment more about it.http://code.google.com/p/pbs-admb/And here is yet another R to ADMB interface: http://r-forge.r...

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R Tutorial Series: Simple Linear Regression

November 26, 2009
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R Tutorial Series: Simple Linear Regression

Simple linear regression uses a solitary independent variable to predict the outcome of a dependent variable. By understanding this, the most basic form of regression, numerous complex modeling techniques can be learned. This tutorial will explore how ...

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ESS on Mac OS X

November 25, 2009
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One of the search terms that bring people frequently to my site is “install ESS on Mac OS X” or something like that. As it turns out installing ESS on OS X is really easy, but Google search does not really bring up good instructions. There are at least two easy options: Use Aquamacs, it

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Export Trade Clusters

November 24, 2009
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Export Trade Clusters

This post, as with the prior ones on trade clusters, aims to help visualize patterns of trade in the OECD from 50 years of partner trade statistics. The data is rich, meaning we should be able to develop rich intuition by exploring it visually. These slides follow the method laid out in Jong-Eun Lee, “Two

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Loading Big (ish) Data into R

November 24, 2009
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Loading Big (ish) Data into R

So for the rest of this conversation big data == 2 Gigs. Done. Don’t give me any of this ‘that’s not big, THIS is big’ shit. There now, on with the cool stuff: This week on twitter Vince Buffalo asked about loading a 2 gig comma separated file (csv) into R (OK, he asked about tab

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ESS on Mac OS X

November 24, 2009
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One of the search terms that bring people frequently to my site is "install ESS on Mac OS X" or something like that. As it turns out installing ESS on OS X is really easy, but Google search does not really bring up good instructions. There are at least two easy options: Use Aquamacs, it comes bundled with...

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ESS on Mac OS X

November 24, 2009
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One of the search terms that bring people frequently to my site is "install ESS on Mac OS X" or something like that. As it turns out installing ESS on OS X is really easy, but Google search does not really bring up good instructions. There are at least two easy options: Use Aquamacs, it comes bundled with...

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NYT: SAS threatened by R

November 23, 2009
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The New York Times had an interesting piece yesterday about how SAS is facing several business threats from companies like the recently IBM-acquired SPSS, and from burgeoning interest in open-source software like R.  The NYT ran an entire article about R earlier this year, and this article discusses how SAS has been revamping their technology to work seamlessly with...

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RQuantlib

November 23, 2009
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Quantlib is a free library for modeling, trading, and risk management in real-life providing a comprehensive software framework for quantitative finance, it is written in C++, which might be inconvenient for some users. JQuantLib aiming at Java-fans i...

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Memory Management in R: A Few Tips and Tricks

November 23, 2009
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Memory Management in R: A Few Tips and Tricks

This post discusses a few strategies that I have used to to manage memory in  R.Stack Overflow TipsStack Overflow has a thread on Memory Management Tricks. I tend to follow these suggestions:.ls.objects(): There's a nice function (.ls.objects...

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Type II Error

November 22, 2009
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Type II Error

In hypothesis testing, a type II error is due to a failure of rejecting an invalid null hypothesis. The probability of avoiding a type II error is called the power of the hypothesis test, and is denoted by the quantity 1 - β . read more

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Type II Error

November 22, 2009
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Type II Error

In hypothesis testing, a type II error is due to a failure of rejecting an invalid null hypothesis. The probability of avoiding a type II error is called the power of the hypothesis test, and is denoted by the quantity 1 - β . read more

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Some sort of update to ggplot2

November 22, 2009
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Jeroen Ooms writes: Here's a first version of a new web application for exploratory graphical analysis. It attempts to implement the layered graphics from the R package ggplot2 in a user-friendly way. This two-minute demo video demonstrates a ...

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new R package : highlight

November 22, 2009
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I finally pushed highlight to CRAN, which should be available in a few days. The package uses the information gathered by the parser package to perform syntax highlighting of R code The main function of the package is highlight, which takes a numb...

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R examine objects tutorial

November 21, 2009
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R examine objects tutorial

This article is quick concrete example of how to use the techniques from Survive R to lower the steepness of The R Project for Statistical Computing‘s learning curve (so an apology to all readers who are not interested in R). What follows is for people who already use R and want to achieve more control Related posts:

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My implementation of Berry and Berry’s hierarchical Bayes algorithm for adverse events

November 20, 2009
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I've been working on this for quite some time (see here for a little background), so I'm pleased that it looks close to done at least as far as the core algorithm. It uses global variables for now, and I'm sure there are a couple of other bugs lurking, but here it is, after the jump.const.sqrt2pi <-...

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Mapping Biomes

November 20, 2009
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Mapping Biomes

Recently (2008) the European Space Agency produced GlobCover (ESA GlobCover Project, led by MEDIAS-France), the highest resolution (300m) global land cover map to date. GlobCover uses 21 primary land cover classes and many more sub-classes. Land cover classification (LCC) schemes divide the earth into biomes. Biomes are the simplest way to classify vegetation which can

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Working on a drug safety project

November 20, 2009
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In order to move some of my personal interests along, I have been trying to implement the methodology found in Berry and Berry's article Accounting for Multiplicities in Assessing Drug Safety. This methodology uses the MedDRA hierarchy to improve the p...

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Tactical asset allocation using blotter

November 18, 2009
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Tactical asset allocation using blotter

blotter is an R package that tracks the P&L of your trading systems (or simulations), even if your portfolio spans many security types and/or currencies. This post uses blotter to track a simple two-ETF trading system. The contents of this post b...

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Design of Experiments – Power Calculations

November 18, 2009
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Prior to conducting an experiment researchers will often undertake power calculations to determine the sample size required in their work to detect a meaningful scientific effect with sufficient power. In R there are functions to calculate either a minimum sample size for a specific power for a test or the power of a test for

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Confidence we seek…

November 18, 2009
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Confidence we seek…

Estimating a proportion at first looks elementary. Hail to aymptotics, right? Well, initially it might seem efficient to iuse the fact that . In other words the classical confidence interval relies on the inversion of Wald’s test. A function to ease the computation is the following (not really needed!). waldci<- function(x,n,level){ phat<-sum(x)/n results<-phat + c(-1,1)*qnorm(1-level/2)*sqrt(phat*(1-phat)/n) print(results) } An exact confidence interval is

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