Posts Tagged ‘ howto ’

Running R2WinBUGS on a Mac Running OSX

January 18, 2012
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I have long used JAGS to do all of my Bayesian work on my mac. Early on, I tried to figure out how to install WinBUGS and OpenBUGS and their accompanying R libraries on my mac, but, to no avail. I just had too hard of a time getting them running and gave up. But,

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Even Simpler Multivariate Correlated Simulations

August 31, 2010
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Even Simpler Multivariate Correlated Simulations

So after yesterday’s post on Simple Simulation using Copulas I got a very nice email that basically begged the question, “Dude, why are you making this so hard?” The author pointed out that if what I really want is a Gaussian correlation structure for Gaussian distributions then I could simply use the mvrnorm() function from

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Stochastic Simulation With Copulas in R

August 30, 2010
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Stochastic Simulation With Copulas in R

A friend of mine gave me a call last week and was wondering if I had a little R code that could illustrate how to do a Cholesky decomposition. He ultimately wanted to build a Monte Carlo model with correlated variables. I pointed him to a number of packages that do Cholesky decomp but then

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Compcache on Ubuntu on Amazon EC2

May 4, 2010
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Compcache on Ubuntu on Amazon EC2

The following fully-automatic Bash script downloads, compiles, and initializes compcache version 0.6.2 on Ubuntu Karmic Koala (9.10). This script creates two swaps with a maximum of 4GB uncompressed size each. Two swaps are used to take advantage of 2 CPUs (or CPU cores in a multicore CPU). Compcache is a fascinating memory compression system. The

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How to Produce Fake Data Analysis in R: 3 Easy Steps

April 2, 2010
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How to Produce Fake Data Analysis in R: 3 Easy Steps

Did you really think that a team of researchers spent their weekends counting the number of shirtless adolescent men and exposed penises they could find on charoulette.com? Perhaps you should not answer that, as it may be a better measure of your opinion of sociologist than gullibility. It is true, sociologist do say the

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Weighting model fit with ctree in party

March 15, 2010
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Weighting model fit with ctree in party

Conditional inference trees (ctree) in package party allows weighting which is useful when one classification outcome is more important than another. Useful examples are not difficult to imagine: in a marketing direct mailing, a false positive (non-res...

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You can Hadoop it! It’s elastic! Boogie woogie woog-ie!

February 16, 2010
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You can Hadoop it! It’s elastic! Boogie woogie woog-ie!

I just came back from the future and let me be the first to tell you this: Learn some Chinese. And more than just cào nǐ niáng (肏你娘) which your friend in grad school told you means “Live happy with many blessings”. Trust me, I’ve been hanging with Madam Wu and she told me

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Using the R multicore package in Linux with wild and passionate abandon

February 9, 2010
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Using the R multicore package in Linux with wild and passionate abandon

One of my primary uses for R is to build stochastic simulations of insurance portfolios and reinsurance treaties. It’s not uncommon for each of my simulations to take 20 seconds or more to complete (if you’re doing the math, that’s 55 hours for 10K sims or, approximately 453 games of solitaire) . Initially I ran

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R: Memory usage statistics by variable

January 4, 2010
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R: Memory usage statistics by variable

Do you need a way to find out which individual variables in R consume the most memory? # create dummy variables for demonstration x <- 1:1000 y <- 1:10000 z <- 1:100000 # print aggregate memory usage statistics print(paste('R is using', mem...

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Compare performance of machine learning classifiers in R

December 23, 2009
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Compare performance of machine learning classifiers in R

This tutorial demonstrates to the R novice how to create five machine learning models for classification and compare the performance graphically with ROC curves in one chart. For a simpler introduction, start with Plot ROC curve and lift chart in R. # ...

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