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This is just a sum-up of what we should do when we try to estimate the group-level variances and correlations but the software failed to do so. As a R and lmer() user, I found this happens often.If this is the case, there are three potential problems... [Read more...]

Unlike the two design flaws I posted about before (here, here, and also here), where one could at least see a reason for the design decision, even if it was unwise, this design flaw is just  incomprehensible.  For no reason at all that I can see, R allows one to ... [Read more...]

Did you know that there are multiple versions of the min and max function. make sure that you are using the right one. pmin and pmax are the 'parallel' versions of the min and max function, meaning that they can take vector arguments and return vectors back. Much better than ... [Read more...]

By Pete Meyer, Ads Quality Statistics TeamGoogle was a sponsor of this year's international user conference in Dortmund, Germany for the R statistical programming environment. In addition to sessions focusing on statistical modeling in various areas of... [Read more...]

I have moved my rgraph6 R package to R-Forge. R-Forge is a website that facilitates development of R packages by providing services for version control (through Subversion), automatic checking and building of the packages including binaries for Windows and MacOS, as well as for collaboration with other R users/developers. ... [Read more...]

In the post Optimization packages dozens of optimization routines can be downloaded, here I am going to share a special optimization method: evolutionary algorithm. Evolutionary algorithms (EAs) are search methods that take their inspiration from natu... [Read more...]

I gave a talk last month at SAP Labs in Palo Alto, along with Jim Porzak of ResponSys, introducing the R Statistical Language to a Business Intelligence interest group.  The goal was to highlight how open source tools, like R, can be used to build predictive models.  The example I ... [Read more...]

Earlier in August I was on the R user conference which this year took place in Dortmund. It was a quite an exciting event gathering around 500 people from around the globe and featuring 170 presentations and talks. Topics varied from new developments in the R system, newly implemented statistical methods as ... [Read more...]

I’ve previously posted about two design flaws in R. The first post was about how R produces reversed sequences from a:b when a__b, with bad consequences in “for” statements (and elsewhere). The second post was about how R by default drops dimensions in expressions like M[i:... [Read more...]

Jim Albert has a blog based on his book Bayesian Computation in R. Unfortunately, it seems they haven't been updating it too much recently but it looks like what's there is pretty good. [Read more...]

In those Copula codes you can get a rough idea what copula is, how to estimate and simulate it, how to test its performance, etc., to help you visualize what on earth the copula should look like, below R code draws plots of some widely used copulas.ht... [Read more...]

In a comment on my first post on design flaws in the R language, Longhai remarked that he has encountered problems as a result of R’s default behaviour of dropping a dimension of a matrix when you select only one row/column from that dimension. This was indeed the ... [Read more...]

The useR! 2008 meeting is about to commence. Although I am not able to go this year I will be keeping a close eye on the talks and slides that (I assume) will be posted.  Last years useR! meeting (which … Continue reading → [Read more...]

We've just posted an updated version of GGobi - version 2.1.8. This version fixes a number of small bugs, particularly with theDescribeDisplay plugin. If you are on windows, make sure to also update to the latest version of gtk linked from the downlo... [Read more...]

Simple demonstration codes for process simulation in R, including Brownian motion simulation, Poisson process simulatio, Euler scheme simulation for Geometric Brownian motion, the mean-reverting process, and the process with two 'attractors', etc.http... [Read more...]

A short-rate model is usually calibrated to some initial structures in the market, typically the initial yield curve, the caps volatility surface, the swaptions volatility surface, and possibly other products, thus determining the model parameters. Va... [Read more...]

I should have posted this earlier. In my previous post, I have discussed the speed issue in R briefly. The speed issue unfortunately are two of the shortcomings of R. The other one is that R does not handle big data set very well. So instead of wai... [Read more...]

The R language for statistical computing has become the standard for academic statistical research, for the very good reason that it’s better than the alternatives. It’s far from perfect however. I could come up with a long “wish list” of desired features it lacks, but that’s not ... [Read more...]

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