After signing a huge deal with the Angels, Pujols has been having a really bad year. He hasn't hit a home run this year, breaking a career long streak. So I thought it would be a good idea to use some statistics to tell how good or bad we think ... [Read more...]

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I just ran into this interesting post on the R-bloggers Planet. The described R functionality allows you to compile R code (to byte code) so that it will no longer be interpreted but actually run. That is a performance boost. I guess in due time we will see R use ... [Read more...]

This is a follow on from the previous post, with updated code. There was an argument ‘groups’ in the ggplot(…) line of the code that was working but is now no longer working with the updated version of R/ggplot2 (I … Continue reading → [Read more...]

Yesterday, while I was attending the IFM2 conference, at HEC Montreal, I heard a nice talk about credit risk, and a comparison between contagion (or at least default correlation), for corporate and retail companies (in the US). And it was mentioned... [Read more...]

O'Reilly Radar tracks technology adoption via its annual "State of the Computer Book Market" report. In the latest report of 2011 book sales (amongst all publishers), books about R show a 127% increase in 2011 over 2010: As a language specifically for data analysis, R isn't in the same league in raw sales as ... [Read more...]

Disclaimer 1: WinBUGS is old and not maintained. There are other packages to use, if you would like to take advantage of more modern developments in MCMC such as: PyMC which transparently implements adaptive Metropolis-Hastings proposals (among other great features), or the LaplacesDemon R package, which … Continue reading → [Read more...]

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[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...]

As I mentioned in a previous post, I compiled the data set that I’m currently working on in PostgreSQL.  To get this massive data set, I had to write a query that was massive by dint of the number of … Continue reading → [Read more...]

We are getting ready to host an R bootcamp this summer at work and I am looking at building on materials that already exist. I just wanted to list a few here while I figure out the best ways to incorporate them. Video Tutorials:This is a fairly ne... [Read more...]

The open-source RHadoop project makes it easier to extract data from Hadoop for analysis with R, and to run R within the nodes of the Hadoop cluster -- essentially, to transform Hadoop into a massively-parallel statistical computing cluster based on R. In yesterday's webinar (the replay of which is embedded ... [Read more...]

I spent most of the Sunday afternoon trying to understand why defining did not have the same effect as writing the line until I found there is a clash due to the comment package… The assuredly simple code produces an error message: This is quite an inconvenience as I need ... [Read more...]

I consider myself a decent RegEx user.  References to famous quotes about RegEx aside, I find it intuitive, like its speed and that it makes my code simple (more so than the alternative anyhow). Thus, I use RegEx where I can in the growing grab bag of languages I consider ... [Read more...]

This website provides a simple summary of the theme elements that can be set within ggplot2. There should be sufficient information here to change the default settings for graphs within the ggplot2 package. [Read more...]

Introduction For me, Hadley Wickham‘s reshape and plyr packages are invaluable because they encapsulate omnipresent design patterns in statistical computing: reshape handles switching between the different possible representations of the same underlying data, while plyr automates what Hadley calls the Split-Apply-Combine strategy, in which you split up your data ... [Read more...]

What we did in our Stan meeting yesterday: Some discussion of revision of the Nuts paper, some conversations about parameterizations of categorical-data models, plans for the R interface, blah blah blah. But also, I had two exciting new ideas! Google Translate for code Wouldn’t it be great if Google ... [Read more...]

This post shows how to produce a plot involving three categorical variables and one continuous variable using ggplot2 in R. The following code is also available as a gist on github. 1. Create Data First, let's load ggplot2 and create some data to work... [Read more...]

The ivreg2 command is one of the most popular routines in Stata. The reason for this popularity is its simplicity. A one-line ivreg2 command generates not only the instrumental variable regression coefficients and their standard errors, but also a number of other statistics of interest. I have come across a ... [Read more...]

This Post Will Explain the Basics of Wide to Long With base reshape (part I) Often your data set is in wide format and some sort of analysis or visualization requires putting the data set into long format.  Hadely Wickham … Continue reading → [Read more...]