When trying to parse a large amount of datetime characters into POSXIct objects, it struck me that strftime and as.POSIXct where actually quite slow. When using the parsing functions from lubridate, these where a lot faster. The following benchmark shows… See more › [Read more...]

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Do you know the Maucha diagram? If you are not an Hungarian limnologist, probably not! This diagram was proposed by Rezso Maucha in 1932 as a way to vizualise the relative ionic composition of water samples. However, as far I … Lire la suite → [Read more...]

Last Friday the Cologne R user group came together for the 15th time. Since its inception over three years ago the group evolved from a small gathering in a pub into an active data science community, covering wider topics than just R. Still, R is the link and clue between ... [Read more...]

I’m back in California for the next couple of weeks, and will give the following talk at Stanford and UC-Davis. Optimal forecast reconciliation for big time series data Time series can often be naturally disaggregated in a hierarchical or grouped structure. For example, a manufacturing company can disaggregate total ... [Read more...]

I’m back in California for the next couple of weeks, and will give the following talk at Stanford and UC-Davis. Optimal forecast reconciliation for big time series data Time series can often be naturally disaggregated in a hierarchical or grouped structure. For example, a manufacturing company can disaggregate total ... [Read more...]

Last Friday the Cologne R user group came together for the 15th time. Since its inception over three years ago the group evolved from a small gathering in a pub into an active data science community, covering wider topics than just R. Still, R is the link and clue between ... [Read more...]

    We were overwhelmed by the positive comments from attendees at last week’s EARL conference in London. We are in the process of collecting survey responses from all delegates, but in the meantime a quick straw poll at Mango … Continue reading → [Read more...]

The Effective Applications of R (EARL) Conference (held last week in London) is well-named. At the event I saw many examples of R being used to solve real-world industry problems with advanced statistics and data visualization. Here are just a few examples: AstraZeneca, the pharmaceutical company, uses R to design ... [Read more...]

With the summer holiday season coming to an end, we are back with Warsaw Meetings of R Users (Warszawskie Spotkania Entuzjastów R). Three meetings ahead: September 26 th (this Saturday) – let’s start with data-hack-day (DHD). Having data from Polish Seym (votes and transcripts), we are going to prepare some ... [Read more...]

Although you will learn in this article how to create inforgraphics in R, I will be honest: I don’t like meaningless, busy, and unactionable infographics. Then why did I write this article? A couple of reasons: I love the message of this chart I wanted to see what’s ... [Read more...]

The following post is taken from two previous posts from an older blog of mine that is no longer available. These are from several years ago, and related to two critical questions that I encountered. One, how can I automatically generate hundreds of thousands of keywords for a search engine ... [Read more...]

I know there are many R users who like to test out SparkR without all the configuration hassle. Just these six lines and you can start SparkR from both RStudio and command line. One line for Spark and SparkR Apache Spark is a fast and gener... [Read more...]

I know there are many R users who like to test out SparkR without all the configuration hassle. Just these six lines and you can start SparkR from both RStudio and command line. One line for Spark and SparkR Apache Spark is a fast and general-purpose cluster computing system SparkR ... [Read more...]

And yet another upstream Armadillo update -- version 5.600.2 was released yesterday by Conrad. So I pushed a new and matching RcppArmadillo release 0.5.600.2.0 to CRAN and to Debian. Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use ... [Read more...]

Right before heading off to last week's excellent EARL 2015 conference in London, a new minor release of RQuantLib was released onto CRAN and into Debian. The changes are detailed below. Changes in RQuantLib version 0.4.1 (2015-09-11) Changes... [Read more...]

In this article, I will show you how to use the ggplot2 plotting library in R. It was written by Hadley Wickham. If you don’t have already have it, install it and load it up: install.packages('ggplot2') library(ggplot2) qplot qplot is the quickest way to get ... [Read more...]

I just taught a week-long “R Bootcamp” to 200 R newbies. It went quite well, and I thought it would be valuable to jot down some thoughts on what worked and what I might change if doing it again. The course design and my approach to teaching scientific computing in general ... [Read more...]

In the previous post, I went through a simple exercise which, to me, clearly demonsrtates that 60% out of sample guess rate (on daily basis) for S&P 500 will generate ridiculous returns. From the feedback I got, it seemed that my example was somewhat unconvincing. Let’s dig a bit further ... [Read more...]