After playing around with R studio server for a while, I decided to write a followup to my previous blog post. I want to go over a few of the strong points of using RStudio server to access a remote… See more › [Read more...]

Running 64 bit R, JAGS and rjags on EC2 Winbugs and Jags free Item Response Theory from the dot matrix plots of proprietary software and open up a multicoloured world of posterior predictive model checking. Fitting IRT models using brute force is not ... [Read more...]

Yesterday, Haydn Shaughnnessy wrote a piece for Forbes titled, Who are the Top 20 Influencers in Big Data?Fans of R will be delighted to see David Smith of Revolution Analytics up there at number 2!Congratulations!© 2012, David E. Giles [Read more...]

It is often useful to know how strongly or weakly two variables are associated: do they vary together or are they essentially unrelated?  In the case of numerical variables, the best-known measure of association is the product-moment correlation coefficient introduced by Karl Pearson at the end of the nineteenth century.  ... [Read more...]

This is the second post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Fundamental Data, and I will show how to build Fundamental factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha ... [Read more...]

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If you live in Paris and are interested in R, there will be two meetings for you this week. First a Semin-R session, organized at the Muséum National d’Histoire Naturelle on Tuesday 7 Feb (too bad, the Museum is closed on Tuesdays). Presentations will be about colors, phylogenies and ... [Read more...]

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Erik Sigur, Information Technologist for the Department of Statistics and Probability at Michigan State University, writes at ReadWriteWeb about using Revolution R Enterprise to provide high-performance computation in R to the researchers in his department: Our search for a more effective version of R ultimately brought us to a product ... [Read more...]

(Almost) every introductory course in probability introduces conditional probability using the famous Monte Hall problem. In a nutshell, the problem is one of deciding on a best strategy in a simple game. In the game, the contestant is asked to select one of three doors. Behind one of the doors ... [Read more...]

Haydn Shaughnessy at The Forbes blog provides a list of the "Top 20 Influencers in Big Data", and I'm humbled to report that yours truly is listed there at #2. It's an instantaneous ranking based on the social-media tracking tool Traakr, but it's still great to be listed alongside writers for SiliconAngle, ... [Read more...]

It's awesome to see so many local R user groups kicking off in 2011! Yet another is the Austin R User Group in Austin, Texas. They've already held their first informal get-together, and the first formal meeting on February 23 will be devoted to data management techniques in R. Props to Sandy ... [Read more...]

In my last post I complained about efficiency not being discussed enough by NBA announcers and commentators. I pointed out that some of the best scorers have relatively low FG% or TS%. However, via the comments it was pointed out that top scorers need ... [Read more...]

I'm working on some really interesting stuff at the moment, the details of which I can't discuss for reasons of national security (not really). However, one of the things I've been doing a lot of is searching though lots of different combina... [Read more...]

Computer Assisted Reporting In an online press release on Tuesday the Wisconsin Government Accountability Board announced they would put all 153,335 pages of PDF copies of the Scott Walker recall petition online later that day. The GAB announced the PD... [Read more...]

I finally got around to completing item 5 on my 2011 list concerning electrical power consumed by a magnetic hard disk drive (HDD). The semi-empirical statement is: Power ∝ Nplatters × Ω2.8 × D4.6    . . .    (1) where Nplatters is the number of platters on the spindle, Ω is the rotational speed in revolutions per minute (RPM) and D the ... [Read more...]

1 Introduction “The 3.11 Tohoku Earthquake in Japan”, It did serious damage to Japan. I have attempted gaining [...] [Read more...]

When I say Ease of Use Improved, I mean you can simply copy, paste and run the codes in this post, without referring to other places, without downloading a data file and read it from R. This is how I like a blog article to be. You don’t need ... [Read more...]

My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that ... [Read more...]