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In part one, we simulated a simple CTMC. Now, let us complicate things a bit. Remember the example problem there: A gas station has a single pump and no space for vehicles to wait (if a vehicle arrives and the pump is not available, it leaves). Vehicles arrive to the ... [Read more...]

This post is dedicated to creating candlestick charts using Plotly’s R-API. For more information on candlestick charts visit www.stockcharts.com. We’ll also showcase Plotly’s awesome new range selector feature ! [crayon-571e00e6cc382939134649/] [crayon-571e00e6cc39c746160627/] [Read more...]

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R has traditionally been very slow at reading and writing csv files of, say, 1 million rows or more. Getting data into R is often the first task a user needs to do and if they have a poor experience (either hard to use, or very slow) they are less likely ... [Read more...]

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Update: this blogpost seems to be obsolete now and that's a good thing. I've kept the rest of the blopost intact for historical reasons. SparkR offers R users to do data wrangling on bigger chunks of data. The machine learning algorithms that are supported are a bit modest (only linear ... [Read more...]

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Over the next two months I’m running a number of R courses at Newcastle University. May 2016 May 10th, 11th: Predictive Analytics May 16th – 20th: Bioconductor May 23rd, 24th: Advanced programming June 2016 June 8th: R for Big Data June 9th: Interactive graphics with Shiny Since these courses are on  advanced ... [Read more...]

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Suppose you are an avid R user, and you would like to use SparkR in Cloudera Hadoop; unfortunately, as of the latest CDH version (5.7), SparkR is still not supported (and, according to a recent discussion in the Cloudera forums, we shouldn’t expect this to happen anytime soon). Is there ... [Read more...]

M icrosoft R Open 3.2.4, Microsoft's enhanced distribution of R, is now available for download from mran.microsoft.com. This update is based on R 3.2.4-revised, and includes several improvements and some minor bug fixes from the R Core Group. Improvements include long-vector support for the smooth function, a new stringsAsFactors ... [Read more...]

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fidlr is an RSutio addin designed to simplify the financial data downloading process from various providers. This initial version is a wrapper around the getSymbols function in the quantmod package and only Yahoo, Google, FRED and Oanda are supported. I will probably add functionalities over time. As usual with those ... [Read more...]

The bit of R code below illustrates the principal curves methods as described in The Elements of Statistical Learning, by Hastie, Tibshirani, and Friedman (Ch. 14; the book is freely available from the authors' website). Specifically, the code generates some bivariate data that have a nonlinear association, initializes the principal curve ... [Read more...]

by Joseph Rickert R/Finance 2016 is less than a month away and, as always, I am very much looking forward to it. In past years, I have elaborated on what puts it among my favorite conferences even though I am not a finance guy. R/Finance is small, single track ... [Read more...]

A puzzle on The Riddler this week that ends up as a standard integer programming problem. Removing the little story around the question, it boils down to optimise 200a+100b+50c+25d under the constraints 400a+400b+150c+50d≤1000, b≤a, a≤1, c≤8, d≤4, and (a,b,c,d) all ... [Read more...]

You might think literary criticism is no place for statistical analysis, but given digital versions of the text you can, for example, use sentiment analysis to infer the dramatic arc of an Oscar Wilde novel. Now you can apply similar techniques to the works of Jane Austen thanks to Julia ... [Read more...]

Did you know you can now get SQL Server ODBC drivers for Ubuntu? Yes, no, maybe? It’s ok even if you haven’t since it’s pretty new! Anyway, this presents me with an ideal opportunity to standardise my SQL Server ODBC connections across the operating systems I use ... [Read more...]

20.04.2016 For the upcoming release of Bio7 I worked hard to improve the R editor features. So I added some new features and improvements to assist in the creation of R scripts in Bio7. One of the highlights is the newly integrated dynamic code analysis when writing an R script. Here ... [Read more...]