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This R program can be used to download option price data from Yahoo to a data frame and to plot the corresponding implied-volatility smiles. http://www.math.tu-berlin.de/~mkeller/index.php?target=rcodeTags - download , data , optionRead the full post ... [Read more...]

Quantile regression is a statistical technique intended to estimate, and conduct inference about, conditional quantile functions. Just as classical linear regression methods based on minimizing sums of squared residuals enable one to estimate models f... [Read more...]

Sandra McBride writes: My current model (in Winbugs) runs very slowly on my very slow laptop, so I am getting a new desktop. Here are some questions in the hopes of speeding up my model: Is Winbugs or Openbugs multithreaded?... [Read more...]

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useR! CONFERENCE, AUGUST 12-14 2008, DORTMUND GERMANY Impressive statistical computing types like Andrew Gelman, Gary King, and others will be presenting at this year’s useR! conference. Decision Science News might just have to hop over and check it out. The program looks great. Those interested in learning R might be ... [Read more...]

GGobi now has an entry in Wikipedia. Feel free to edit it! [Read more...]

The 2008 Hack-at-it was held June 22-23, just before Data Vis VI, in Bremen Germany.The main topics for the meeting were: Release of 2.1.7 Continued design of GGobi 3 [Read more...]

Bogdan Taranta (website in Polish) is developing a set of functions for drawing administrative maps of Poland. I wrote similar functionality for myself already some time ago, but only for voivodships, i.e. top-level administrative units, and also in a rather low resolution. Bogdan’s contribution seems to contain all ... [Read more...]

Recently, I tried to learn C language so that I can write a C addon for some R rountines to redress the speed issue in R. In my last post here, I have documented how a simple trick can speed up R. Nonetheless, I had an example which shows that ... [Read more...]

I just encountered this website http://onertipaday.blogspot.com/: One R tip per day. Very nice collection of R tips. [Read more...]

This is another example of why defaults matter a lot. I got an email of Evan Cooch forward by Matt, saying that there exists a trick to speed up R matrix caculation. He found that if we replace the default Rblas.dll in R with the proper one. It can ... [Read more...]

It seems like a lifetime ago that I developed the weaver package for caching code chunks in Sweave documents. The paper that I presented at the DSC 2007 has finally been published in Computational Statistics. The title is Caching Code Chunks in Dynam... [Read more...]

If you google on ‘papers’, the first hit you’ll get is http://mekentosj.com/papers/: linking to mekentosj’ Papers program. The fact that it is the first hit on google shows that it is a popular program -- or at least that a lot ... [Read more...]

While designing an fMRI experiment, I ran into the problem that the mouse pointer disappears as soon as you start typing on a mac. In itself it is actually a handy feature -- hiding the mouse pointer makes sense as long as you’re typing -- but no... [Read more...]

While developing some new simulation code with S4 system I stumbled upon some big difficulties in terms of computational efficiency. That lead me to diging into archives of Rhelp and Rdevel looking for clues. I found some interesting threads that address almost exactly the same problems that I do. Read ... [Read more...]

I have wrote about my experience with jags here. Martyn Plummer has updated jags recently and now jags can get as he claimed. Jags is fast and its source code is more manipulable (It's written in C++).I and Masanao wrote a package, R2jags, for runnin... [Read more...]

JAGS 1.0.2 is now out. This is a patched release for the stable version, so there are no major changes in library functionality.   The major changes are: Memory leaks fixed. The rjags package now runs on Windows. A binary version … Continue reading → [Read more...]

Working on top of someone else’s code at work a couple of weeks ago I stumbled upon a piece of SAS code that went like this: View Code SAS1 2 3 length check 3; ... check = Name = 'Netter' Being raised in the land of open-source and having programmed in R since I was [...] [Read more...]

In a recent post to r-sig-ecology, Mike Colvin suggested the following to capture errors within a loop:for (i in 1:1000){fit [Read more...]