Posts Tagged ‘ Computation ’

Ruin probability and infinite time

March 27, 2012
By
Ruin probability and infinite time

A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud...

Read more »

Citations in markdown using knitr

March 24, 2012
By
Citations in markdown using knitr

I am finding myself more and more drawn to markdown rather then tex/Rnw as my standard format (not least of which is the ease of displaying the files on github, particularly now that we have automatic image uploading). One thing I miss from latex is the citation commands. (I understand these can be provided to

Read more »

Elegant & fast data manipulation with data.table

February 12, 2012
By
Elegant & fast data manipulation with data.table

Just learned about the R data.table package (ht @recology_) makes R data frames into ultra-fast, SQL-like objects. One thing we get is some very nice and powerful syntax. Consider some simple data of replicate time series: To apply a function to each set of replicates, instead of We can use: Note that we could have

Read more »

Random input software testing

August 23, 2011
By
Random input software testing

The usual approach to testing software is to create a specific problem and see if the software gets the correct answer.  Although this is very useful, there are problems with it: It is labor-intensive It almost totally neglects to test the code that throws errors There can be unconscious bias in the test cases created … Continue reading...

Read more »

A small customization of ESS

May 14, 2010
By
A small customization of ESS

JD Long (at Cerebral Mastication) posted a question on Twitter about an artifact in ESS, where typing “_” gets you “<-”. This is because in the early days of S+, “_” was an allowed assignment operator, and ESS was developed in that era. Later, it was disallowed in favor of “<-” and “=”, so ESS

Read more »

Quick and dirty parallel processing in R

April 30, 2010
By
Quick and dirty parallel processing in R

R has some powerful tools for parallel processing, which I discovered while searching for ways to fully utilize my 8-core computer at work. What surprised me is how easy it is…about 6 lines of code, if that. Given that I wasn’t allowed to install heavy duty parallel-processing systems like MPICH on the computer, I found

Read more »

Workflow with Python and R

March 6, 2009
By
Workflow with Python and R

I seem to be doing more and more with Python for work over and above using it as a generic scripting language. R has been my workhorse for analysis for a long time (15+ years in various incarnations of S+ and R), but it still has some deficiencies. I’m finding Python easier and faster to

Read more »