January 2018

Big cdata News

January 4, 2018 | John Mount

I have some big news about our R package cdata. We have greatly improved the calling interface and Nina Zumel has just written the definitive introduction to cdata. cdata is our general coordinatized data tool. It is what powers the deep learning performance graph (here demonstrated with R and Keras) ...
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simmer 3.6.5

January 4, 2018 | Iñaki Úcar

The fifth update of the 3.6.x release of simmer, the Discrete-Event Simulator for R, is on CRAN. This release extends the attributes API by allowing users to set/get multiple attributes at once (a pretty straightforward change as well as useful; I don’t know why it didn’t occurred ... [Read more...]

Die Markov Kette: Wie berechne ich die Gleichgewichtsverteilung?

January 4, 2018 | Max Schmidt

In diesem Artikel möchten wir Ihnen das Konzept der Markov Kette vorstellen, dessen Grundlagen veranschaulichen und Ihnen mehrere mögliche Anwendungsbereiche aufzeigen, in denen Sie mit einer gezielten statistischen Programmierung von Markov Ketten profitieren können. Eine Markov Kette ist ein stochastischer Prozess mit den vielfältigsten Anwendungsbereichen aus ...
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Introduction to Kurtosis

January 3, 2018 | R Views

Happy 2018 and welcome to our first reproducible finance post of the year! What better way to ring in a new beginning than pondering/calculating/visualizing returns distributions. We ended 2017 by tackling skewness, and we will begin 2018 by tackling kurtosis. Kurtosis is a measure of the degree to which portfolio returns ...
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Le Monde puzzle [#1036]

January 3, 2018 | xi'an

An arithmetic Le Monde mathematical puzzle to conclude 2017: Find (a¹,…,a¹³), a permutation of (1,…,13) such that a¹/a²+a³=a²+a³/a³+a⁴+a⁵=b¹
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Make your R code run faster

January 3, 2018 | David Smith

There are lots of tricks you can use to make R code run faster: use more efficient data structures; vectorize your R code; offload complex data management tasks to databases. Emily Robinson shares many of these R performance tips in a case study on A/B testing for Etsy. The ... [Read more...]

Helpful Data Science Reads

January 2, 2018 | Andrew Worsley

Here are some of the books that I found interesting and useful in 2017. Scrum: The Art of Doing Twice the Work in Half the Time by Jeff Sutherland Jeff Sutherland, one of the creators of the scrum methodology of project management lays down the rational for adopting scrum over more ... [Read more...]

correlation for maximal coupling

January 2, 2018 | xi'an

An interesting (if vaguely formulated) question on X validated: given two Gaussian variates that are maximally coupled, what is the correlation between these variates? The answer depends on the parameters of both Gaussian, with a correlation of one when both Gaussians are identical. Answering the question by simulation (as I ...
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Econometrics Reading for the New Year

January 2, 2018 | Dave Giles

Another year, and lots of exciting reading! Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online. Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive moving average models for rich datasets. Journal of Econometrics, 202, 75-91.   González-Estrada, E. & J. A. Villaseñor, 2017. An R ... [Read more...]
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