I was able to fit a semi-parametric Bayesian GLMM model using DPpackage. It took me many hours to sample from the posterior distribution (DPM prior):MCMC scan 1000 of 5000 (CPU time: 18950.080 s)MCMC scan 2000 of 5000 (CPU time: 22510.100 s)M...

Wow, it's a big week for new R User Groups. Larry D'Agostino has started up a new R user group based in Dallas, Texas (USA). It's just getting started, and Larry posted the following request on the r-help mailing list: I would like to know if there is anyone like me interested in an R User Group in Dallas,...

Make sure to click on the image to see the large version. Code for this graph: moxbuller = function(n) { u = runif(n) v = runif(n) x = cos(2*pi*u)*sqrt(-2*log(v)) y = sin(2*pi*v)*sqrt(-2*log(u)) r = list(x=x, y=y) return(r) } r = moxbuller(50000) par(bg="black") par(mar=c(0,0,0,0)) plot(r$x,r$y, pch=".", col="blue", cex=1.2)

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and R...

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and RIn...

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and R...

Here is an email from Thomas I received yesterday about a computation in our book Introducing Monte Carlo Methods with R: I’m currently reading your book “Introduction to Monte Carlo Methods with R” and I quite highly appreciate your work. I’m not able to see how the integral on page 74, that describes the marginal

When analyzing a questionnaire, one often wants to view the correlation between two or more Likert questionnaire item’s (for example: two ordered categorical vectors ranging from 1 to 5). When dealing with several such Likert variable’s, a clear presentation of all the pairwise relation’s between our variable can be achieved by inspecting the (Spearman) correlation matrix (easily achieved in R...

Dirk Eddelbuettel presented joint work with Romain François on calling C++ from R at the LA R User Group meeting last week. Now, with thanks to Drew Conway of the NY R User Group, video of the presentation is now available. It's also embedded below -- click on it for a larger view. Dirk's slides are also available for...

I just added a new video to the R repository, and this one comes from the Los Angeles R Meetup. The folks in LA were fortunate enough to have Dirk Eddelbuettel—renowned R expert and StackOverflow super-user—discuss his joint work with Romain François for interfacing C++ and R code using the Rcpp package. For those

Dirk Eddelbuettel discusses his joint work with Romain François for interfacing C++ and R code at the Los Angeles R Users Group on March 30, 2010. Dirk provides a motivation for the Rcpp packages, as well as examples and speed benchmarks.

The Lapack routine dspsv solves the linear system of equations Ax=b, where A is a symmetric matrix in packed storage format. However, there appear to be no Lapack functions that compute the determinant of such a matrix. We need to compute the determinant, for instance, in order to compute the multivariate normal density function. The

In the last year or so, I’ve been experimenting with different ways of displaying correlation matrices, and have gotten very fond of color-coded correlograms. Here’s one from a paper I wrote investigating the relationship between personality and word use among bloggers (click to enlarge): The rows reflect language categories from Jamie Pennebaker’s Linguistic Inquiry and

The relatively (to this decade) cool 2008 global temperatures spurred talks of a warming pause, or even global cooling. The claim usually comes from people who cherry picked either data sets and(!)/or start and end points of the global temperature trends to back up their allegation. The blogosphere already has a lot on this: Skeptical

Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation perm=sample(1:20) saple=sum(abs(sort(perm)-sort(perm))) when . It is obviously much closer to zero than previously. An interesting change is that the regression of the log-mean on produces > lm(log(memean)~log(enn)) Call: lm(formula = log(memean) ~ log(enn)) Coefficients: (Intercept)

How many times have you been disappointed by nice trading system, because neither trading cost or slippage or bid/ask spread were included into back-test results? Did you find difficult to back-test a portfolio in R or many portfolios with different stocks? Blotter package is supposed to solve these problems. In really – it is complicated. I

I've been using GenABEL for some time now for GWAS analysis using related individuals. It has an excellent set of functions for estimating a kinship matrix from a dense marker panel and then using this in a linear mixed effects model to allow for relat...

While there's been an informal coterie of R users in the Chicago area for some time (notably the fine folks behind the successful R/Finance conferences) there hasn't been a formal R User Group. Until now, that is. JD Long has taken the plunge and announced the new Chicago R User Group on meetup.com. If you're in the Chicagoland area,...

Here is my personal list of rules of thumb for people who want to meet some R gurus (quickly) in the R help mailing list ([email protected]): If you want to meet Dr Bill Venables, just say something about Type III Sum of Squares (better if you also mention the “unbeatable” SAS); If you want to

MATLAB has a nice program called pplane that draws phase planes of differential equations models. pplane on MATLAB is an elaborate program with an interactive GUI where you can just type the model to draw the phase planes. The rest you fidget by clicking (to grab the initial conditions) and it draws the dynamics automatically.

R Twitterer ech0chrome reports that (s)he has successfully installed R on an iPhone. I haven't tried it myself, since it requires jailbreaking the iPhone, but full instructions have been posted to the R Wiki. It seems that once you have Debian installed on the iPhone, it's simply a matter of installing the required Debian packages. Seems like a neat...

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) that the ranks are reordered for

We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing ...

We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing th...