# 343 search results for "evaluation"

## Bayesian Data Analysis [BDA3 - part #2]

March 30, 2014
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Here is the second part of my review of Gelman et al.’ Bayesian Data Analysis (third edition): “When an iterative simulation algorithm is “tuned” (…) the iterations will not in general converge to the target distribution.” (p.297) Part III covers advanced computation, obviously including MCMC but also model approximations like variational Bayes and expectation propagation

## Filtering Data with L1 Regularisation

March 27, 2014
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$Filtering Data with L1 Regularisation$

A few days ago I posted about Filtering Data with L2 Regularisation. Today I am going to explore the other filtering technique described in the paper by Tung-Lam Dao. This is similar to the filter discussed in my previous post, but uses a slightly different objective function: where the regularisation term now employs the L1

## MoneyPuck – Best subsets regression of NHL teams

March 17, 2014
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Spring is at hand and it is a time of renewal, March Madness and to settle scores in the NHL.  There are many scores to be settled: Flyers vs. Penguins, Blackhawks vs. Red Wings, Leafs vs. Habs and pretty much everyone else vs. the Bruins.  L...

## BurStFin R package version 1.02 released

March 16, 2014
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More efficiency and an additional function in the new version on CRAN. Variance estimation The major functionality in the package is variance estimation: Ledoit-Wolf shrinkage via var.shrink.eqcor statistical factor model (principal components) via factor.model.stat There have been a number of previous blog posts on both factor models and Ledoit-Wolf shrinkage. Positive-definiteness The default value of … Continue reading...

## MOOCs and courses to learn R

March 14, 2014
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Inspired by this article i thought about gather here all multimedia resources that i know to learn use R. Today The post MOOCs and courses to learn R appeared first on Flavio Barros .

## Writing a book with a little help from Emacs and friends

This post provides technical details about the making of my book “Displaying time series, spatial, and space-time data with R”, …Sigue leyendo →

## A question of model uncertainty

It has been several months since my last post on classification tree models, because two things have been consuming all of my spare time.  The first is that I taught a night class for the University of Connecticut’s Graduate School of Business, introducing R to students with little or no prior exposure to either R or programming.  My hope...

## The tf-idf-Statistic For Keyword Extraction

February 27, 2014
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The tf-idf-statistic (“term frequency – inverse document frequency”) is a common tool for the purpose of extracting keywords from a document by not just considering a single document but all documents from the corpus. In terms of tf-idf a word … Continue reading → The post The tf-idf-Statistic For Keyword Extraction appeared first on joy...

## Announcing Shiny Server Pro general availability

February 26, 2014
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We are excited to announce the general availability of RStudio Shiny Server Pro. Shiny Server Pro is the simplest way for data scientists and R users in the enterprise to share their work with colleagues. With Shiny Server Pro you can: Secure access to Shiny applications with authentication systems such as LDAP and Active Directory