The SAS Analysis blog post 'A macro calls R in SAS for paneled 3d plotting' influenced my macro coding. The following macro call: %EXPORT_TO_R(DATA = YOURDATA) exports the SAS data set 'YOURDATA' as .csv and produces the R code for se...

We're having problem with starting values in glm(). A very simple logistic regression with just an intercept with a very simple starting value (beta=5) blows up....

The bigmemory is an excellent package for handling big matrix in R. There are several sister packages provided by "The Bigmemory Project": biganalytics for analysis, bigtabulate for tabulation, bigalgebra for linear algebra functionality, synchronicity for synchronization via mutexes and interprocess communication and message passing.biganalytics provides a few functions for analysis: linear regression model, generalized linear regression model, and...

I’m a HUGE fan of Structural Equation Modeling. Heck, I’ve even begun teaching short SEM workshops. (seriously, if you want, email me and we’ll talk). For those of you unfamiliar with the technique, it’s awesome for three main reasons. It’s a method of teasing apart direct and indirect interactions in your data. It allows you

This was my first year to attend the R/Finance conference that focuses on the use R programming in applied finance. I was unable to get out there until mid-morning on Friday, so I missed Jeff Ryan’s tutorial on Automated Trading … Continue reading →