Monthly Archives: November 2011

Dealing with Non-Positive Definite Matrices in R

November 27, 2011
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Last time we looked at the Matrix package and dug a little into the chol(), Cholesky Decomposition, function.  I noted that often in finance we do not have a positive definite (PD) matrix.  The chol() function in both the Base and Matrix...

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Cleaning time-series and other data streams

Cleaning time-series and other data streams

The need to analyze time-series or other forms of streaming data arises frequently in many different application areas.  Examples include economic time-series like stock prices, exchange rates, or unemployment figures, biomedical data sequences like electrocardiograms or electroencephalograms, or industrial process operating data sequences like temperatures, pressures or concentrations.  As a specific example, the figure below shows four data sequences:...

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GTA R Users Group – Using R for Data Mining Competitions

November 27, 2011
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GTA R Users Group – Using R for Data Mining Competitions

Here are the presentation slides I used for my talk on “Using R for Data Mining Competitions” at Ryerson University as part of the Greater Toronto Area (GTA) R User’s Meetup Group. Presentation (Prezi) Presentation (PDF) Meetup Event page Special thanks to Anthony Goldbloom from Kaggle and various competition winners for sharing their code and

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Analytics using R: Most active in my Twitter list

November 27, 2011
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Analytics using R: Most active in my Twitter list

I follow some 80 odd people/ news sources on my twitter account. For a while I wondered which of these sources are most active on twitter. I picked a simple metric '# of status messages posted to twitter' as the measure of activity. Using R I quickly wrote a program to generate my top 10 most active...

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Putting it all together: concise code to make dotplots with weighted bootstrapped standard errors

November 27, 2011
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Putting it all together: concise code to make dotplots with weighted bootstrapped standard errors

I analyze a lot of experiments and there are many times when I want to quickly look at means and standard errors for each cell (experimental condition), or the same for each cell and individual-level attribute level (e.g., Democrat, Independent, … Continue reading →

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..A Quick Geo-Trick for GoogleMaps in R (using dismo)

November 26, 2011
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..A Quick Geo-Trick for GoogleMaps in R (using dismo)

... I thought this geocoding-bit might be worth to share (found HERE when searching the web for dismo-documentation).Read more »

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Comparing StackOverflow and the R-help mailing list

November 26, 2011
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Comparing StackOverflow and the R-help mailing list

Only recently I discovered StackOverflow. I know, as a nerd already programming for many years that is quite late. For those who are not familiar with StackOverflow (aka SO), it is a Question and Answer site for programmers. It is… See more ›

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Count different positions between two strings of equal length

November 26, 2011
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Count different positions between two strings of equal length

This is another pretty simple function, written to help me solve the simplest representation of a trivial but tedious task. Most biologist are probably familiar with this task. How many nucleotide differences exist between two given sequences? I only faced the easiest part of the problem, i.e. I do not perform alignment, I just assume that

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Deductive imputation with the deducorrect package

November 26, 2011
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Deductive imputation with the deducorrect package

Missing data hinders statistical analyses. Estimating missing values (imputation) prior to analysis is one way to deal with that. In some cases however, the missings need not be estimated at all, since they can be derived with certainty from other … Continue reading →

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int64: 64 bit integer vectors for R

November 26, 2011
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int64: 64 bit integer vectors for R

The Google Open Source Programs Office sponsored me to create the new int64 package that has been released to CRAN a few days ago. The package has been mentionned in an article in the open source blog from Google. The package defines classes i...

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