Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope ... [Read more...]

[This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to share your [Read more...]

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Version 0.2.7 of RcppArmadillo is now on CRAN. This updates the included Armadillo template library to version 0.9.80 which Conrad released a few days ago. RcppArmadillo makes it easy to write highly efficient and highly readable C++ code for linear... [Read more...]

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Here are some tips to speedup matrix computation in R. The author did not provide any benchmark though. [Read more...]

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I’ve just released two new packages for R: log4r and SortableHTMLTables. log4r is a minimal logging utility for R that’s inspired by the log4j family of logging tools. It has substantially fewer features than other logging tools for R, but it’s hopefully easier to ... [Read more...]

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In the world of data preparation a common task is to identify duplicate records in a file or data set.  A few years ago, I did most development work in Java, and shudder to think of the amount of code required to accomplish this sort of task. &nbs... [Read more...]

This video brings flashbacks for my days as a statistics consultant to a medical school. Some days we just weren't speaking the same language... (With thanks to reader MK for the tip: "It's funny because it is true...".) [Read more...]

From guest blogger Joseph Rickert. Last night I went to hear Ken Krugler of Bixolabs talk about Hadoop at the monthly meeting of the Software Developers Forum. Maybe because Ken is an unusually lucid speaker, or maybe because I just reached some sort of cumulative tipping point through the prep ... [Read more...]

Today, Neil posted an article titled" Connecting to a MongoDB database from R using Java". In the current post, I'll show how to use the C API for MongoDB to fetch some MongoDB data from R. The code will be somehow similar to my previous post "A stateful C function ... [Read more...]

Brian announced it on r-help and r-sig-finance and I have since updated the R/Finance website and Call for Papers page. And as David Smith already outblogged me about it, without further ado our Call for Paper for next spring's R/Finance conference: ... [Read more...]

It would be nice if there were an R package, along the lines of RMySQL, for MongoDB. For now there is not – so, how best to get data from a MongoDB database into R? One option is to retrieve JSON via the MongoDB REST interface and parse it using the ... [Read more...]

The aqp package can be downloaded from R-Forge. read more [Read more...]

Introduction Because R is, in part, a functional programming language, the ‘base’ package contains several higher order functions. By higher order functions, I mean functions that take another function as an argument and then do something with that function. If you want to know more about the usefulness of writing ... [Read more...]

In the previous days I have received several emails asking for clarification of the effective sample size derivation in “Introducing Monte Carlo Methods with R” (Section 4.4, pp. 98-100). Formula (4.3) gives the Monte Carlo estimate of the variance of a self-normalised importance sampling estimator (note the change from the original version ... [Read more...]

Here’s a nice snippet from a 2009 article by Kass that I read yesterday: According to my understanding, laid out above, statistical pragmatism has two main features: it is eclectic and it emphasizes the assumptions that connect statistical models with observed data. The pragmatic view acknowledges that both sides of ... [Read more...]

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