1524 search results for "Regression"

What you get and what you should be getting: checking numerical code

August 22, 2012
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What you get and what you should be getting: checking numerical code

Whenever I write numerical code I spend half my time debugging my algebra, painstakingly uncovering one sign mistake after another in my calculations. Usually I have computed by hand the gradient or the integral of some nasty function, and I have to check it against a

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An example of OOP in GNU R using S4 Classes

August 18, 2012
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An example of OOP in GNU R using S4 Classes

Recently I have discussed with my friend from WLOG Solutions an implementation of banking cash management engine in GNU R. The code made a nice use of S4 classes so I thought it would be worth showing as an example.The problemEvery commercial bank need...

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Experience with Oracle R Enterprise in the Oracle micro-processor tools environment

August 17, 2012
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Experience with Oracle R Enterprise in the Oracle micro-processor tools environment

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Predictive analytics: Some ways to waste time

August 17, 2012
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Predictive analytics: Some ways to waste time

I am starting to take part at different competitions at kaggle and crowdanalytics. The goal of most competitions is to predict a certain outcome given some covariables.  It is a lot of fun trying out different methods like random forests, boosted ...

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Conference Presentations

August 15, 2012
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Conference Presentations

I recently gave a talk at the Ecological Society of America (ESA) annual meeting in Portland, OR and a poster presentation at the World Congress of Herpetology meeting in Vancouver, BC, Canada. Both presentations were comparing generalized linear mixed models … Continue reading →

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What does a generalized linear model do?

August 15, 2012
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What does a generalized linear model do?

What does a generalized linear model do? R supplies a modeling function called glm() that fits generalized linear models (abbreviated as GLMs). A natural question is what does it do and what problem is it solving for you? We work some examples and place generalized linear models in context with other techniques.For predicting a categorical Related posts:

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Probit Models with Endogeneity

August 15, 2012
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Probit Models with Endogeneity

Dealing with endogeneity in a binary dependent variable model requires more consideration than the simpler continuous dependent variable case. For some, the best approach to this problem is to use the same methodology used in the continuous case, i.e. 2 stage least squares. Thus, the equation of interest becomes a linear probability model (LPM). The

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Highlights of R in Finance 2012

August 13, 2012
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Highlights of R in Finance 2012

I unfortunately was not there, but we can vicariously enjoy it via the presentations that are posted on the conference website. Below is my take on the highlights (in chronological order). Peter Carl and Brian Peterson “Constructing Strategic Hedge Fund Portfolios” is wonderful from my perspective.  Promoting random portfolios is sure to win my heart.  … Continue reading...

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In case you missed it: July 2012 Roundup

August 10, 2012
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In case you missed them, here are some articles from June of particular interest to R users. The Environmental Performance Index website uses R to rank countries by measures like environmental health and ecosystem vitality. A log-linear regression in R predicted the gold-winning Olympic 100m sprint time to be 9.68 seconds (it was actually 9.63 seconds). Some R-related talks...

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Cheat sheet for prediction and classification models in R

August 9, 2012
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Cheat sheet for prediction and classification models in R

Ricky Ho has created a reference a 6-page PDF reference card on Big Data Machine Learning, with examples implemented in the R language. (A free registration to DZone Refcardz is required to download the PDF.) The examples cover: Predictive modeling overview (how to set up test and training sets in R) Linear regression (using lm) Logistic regression (using glm)...

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