So R is awesome. Felt good to get that out of the way! But sometimes I long for some small syntax additions while programming away in R in the night… The picture is of a restaurant called Risotto in Berlin. Just to make it clear, I fully understand that changing ... [Read more...]

I wanted to develop a small experiment with a front end using the Processing language and the backend calculations in R; the reason why will be another post. This post explained the steps assuming that one already has R and Processing installed: Install the Rserve package. This has to be ... [Read more...]

Day Eight: LASSO Regression TL/DR LASSO regression (least absolute shrinkage and selection operator) is a modified form of least squares regression that penalizes model complexity via a regularization parameter. It does so by including a term proportional to $||\beta||_{l_1}$ in the objective function which shrinks coefficients towards zero, ... [Read more...]

Adding features to a product can be costly, so brands have an incentive to include only those features most likely to increase demand. In the last two posts (first link and second link), I have recommended what could be called a "features stress t... [Read more...]

The last appendix has gone to the editors; the book is now content complete. What a relief! We are hoping to release the book late in the first quarter of next year. In the meantime, you can still get early drafts of our chapters through Manning’s Early Access program, ... [Read more...]

There was an interesting post on a blog which showed how straightforward it is to use the text mining tools (tm) from R along with the wordcloud package to create Word Clouds. Following the example from this page I processed the text of the Golden Asse book (found at Project ... [Read more...]

by Joseph Rickert At a Bay Area R User Group (BARUG) meeting this month hosted by Cisco, Dag Lohmann (the co-founder of Katrisk) gave an electrifying talk on catastrophe modeling for the insurance industry. Catastrophes: cyclones, hurricanes, floods earthquakes, terrorist attacks are rare events (from a statistical point of view) ... [Read more...]

Looking at a graph displayed as part of a pdf document is so tantalizing; I want that data as a csv! One way to get the data is to email the author(s) and ask for it. I do this regularly and sometimes get the apologetic reply that the data ... [Read more...]

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This is not a partisan post that extols the virtues of one software package over another. I love Stata and R and use them both all the time. They each have strengths and weaknesses and if I could only take … Continue reading → [Read more...]

In my previous post, I tried to answer the following question Consider  points uniformly distributed on a sphere. What is the probability that the  points lie on a same hemisphere, for some hemisphere (there is no south or north here) ? If I have been able to use Monte Carlo simulations ... [Read more...]

Earlier today, while looking for something else, I managed to stumble across a presentation given at the 2010 CAS RPM. (Egregious self-promotion: I'll be leading a day-long workshop at next year's RPM in Washington, DC.) I wasn't looking for a presentation on hierarchical models, but there one was. The fantastic Jim ... [Read more...]

My Twitter account @revodavid has, of this writing, 8828 followers. But is that below or above average amongst active Twitter accounts? Since Twitter doesn't publish statistics of follower counts, I've really had little idea. Until now, that is, because Jon Bruner has done some independent research to estimate the distribution of ... [Read more...]

ggtern is now available on CRAN!   Since this was my first official package in R, I was pleasantly surprised at the rigour demonstrated by the volunteers in enforcing the many quality control standards! CRAN Landing Page for ggtern: The... [Read more...]

I couldn't manage to find time yesterday, so today I'm going to try and catch up with two posts. In the first, I'm going to talk about a package I've been gradually working on over the course of the year. After all, what's Christmas if you don't get a package? ... [Read more...]

Day Seven: Sensor Fusion TL/DR Sensor fusion is a generic term for techniques that address the issue of combining multiple noisy estimates of state in an optimal fashion. There’s a straight forward view of it as the gain on a Kalman–Bucy filter, and an even simpler interpretation ... [Read more...]

The R User Conference, useR! 2014 is scheduled for July 1-3, 2014 at the University of California, Los Angeles. Before the official program, half-day tutorials will be [Read more...]

In an ZDNet article published this morning, Revolution Analytics CTO Greg Todd surveys the landscape for IT archietcture and tools to bring the insights of data scientists to business decision makers: In the changing world of technology, information, and analytics, the ability to leverage the latest techniques and tools has ... [Read more...]

I was really impressed by the very smooth process through which my paper on cost-effectiveness analysis in the presence of structural zero costs (which I've already mentioned for example here and here; the related R package is described here) has ... [Read more...]

by Max Marchi and Jim Albert (2014, CRC Press)The Sabermetric bookshelf, #3Here we have the perfect book for anyone who stumbles across this blog--the intersection of R and baseball data. The open source statistical programming environment of R is a gr... [Read more...]