Monthly Archives: November 2011

Course: Financial Data Modeling and Analysis in R

November 28, 2011
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The University of Washington is holding a web-based course which will be of interest to anyone who wants to learn about financial modeling with R: Financial Data Modeling and Analysis in R (AMATH 542) is a comprehensive introduction to the R statistical programming language for computational finance offered by the University of Washington Computational Finance program and taught by...

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Where the Worlds of Dentistry and Cartography Collide

November 28, 2011
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Where the Worlds of Dentistry and Cartography Collide

As I was getting a root canal last week, my dental X-Rays reminded me anew of an optical illusion that stumped us for a short time recently when we were developing our heatmapping engine.My X-Rays, before during and after a recent root canal.  The...

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Predicting Gender

November 28, 2011
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Predicting Gender

If there are two (can be generalized to n) classes and both follow the same distribution (but with different parameters) it is possible to predict which class an observations comes from. Here I’ll try to predict a sample’s gender based on their height. The distribution of a person’s height is more or less normal. There

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Another aspect of speeding up loops in R

November 28, 2011
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Another aspect of speeding up loops in R

Any frequent reader of R-bloggers will have come across several posts concerning the optimization of code - in particular, the avoidance of loops.Here's another aspect of the same issue. If you have experience programming in other languages besides R, this is probably a no-brainer, but for laymen, like myself, the following example was...

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A nice short article on memory in R

November 28, 2011
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A nice short article on memory in R

There is a nice short article on memory issue in R at http://www.matthewckeller.com/html/memory.html. If you use R to process large data, you might find it helpful. It introduces: - checking how much memory an object is taking; - the memory … Continue reading →

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Prime Number in R Language (CloudStat)

November 28, 2011
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Prime Number in R Language (CloudStat)

A prime number (or a prime) is a natural number greater than 1 that has no positive divisors other than 1 and itself. R Language Code The Prime Function prime = function(n){   n = as.integer(n)   if(n > 1e8) stop(“n too large”)   primes = re...

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A Story of Life and Death. On CRAN. With Packages.

November 27, 2011
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The Comprehensive R Archive Network, or CRAN for short, has been a major driver in the success and rapid proliferation of the R statistical language and environment. CRAN currently hosts around 3400 packages, and is growing at a rapid rate. Not too ...

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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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