When I started to use the data.table package I was primarily using it to aggregate. I had read about data.table and its blazing speed compared to the other options from base or the plyr package especially with large amounts of data. As an example, I ... [Read more...]

for twenty years now, the centers for disease control and prevention (cdc) has been random-digit-dialing american households to ask parents which vaccinations their little tykes have received.  and since vaccination history might not be at the for... [Read more...]

MCMSki IV is about to start! While further participants may still register (registration is still open!), we are currently 223 registered participants, without accompanying people. I do hope most of these managed to reach the town of Chamonix-Mont-Blanc despite the foul weather on the East Coast. Unfortunately, three speakers (so far) ... [Read more...]

Imagine that you are studying English as a second language; you learn the basic rules, some vocabulary and start writing sentences. After a little while, it is very likely that you’ll write grammatically correct sentences that no native speaker would use. You’d be following the formalisms but ignoring ... [Read more...]

In my last post, I described some first text analyses I did with R, using wordclouds to visualize language use in Kanye West and Jay-Z's collaborative 2011 album "Watch the Throne."This post presents some more statistically-oriented analyses of languag... [Read more...]

Clouds are not spheres, mountains are not cones, coastlines are not circles and bark is not smooth, nor does lightning travel in a straight line (Benoit Maldelbrot) Fractals are beautiful, hypnotics, mysterious. Cantor set has as many points as the real number line but has zero measure. After 100 steps, the ... [Read more...]

The primary objective here is to make sure the framework I use in R to backtest strategies delivers similar results to that of MT4, most specifically to 99% tick accuracy MT4 backtesting. Why the 99% tick accuracy …. because it’s … Continue reading → [Read more...]

I have been a little quiet on the update front for the past few months, so I thought I would give a quick update as 2014 begins. Between increased responsibilities at work (pseudo-department chair) and some family health issues, work on cran2deb4ubunt... [Read more...]

Authors: Jan Smycka, Petr Keil This post introduces experimental R package bPCA which we developed with Jan Smycka, who actually came with the idea. We do not guarantee the very idea to be correct and there certainly are bugs – we invite anyone to show us wrong, or to contribute. … Continue ... [Read more...]

An update to ggtern, version 1.0.2.0, is now available on CRAN! This version includes a number of updates, and, additional functionality, which can be summarized below: Better Documentation Theme commands were brought back inline with the ggplot2 format, for example, theme_tern_bw() has been superceded by theme_bw() as per ... [Read more...]

Online banking has made reviewing statements and transferring money more convenient than ever before, but most still rely on external methods for looking at their personal finances. However, many banks will happily give you access to long-term transaction logs, and … Continue reading → [Read more...]

In the book, we discuss the notion of a probability model being "well calibrated". There are many different mathematical techniques that classification models use to produce class probabilities. Some of values are "probability-like" in that they are between zero and one and sum to one. This doesn't necessarily mean that ... [Read more...]

  Two members of the RugBcn  have developed a package for R that ease the path for webscraping . Among the current packages, we highlight the well known RCurl and XML packages. Both are enough for most situations, but they have a limitation dealing with situations where there is some javascript between ... [Read more...]

This week I wanted to play around with Julia and exporting the results. I found http://xianblog.wordpress.com/2013/12/29/le-monde-puzzle-847/ to be just the right size to play around with. CodeA function to check if a triplet has the desired property In [1]: function lemonde847(xx) a=[xx[1],2] b=[xx[2],8] c=[... [Read more...]

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If, like me, you struggled to understand the Fourier Transformation when you first learned about it, this succinct one-sentence colour-coded explanation from Stuart Riffle probably comes several years too late: Stuart provides a more detailed explanation here. This is the formula for the Discrete Formula Transform, which converts sampled signals (... [Read more...]

A new release of the FuzzyNumbers package for R is now available on CRAN. The package provides S4 classes and methods to deal with Fuzzy Numbers that allow for computations of arithmetic operations, approximation by trapezoidal and piecewise linear FNs,…Read more › [Read more...]

Happy New Year to all Geomorph users,I have received a few emails from Mac users wanting to update to the new version of Geomorph. Unfortunately there is still a lag on the CRAN repository for a MacOS X binary of version 1.1-5. While this is a nuisance... [Read more...]

by Michael Helbraun Michael is member of Revolution Analytics Sales Support team. In the following post, he shows how to synthesize a probability distribution from the opinion of multiple experts: an excellent way to construct a Bayesian prior. There are lots of different ways to forecast. Depending on whether there’... [Read more...]

We are a few days from the start, here are the latest items of information for the participants: The shuttle transfer on January 5th, from Geneva Airport to Chamonix lasts 1 hour 30 minutes. At your arrival in the airport , follow the “Swiss Exit”. After the customs, the bus driver (handling a ... [Read more...]