1570 search results for "regression"

ABC model choice by DIC

May 10, 2011
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ABC model choice by DIC

Yet another paper on ABC model choice was posted on arXiv a few days ago, just prior to the ABC in London meeting that ended in the pub above (most conveniently located next to my B&B!). It is written by Olivier Francois and Guillaume Laval and the approach relies on DIC for running model selection.

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Registration open for Rmetrics Workshop on Computational Finance

May 9, 2011
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The Rmetrics Association is once again holding its annual Workshop and Summer School on Computational Finance and Financial Engineering at Meielisalp (on Lake Thune in Switzerland) from June 26-30. Now in its fifth year, the workshop consists of Summer School-like tutorial sessions and a user/developer meeting: Both focus on topics from "Computational Finance and Financial Engineering" and on the...

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Unused function parameters

May 8, 2011
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Unused function parameters

I have started redoing the source code measurements that appear in my C book, this time using a lot more source, upgraded versions of existing tools, plus some new tools such as Coccinelle and R. The intent is to make the code and data available in a form that is easy for others to use

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%EXPORT_TO_R SAS Macro Code

May 6, 2011
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%EXPORT_TO_R SAS Macro Code

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...

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Whassup with glm()?

May 4, 2011
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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....

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bigkmeans also works well for ordinary matrix objects: The biganalytics package

May 4, 2011
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bigkmeans also works well for ordinary matrix objects: The biganalytics package

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...

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bigkmeans also works well for ordinary matrix objects: The biganalytics package

May 4, 2011
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bigkmeans also works well for ordinary matrix objects: The biganalytics package

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...

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Putting Robust Standard Errors into LaTeX Tables: An Extension of mtable

May 3, 2011
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Putting Robust Standard Errors into LaTeX Tables: An Extension of mtable

I recently discovered the mtable() command in the memisc library and its use with toLatex() to produce nice summary output for lm and glm objects in a nicely formatted table like this:Once you have your linear model objects, all you need is one command...

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Putting Robust Standard Errors into LaTeX Tables: An Extension of mtable

May 3, 2011
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Putting Robust Standard Errors into LaTeX Tables: An Extension of mtable

I recently discovered the mtable() command in the memisc library and its use with toLatex() to produce nice summary output for lm and glm objects in a nicely formatted table like this:Once you have your linear model objects, all you need is one command...

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Kaggle Competition Walkthrough: Introduction

May 3, 2011
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Kaggle Competition Walkthrough: Introduction

Kaggle is a site for participating in predictive analytics competitions. It is also a great resource for learning how to build powerful predictive models, and the Overfitting competition provides a good introduction to the common tools used by a predic...

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