By Joseph Rickert In a recent blog post, David Smith reported on a talk that Steve Yun and I gave at STRATA in NYC about building and benchmarking Poisson GLM models on various platforms. The results presented showed that the rxGlm function from Revolution Analytics’ RevoScaleR package running on a ... [Read more...]

Season 2 of the R-Podcast is up and running! This episode begins a multi-part series on reproducible analysis using R. In this episode I discuss the usage of Sweave and LaTeX for producing reproducible reports, an introduction to the capabilities of the knitr package (more episodes will be coming dedicated to ... [Read more...]

This post continues with the theme of how to modify plots from within ggplot; today we will specifically looking at custom axis breaks. Plots later in the week will examine the commands to change text in the plot area. The various other shortcomings o... [Read more...]

the consumer expenditure survey (ce) is the primo data source to understand how americans spend money.  participating households keep a running diary about every little purchase over the year.  those diaries are then summed up into precise expenditure categories.  how else are you gonna know that the average american household ... [Read more...]

I discussed earlier how the action potential of a neuron can be modelled via the Hodgkin-Huxely equations. Here I will present a simple model that describes how action potentials can be generated and propagated across neurons. The tricky bit here is that I use delay differential equations (DDE) to take ... [Read more...]

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(A guest post by John Verzani) A few days back the RStudio blog announced Shiny, a new product for easily creating interactive web applications (http://www.rstudio.com/shiny/). I wanted to compare this new framework to one I’ve worked on, gWidgetsWWW2.rapache – a version of …Read more » [Read more...]

RStudio has released a new package for R. Shiny allows R developers to build simple interactive Web-based interfaces for R scripts, using only R code (no JavaScript development required!). You can see some examples of Shiny in action in this blog post, and there are more details about Shiny's capabilities ... [Read more...]

This entry is part 12 of 12 in the series Using RIn two previous posts we described how R can call C code with .C() and the more complex yet more robust option of calling C code with .Call().  Here …   read more ... [Read more...]

Just like James Morrison and Nelly Furtado say, you really can't play a broken string. And quite similarly, you just can't use a broken link.I always find it very annoying when, while browsing a website, I find a broken link. You fall victim to the pro... [Read more...]

Two weeks ago I finished teaching my course Computing for Data Analysis through Coursera. Since then I’ve had some time to think about how it went, what I learned, and what I’d do differently. First off, let me say that it was a lot of fun.... [Read more...]

Hi everybody,Few days back I was going through the development of immunoglobulin receptors on B cells.  I came across a few facts:1.  The ratio between kappa (K) and lambda (L) light chain attached with immunoglobulin (Ig) receptor is approxi... [Read more...]

Specifics of statistical factor models and of a particular implementation of them. Previously Posts that are background for this one include: Three things factor models do Factor models of variance in finance The BurStFin R package The quality of variance matrix estimation The problem Someone asked me some questions about ... [Read more...]

In finance and investing the term portfolio refers to the collection of assets one owns. Compared to just holding a single asset at a time a portfolio has a number of potential benefits. A universe of asset holdings within the … Continue reading → [Read more...]

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PDQ (Pretty Damn Quick) version 6.0.β is in the QA pipeline. Although this is a major release, cosmetically, things won't look any different when it comes to writing PDQ models. All the big changes have taken place under the hood in order to make PDQ more consistent with the R statistical ... [Read more...]

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A couple of weeks ago, Markus Gesmann demonstrated the feasability of connecting R and Arduino using Processing and Rserve in a nice and simple example. This actually rekindled my interest in Arduino that I hadn’t had time to satisfy… Again I will show a very easy and simple example, ... [Read more...]

HT: Revolution Analytics  Very good discussion about real applied econometrics and analytics including the use of ARIMA models, decision trees, and genetic algorithms. He also has a very smart approach in his attitude toward big data and data s... [Read more...]