This guy th3james claimed Testing Code Is Simple, and I agree. In the R world, this is not anything new. As far as I can see, there are three schools of R users with different testing techniques: tests are put under package/tests/, and a foo-test.Rout.save from ... [Read more...]

What is Random? As previously discussed, there’s no universal measure of randomness. Randomness implies the lack of pattern and the inability to predict future outcomes. However, The lack of an obvious model doesn’t imply randomness anymore than a curve fit one implies order. So what actually constitutes randomness, ... [Read more...]

A new version of Rcpp is now on the CRAN network for GNU R; binaries for Debian have been uploaded as well. Once more, this release brings a large number of exciting changes to Rcpp. Some concern usability, some bring new features, some increase pe... [Read more...]

Partial least squares (PLS) is a versatile algorithm which can be used to predict either continuous or discrete/categorical variables. Classification with PLS is termed PLS-DA, where the DA stands for discriminant analysis.  The PLS-DA algorithm has many favorable properties for dealing with multivariate data; one of the most important ... [Read more...]

In this post I extend my knowledge of mixed models by redoing section 59.7 (page 5048) of the SAS/STAT user guide. I don't think this particular example can be run in lme4, so that leaves nlme and MCMCglmm. MCMCglmm has less ability for influence measu... [Read more...]

A series of tutorials, in R, by Anthony Damico. As claimed on http://twotorials.com/, “how to do stuff in r. two minutes or less, for those of us who prefer to learn by watching and listening“. So far, 000 what is r? the lingua statistica, s’il vous plaît 001 ... [Read more...]

[Read more...]

The elliplot package is my first package for R.  So I want to write down details of making that, both for myself and for people following. original source The ellipseplot … Continue reading → [Read more...]

[Read more...]

One thing that I had the opportunity to develop while working last year at Saint Paul Public Schools was figuring out a quick, easy, and painless way to do interactive report generation. When I arrived in the REA department at Saint Paul Public Schools, the report generation process was roughly ... [Read more...]

I released R package elliplot version 1.1.0. This package contains ellipseplot and midpoints. It is to visualize a correlation between 2 sets of independent observation with common factors.  Details are … Continue reading → [Read more...]

While I was working on a smoothing function, I came across the EMA (exponential moving average) which basically applies exponentially-decreasing weights to older observations. This is commonly used in finance, and can offer some protection against lags in trend movements. As I was looking to combine this moving average with ... [Read more...]

Not much finance here, but a lot of d3 and R. [Read more...]

MRMR version 0.1.3 is now available on CRAN. This is (almost) the same version that was discussed at the CLRS two weeks ago. MRMR – Multivariate Regression Models for Reserving- is a tool for non-life actuaries to estimate liability reserves. The emphasis is on exploratory data analysis, visualization and model diagnostics. At ... [Read more...]

Statistical forecasting is a critical component of every modern business, and Rob J Hyndman, Professor of Statistics at Monash University, is an expert in the field. He's the co-author of several books on forecasting, including Forecasting: Principles and Practice, a free on-line book that provides a comprehensive introduction to forecasting ... [Read more...]

One of the more common ways that I read vector data into R is via shapefiles.  I tend to use these partly becuase of my own sordid past with Arc/INFO, ArcView and ArcGIS and partly due to their ubiquity.  In any event I have found the R package, rgdal, ... [Read more...]

[Read more...]

A short post to get back – for my nonlife insurance course – on the interpretation of the output of a regression when there is a categorical covariate. Consider the following dataset __ db = read.table("http://freakonometrics.free.fr/db.txt",header=TRUE,sep=";") __ tail(db) Y X1 X2 X3 995 1 4.801836 20.82947 A 996 1 9.867854 24.39920 C 997 1 5.390730 21.25119 ... [Read more...]

Dr. Hadley Wickham is the Chief Scientist of RStudio and Assistant Professor of Statistics at Rice University. He is the developer of the famous R package ggplot2 for data visualization and the author of many other widely used packages like plyr and reshape2. On Sep 13, 2013 he gave a talk at ... [Read more...]

Sometimes you might have several data files and want to use R to perform the same function across all of them. Or maybe you have multiple files and want to systematically combine them into one file without having to open each file and manually copy the... [Read more...]