This guest post is by Douglas McNair MD PhD, Engineering Fellow & President, Cerner Math Inc. -- ed. RevoScaleR scaling big-data modeling performance for real-time health data analysis at Cerner The size of data sets is increasing much more rapidly than the speed of cores, of RAM, and of disk drives. ... [Read more...]

Jean-Michel Marin visited me in Paris last week and, besides taking part in Pierre’s PhD defence, we made enough progress to close two more chapters of the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) This follows the good work session we had in Carnon ... [Read more...]

Connecting to MySQL and Microsoft SQL Server Connecting to a MySQL database or MS SQL Server from the R environment can be extremely useful.  It allows a researcher direct access to the data without have to first export it from a database and then import it from a csv file ... [Read more...]

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I did a screencast for my co-workers to show how to get started with R, specifically what a base installation of R looks like, then showing how to improve your workflow using RStudio, Rcmdr or rattle.  The examples are somewhat … Continue reading →Video: R, RStudio, Rcmdr & rattle is an article ... [Read more...]

I'm heading out on vacation to my Australian homeland for the next two weeks, but fear not reader friends: we have an awesome lineup of guest bloggers to fill in while I'm away. I don't want to ruin the surprise, but you'll be seeing posts from: experts in data visualization ... [Read more...]

You might remember a second proposal I put forward for this summer’s Google Summer of Code (GSoC). This project was ambitious, looking to convert a subset of Attillio Meucci’s MatLab code to R. Thankfully, Brian Peterson took the lead mentor position for this particular project. Coincidently, the day ... [Read more...]

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The social crowdfunding site Kickstarter announced today that it has enabled, via community contributions, $50M in funding in 2012 for new indie games. The second largest category of funding was for independent films. The blog post announcing the news includes analysis (using R, natch) of the breakdown in categories and funding ... [Read more...]

In case you missed them, here are some articles from June of particular interest to R users. RStan is a new package for Bayesian modeling with R. It's faster and can fit more highly-correlated models than the MCMC sampler of BUGS and JAGS. Biostatistician Corey Chivers used R to animate ... [Read more...]

Consider a (stationary) autoregressive process, say of order 2, for some white noise with variance . Here is a code to generate such a process, __ phi1=.5 __ phi2=-.4 __ sigma=1.5 __ set.seed(1) __ n=240 __ WN=rnorm(n,sd=sigma) __ ... [Read more...]

Suicide is a tragic and complex problem. This week New Zealand’s Chief Coroner released its annual statistics on suicide, which come with several tables and figures. One of those figures refers to monthly suicides in the Christchurch region (where I … Continue reading → [Read more...]

An update to the ggplot2 "grammar of graphics" package for R is now available on CRAN. This version introduces "Themes" for ggplot2 charts, and makes it possible to define and re-use your own preferences for title fonts and sizes, tick marks, grid color, etc. The system is heirarchically defined, so ... [Read more...]

Kendall’s Tau This is an example of Kendall’s Tau rank correlation.  This is similar to Spearman’s Rho in that it is a non-parametric measure of correlation on ranks.  It is an appropriate measure for ordinal data and is fairly straight forward when there are no ties in ... [Read more...]

Today I feel very lucky, as I have been invited to the Royal Statistical Society conference to give a tutorial on interactive web graphs with R and googleVis. I prepared my slides with RStudio, knitr, pandoc and slidy, similar to my Cambridge R talk. ... [Read more...]

I got a question last week about going from the backtest to the trading. For example, if our system is based on today’s close, we can approximate the close value by the price at say 3:30pm, determine the signal and still have time enter the trade. It is not ... [Read more...]

It all started off as a simple question from Scott Chamberlain on Twitter: Make m x n matrix with randomly assigned 0/1 -__ apply(m, c(1,2), function(x) sample(c(0,1),1)) -- Better/faster solution? #rstats — Scott Chamberlain (@recology_) August 28, 2012 The goal was to create a matrix with randomly selected binary elements, ... [Read more...]

I’ve been working overtime last weekend. Although I suffered little from the Monday syndrome, I still need a break. So, I’m back to the Project Euler after days of Olympic data digging. Today, I’m gonna to solve the 19th problem. You are given the following … Continue reading → [Read more...]

The purpose of software engineering research is to figure out how software development works so that the software industry can improve its quality/timeliness (i.e., lower costs and improved customer satisfaction). Research is hampered by the fact that companies are not usually willing to make public good quality data ... [Read more...]

Another Google Summer of Code (GSoC) project this summer focused on creating functions for doing returns-based performance attribution. I’ve always been a little puzzled about why this functionality wasn’t covered already, but I think that most analysts do this kind of work in Excel. That, of course, has ... [Read more...]