In this post, I want to address the following issue: several data files with a common trame have to be dealt with by an R function. The function should export files (such as images or data files or any other file type). I explain how to create filenames such that ... [Read more...]

Forwarded from Frank Harrell: DEADLINES FAST APPROACHING – 8th Annual International R User Conference useR! 2012, Nashville, Tennessee USA Registration Deadlines: Early Registration: Passed Regular Registration: Mar 1- May 12 Late Registration: May 13 – June 4 On-Site Registration: June 12 – June 15 Please note: Nashville is offering several large entertainment events the month [...] [Read more...]

I’m currently working my way through Rasmussen and Williams’s book on Gaussian processes. It’s another one of those topics that seems to crop up a lot these days, particularly around control strategies for energy systems, and thought I should be able to at least perform basic analyses ... [Read more...]

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Following the previous post, two additional remarks. Following a comment by @cosi, I have investigated quickly a binomial fit to the distribution of the number of people not getting wet, with a fixed number of players on the field. It looks like it... [Read more...]

There are many situations where data is presented in a format that is not ready to dive straight to exploratory data analysis or to use a desired statistical method. The reshape2 package for R provides useful functionality to avoid having to hack data around in a spreadsheet prior to import ... [Read more...]

Some months ago I posted an example of how to get the links of the contributing blogs on the R-Blogger site. I used readLines() and did some string processing using regular expressions.With package XML this can be drastically shortened - see this:# get... [Read more...]

This post by Suraj Gupta explains it all. This is the firs time I have seen a  concise and accessible explanation of the R environment structure and why it matters.   Addendum: This one by Digithead is also pretty good [Read more...]

It is easier to critique than it is to create. I write this post with much gratitude for R, the R community and particularly R-Core who are paid $0 to bring us R. I’d like to offer an idea and I’m wondering if people are interested in ral... [Read more...]

One of the favorite bar room discussions of statisticians, machine learners, and computer scientists is – what is data science? (And I don’t care whether it happens in a bar or not, it’s a “bar room” discussion by virtue of... [Read more...]

In honor of Twitter making the decision to come to Detroit, here’s a special post on how I became a Twitter user. … At 3:30pm my wife called me. There was a shooting where my brother-in-law works at UPMC Western... [Read more...]

Most of the time when we're programming in R, we don't think about how R gets from an object name (say, "stdev") to what it represents (a function to calculate standard deviation, perhaps). If you're writing functions, you've probably know about R's lexical scoping. And if you use a lot ... [Read more...]

Building Optimization Functions for Julia In hopes of adding enough statistical functionality to Julia to make it usable for my day-to-day modeling projects, I’ve written a very basic implementation of the simulated annealing (SA) algorithm, which I’ve placed in the same JuliaVsR GitHub repository that I used for ... [Read more...]

Tax rates were higher in the past... Joe derisively snorted at the pay stub in his hand. Crumpling it into a ball, he wound up like a baseball pitcher and fast-balled the wad of paper across the room. It bounced unsatisfyi... [Read more...]

Oracle recently updated ROracle to version 1.1-2 on CRAN with enhancements and bug fixes. The major enhancements include the introduction of support for Oracle Wallet Manager and datetime and interval types.  Oracle Wallet ... [Read more...]

That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; ... [Read more...]

Yanchang Zhao, RDataMining.com Obama administration unveiled a Big Data Research and Development Initiative with $200 million on March 29, 2012, to improve the ability to extract knowledge and insights from large and complex collections of digital data. Six Federal departments … Continue reading → [Read more...]

How did the constraints affect portfolio betas, and how did the betas change over time? Previously “Low (and high) volatility strategy effects” created 6 sets of random portfolios — the so-called low vol cohorts — as of 2007 and showed their performance up to about a month ago. “Rebalancing the low vol cohorts” looked ... [Read more...]

Or… How to push oneself down the rabbit hole of environments, namespaces, exports, imports, frames, enclosures, parents, and function evaluation? Motivation There are a few reasons to bother reading this post: Rabbit hole avoida... [Read more...]

Labor won 15 of Queensland’s 29 House of Reps seats in the 2007 Federal election (AEC details here). Yet just three years later, in the 2010 Federal election, Labor won only 8 of 30 Queensland Reps seats, with 33.6% of 1st preferences (a swing of -9.3 percentage points). Labor’s best performance on 1st preferences in [...] [Read more...]