Posts Tagged ‘ R code ’

Regression via Gradient Descent in R

November 27, 2011
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Regression via Gradient Descent in R

In a previous post I derived the least squares estimators using basic calculus, algebra, and arithmetic, and also showed how the same results can be achieved using the canned functions in SAS and R or via the matrix programming capabilities offered by ...

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Basic Econometrics in R and SAS

November 27, 2011
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Basic Econometrics in R and SAS

Regression Basicsy= b0 + b1 *X  ‘regression line we want to fit’The method of least squares minimizes the squared distance between the line ‘y’ andindividual data observations yi. That is minimize: ∑ ei2 = ∑ (yi - b0 -  b1 Xi...

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Gradient Descent in R

November 27, 2011
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Gradient Descent in R

In a previous post I discussed the concept of gradient descent.  Given some recent work in the online machine learning course offered at Stanford,  I'm going to extend that discussion with an actual example using R-code  (the actual code...

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Bridge and Torch problem in R

November 10, 2011
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Bridge and Torch problem in R

A couple months ago I came across the bridge and torch problem at a careers fair in Oxford. A young tech company called QuBit used it as a brain teaser challenge for would be software engineers to solve before submitting … Continue reading

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Bridge and Torch problem in R

November 8, 2011
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Bridge and Torch problem in R

A couple months ago I came across the bridge and torch problem at a careers fair in Oxford. A young tech company called QuBit used it as a brain teaser challenge for would be software engineers to solve before submitting … Continue reading

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Bayesian Models with Censored Data: A comparison of OLS, tobit and bayesian models

September 17, 2011
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Bayesian Models with Censored Data: A comparison of OLS, tobit and bayesian models

The following R code models a censored dependent variable (in this case academic aptitude) using a traditional least squares, tobit, and Bayesian approaches.  As depicted below, the OLS estimates (blue) for censored data are inconsistent and will ...

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Elements of Bayesian Econometrics

September 16, 2011
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Elements of Bayesian Econometrics


 posterior = (likelihood x prior) / integrated likelihood

The combination of a prior distribution and a likelihood function is utilized to produce a posterior distribution.  Incorporating information from both the prior distribution and the likelihood function leads to a reduction in variance and an improved...

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QTL Analysis in R

August 13, 2011
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QTL Analysis in R

See also: Part 1: QTL Analysis and Quantitative Genetics  Part 2: Statistical Methods for QTL Analysis The 'qtl' package in R allows you to implement QTL analysis using the methods I've previously discussed. The code below is adapted from Broman...

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R Program Documentation Template

August 13, 2011
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R Program Documentation Template

# ------------------------------------------------------------------ # |PROGRAM NAME: # |DATE: # |CREATED BY: MATT BOGARD # |PROJECT FILE: # |---------------------------------------------------------------- # | PURPOSE: ...

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Plotting Cumulative FII & DII Inflow against Nifty spot index

August 10, 2011
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Plotting Cumulative FII & DII Inflow against Nifty spot index

Now that I have the FII and DII Inflow along with Nifty Index, I tried my hands on charting!The objective is to plot the Cumulative FII, DII and Net Inflow and Nifty Index for current year (2011) on a single graph. This post takes inspiration from Deep...

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