July 2020

Which X-Men character had it worst?

July 7, 2020 | » R

(Tidy Tuesday is a project to supply weekly data sets for R users to practice their coding skills on. You can find full details here.) A little late, but I decided to have a go at Tidy Tuesday with the recent Claremont Run dataset, looking at Chris Cl...
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R Package Integration with Modern Reusable C++ Code Using Rcpp

July 7, 2020 | R Views

Daniel Hanson is a full-time lecturer in the Computational Finance & Risk Management program within the Department of Applied Mathematics at the University of Washington. His appointment followed over 25 years of experience in private sector quantitative development in finance and data science. One of the most time-consuming, tedious, and thankless tasks ...
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Is catboost the best gradient boosting R package?

July 7, 2020 | Philipp Probst

Several R packages that use different methods are out there for using gradient boosting methods. The three most famous ones are currently xgboost, catboost and lightgbm. I want to compare these three to find out which is the best one in their default mode without tuning. These algorithms are not ... [Read more...]

AsioHeaders 1.16.1-1 on CRAN

July 7, 2020 | Thinking inside the box

An updated version of the AsioHeaders package arrived on CRAN today (after a we days of “rest” in the incoming directory of CRAN). Asio provides a cross-platform C++ library for network and low-level I/O programming. It is also included in Boost ... [Read more...]

Drunk-under-the-lamppost testing

July 7, 2020 | Bob Carpenter

I’m writing a response here to Abraham Mathews’s post, Best practices for code review, R edition, because my comment there didn’t show up and I think the topic’s important. Mathews’s post starts out on the right track, then veers away from best practices in the ... [Read more...]

Kalman Filter as a Form of Bayesian Updating

July 7, 2020 | Learning Machines

The Kalman filter is a very powerful algorithm to optimally include uncertain information from a dynamically changing system to come up with the best educated guess about the current state of the system. Applications include (car) navigation and stock forecasting. If you want to understand how a Kalman filter works ... [Read more...]

Critique of “Projecting the transmission dynamics of SARS-CoV-2 through the postpandemic period” — Part 4: Modelling R, seasonality, immunity

July 6, 2020 | Radford Neal

In this post, fourth in a series (previous posts: Part 1, Part 2, Part 3), I’ll finally talk about some substantive conclusions of the following paper: Kissler, Tedijanto, Goldstein, Grad, and Lipsitch, Projecting the transmission dynamics of SARS-CoV-2 through the postpandemic period, Science, vol. 368, pp. 860-868, 22 May 2020 (released online 14 April 2020).  The […]
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A GARCH Tutorial in R (revised)

July 6, 2020 | R | msperlin

2020-07-22 Update: The final version of the paper is now published at RAC. Back in May 2020, I started to work on a new paper regarding the use of Garch models in R. Today we finished the peer review process and finally got a final version of the a... [Read more...]

UpSet Charts Comparison

July 6, 2020 | r on Joel Soroos

Motivation For the May 26 2020 R4DS Tidy Tuesday data set, I explored UpSet charts, which simplify visualizing overlap of large numbers of sets. Laura Ellis has a useful explanation of how Venn and Euler diagrams become unwieldy for intersections of greater than two sets. I analyzed which ingredients, as well ...
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