These are the slides from my talk at FP Days 2013. The first part goes into more detail about why functional programming is a good match for data analysis. It brings together a number of concepts and ideas I’ve written about here, while also elaborating a bit on the functional nature of mathematics. The second part talks a bit about how my technique for detecting regime change in irregular time series works.
On a separate but related note, I have a backlog of libraries to push to CRAN. Among them is a new package, called kingsmen, that provides the functionality for the regime change detection. I hope to publish that in the near future, so watch this space.