294 search results for "evaluation"

Online course on forecasting using R

September 10, 2013
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I am teaming up with Revolution Analytics to teach an online course on forecasting with R. Topics to be covered include seasonality and trends, exponential smoothing, ARIMA modelling, dynamic regression and state space models, as well as forecast accuracy methods and forecast evaluation techniques such as cross-validation. I will talk about some of my consulting experiences, and explain the...

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Classification of the Hyper-Spectral and LiDAR Imagery using R (mostly). Part 2: Classification Approach and Spectre Profile Creation

August 3, 2013
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Classification of the Hyper-Spectral and LiDAR Imagery using R (mostly). Part 2: Classification Approach and Spectre Profile Creation

IntroductionThis is the second part of my post series related to hyper-spectral and LiDAR imagery using R. See other parts:Part 1: Result Evaluation.In this part I will describe my general approach to classification process and then I will show you how to create cool spectral response plots like this:

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bdvis development version available for early feedback

July 30, 2013
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bdvis development version available for early feedback

Google Summer of Code 2013 is half way through. Mid term evaluations are underway. I thought this is a good logical point for us to share what we have been doing for Biodiversity Data Visualizations in R project and open up the package for testing and some early feedback. We have named the package bdvis.

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Visual debugging with RStudio

July 22, 2013
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Visual debugging with RStudio

Introduction From release 098.208 the last RStudio IDE comes with a visual debugger. Now debugging with R and RStudio becomes a simple and efficient task. This short post does not want to be a crash course: “debugging with R” nor … Continue reading →

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Optimising a Noisy Objective Function

July 16, 2013
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Optimising a Noisy Objective Function

I am busy with a project where I need to calibrate the Heston Model to some Asian options data. The model has been implemented as a function which executes a Monte Carlo (MC) simulation. As a result, the objective function is rather noisy. There are a number of algorithms for dealing with this sort of problem, and

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R talks to Weka about Data Mining

July 14, 2013
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R talks to Weka about Data Mining

R provides us with excellent resources to mine data, and there are some good overviews out there: Yanchang’s website with Examples and a nice reference card The rattle-package that introduces a nice GUI for R, and Graham William’s compendium of tools The caret-package that offers a unified interface to running a multitude of model builders.

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Zero to hero

July 13, 2013
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Zero to hero

Recently, I've been working on a paper, which I think is coming along nicely. The basic problem is like this: in a health economic evaluation, sometimes data are collected on a sample of individuals. Say, for example, that $n_0$ subjects are given a st...

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Faster Multivariate Normal densities with RcppArmadillo and OpenMP

July 13, 2013
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Faster Multivariate Normal densities with RcppArmadillo and OpenMP

The Multivariate Normal density function is used frequently in a number of problems. Especially for MCMC problems, fast evaluation is important. Multivariate Normal Likelihoods, Priors and mixtures of Multivariate Normals require numerous evaluations, thus speed of computation is vital. We show a twofold increase in speed by using RcppArmadillo, and some extra gain by using OpenMP.This project is based...

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How pqR makes programs faster by not doing things

June 30, 2013
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How pqR makes programs faster by not doing things

One way my faster version of R, called pqR (see updated release of 2013-06-28), can speed up R programs is by not even doing some operations. This happens in statements like for (i in 1:1000000) ..., in subscripting expressions like v, and in logical expressions like any(v>0) or all(is.na(X)). This is done using pqR’s internal “variant result” mechanism, which is

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A Toy Instrumental Variable Application

June 19, 2013
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A Toy Instrumental Variable Application