June 2013

Put some cushions on the sofa

June 21, 2013 | Recology - R

I posted earlier this week about sofa (here), introducing a package I started recently that interacts with CouchDB from R. There's been a fair amount of response at least in terms of page views, so I'll take that as a sign to keep going. One thing that would be nice ... [Read more...]

The PISA2009lite package is released

June 20, 2013 | smarterpoland

This post introduces a new R package named PISA2009lite. I will show how to install this package, what is inside and how to use it. Introduction PISA (Programme for International Student Assessment) is a worldwide study focused on measuring performance of 15-year-old school pupils. More precisely, scholastic performance on ... [Read more...]

Measuring Associations

June 20, 2013 | Max Kuhn

In Chapter 18, we discuss a relatively new method for measuring predictor importance called the maximal information coefficient (MIC). The original paper is by Reshef at al (2011). A summary of the initial reactions to the MIC are Speed and Tibshirani (and others can be found here). My (minor) beef with it ... [Read more...]

Upcoming Rcpp talk in Sydney

June 20, 2013 | Thinking inside the box

The Sydney Users of R Forum (SURF) will be hosting me for a talk on July 10. The focus will be Rcpp for R and C++ integration, and the intent is to have this be really applied with lots of motivating examples. Organizers Louise and Eugene were able... [Read more...]

How American Century revolutionized their investment platform with R

June 20, 2013 | David Smith

American Century Investments is a top-20 mutual fund company with more than 125 billion dollars of assets under management. The quantitative investment group manages 22 funds, and takes an objective, systematic and disciplined approach to determine which stocks to buy and sell. Real-time data and carefully calibrated statistical models are the foundation ... [Read more...]

Bayesian Modeling of Anscombe’s Quartet

June 20, 2013 | Rasmus Bååth

Anscombe’s quartet is a collection of four datasets that look radically different yet result in the same regression line when using ordinary least square regression. The graph below shows Anscombe’s quartet with imposed regression lines (taken from the Wikipedia article). While least square regression is a good choice ... [Read more...]

Installing the RGoogleAnalytics package

June 20, 2013 | Kushan Shah

In this blog post, I would walk you through the steps from downloading to installing the RGoogleAnalytics package on your machine. The RGoogleAnalytics package currently resides at https://code.google.com/p/r-google-analytics/ and this page lists the latest developments around the package. The zip and tarball archives for the ... [Read more...]

A Toy Instrumental Variable Application

June 19, 2013 | Matt Bogard

I have previously discussed instrumental variables (hereand here)  from a somewhat technical standpoint, but now I’d like to present a very basic example with a toy data set that demonstrates how IV estimation works in practice. The data set below is fabricated for demonstration purposes. The idea is to ... [Read more...]

Compiling R 3.0.1 with MKL support

June 19, 2013 | Flavio Barros

Before you begin, be aware that there is others excellent posts about the issue, as: 1. Compiling 64-bit R 2.10.1 with MKL in Linux 2. Speeding up R with Intel’s Math Kernel Library (MKL) 3. Performance benefits of linking R to multithreaded math libraries 4. Using MKL-Linked R in Eclipse But, as recently i ... [Read more...]

Visualizing transitions with the transitionPlot function

June 19, 2013 | Max Gordon

[caption id="attachment_749" align="aligncenter" width="504"] A transition between states - the above is a simulation of before and after surgery where I've highlighted the large proportion that doesn't improve in the moderate group.[/caption] As an orthopaedic surgeon I'm often interested in how a patient is doing after surgery ... [Read more...]

An R package for Smith-Wilson yield curves

June 19, 2013 | Phil Joubert

Yield Curve fitting - the Smith-Wilson method Yield Curve fitting - the Smith-Wilson method This article illustrates the R package SmithWilsonYieldCurve, and provides some additional background on yield curve fitting. The method implemented in the package fits a curve to interest rate market data such that the observed prices of ... [Read more...]
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