Posts Tagged ‘ programming ’

MatLab, SAS, STATA, SPSS, Excel users: Try R, damn it!

July 2, 2012
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MatLab, SAS, STATA, SPSS, Excel users: Try R, damn it!

Due to my work with a multitude of statistical packages in my career I may be able to evaluate a lot of them. I’ve first used Excel for my calculations as most of the normal users do. I like the idea behind a spreadsheet and the combination of data and click-to-do functions. Nevertheless I’ve often

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Bayesian Nonparametrics in R

June 25, 2012
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Bayesian Nonparametrics in R

On July 25th, I’ll be presenting at the Seattle R Meetup about implementing Bayesian nonparametrics in R. If you’re not sure what Bayesian nonparametric methods are, they’re a family of methods that allow you to fit traditional statistical models, such as mixture models or latent factor models, without having to fully specify the number of

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The Great Julia RNG Refactor

June 21, 2012
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Many readers of this blog will know that I’m a big fan of Bayesian methods, in large part because automated inference tools like JAGS allow modelers to focus on the types of structure they want to extract from data rather than worry about the algorithmic details of how they will fit their models to data.

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integrating R with other systems

June 16, 2012
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I just returned from the useR! 2012 conference for developers and users of R. One of the common themes to many of the presentations was integration of R-based statistical systems with other systems, be they other programming languages, web systems, or enterprise data systems. Some highlights for me were an update to Rserve that includes

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Visualizing the #nonato Twitter hashtag – time series and top users

May 21, 2012
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Visualizing the #nonato Twitter hashtag – time series and top users

  The NATO summit is currently being held in Chicago, and, as is typical for NATO or G# summits, the streets and tweets are full of dissent.  In the spirit of my past investigations of online dissent (#jan25, #25bahman, #12fev,… Read more ›

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Charting Twitter time series data with tweet and unique user counts

May 21, 2012
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Let’s say you’ve used my Python script to automate the download of a hashtag or search phrase from Twitter (in a Unicode safe way, unlike within R).  Now let’s say you want to visualize the number of tweets over time.  Easy… Read more ›

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R’s increasing popularity. Should we care?

May 17, 2012
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R’s increasing popularity. Should we care?

Some people will say ‘you have to learn R if you want to get a job doing statistics/data science’. I say bullshit, you have to learn statistics and learn to work in a variety of languages if you want to … Continue reading →

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cumplyr: Extending the plyr Package to Handle Cross-Dependencies

May 3, 2012
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Introduction For me, Hadley Wickham‘s reshape and plyr packages are invaluable because they encapsulate omnipresent design patterns in statistical computing: reshape handles switching between the different possible representations of the same underlying data, while plyr automates what Hadley calls the Split-Apply-Combine strategy, in which you split up your data into several subsets, perform some computation

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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 2

April 30, 2012
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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 2

In the Follow-Up Part 1, I explored some of the functions in the quantstrat package that allowed us to drill down trade by trade to explain the difference in performance of the two strategies. By doing this, I found that my choice of a volatility measure may not have been the best choice. Although the … Continue reading...

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Teaching code, production code, benchmarks and new languages

April 30, 2012
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Teaching code, production code, benchmarks and new languages

I’m a bit obsessive with words. May be I should have used learning in the title, rather than teaching code. Or perhaps remembering code. You know? Code where one actually has very clear idea of what is going on; for … Continue reading →

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