This is the latest in my series of screencasts demonstrating how to use the tidymodels packages, from starting out with first modeling steps to tuning more complex models. Today’s screencast uses a smaller dataset but lets us try out some impor...

While reading up on modern soccer analytics (I’ve had an itch for soccer and tracking data recently, I stumbled upon an excellent set of tutorials written by Devin Pleuler. In particular, his notebook on non-negative matrix factorization (NNMF)...

Don’t we all miss 2019 (blame Covid for the long delay in this post). The days of going to work and seeing your work colleagues face to face - and for some of you, attending one of our on-site tra...

Probably the most popular models in modern investment management are factor models. Growing out of the Capital Asset Pricing Model (CAPM), factor models were first theorized in Arbitrage Portfolio Theory and the concept was expanded and applied to risk premiums by Nobel-laureate Eugene Fama and Kenneth French (French, surprisingly, did ...

The CDC continues to “deliver” in 2020, this time by changing the JSON response of one of the hidden APIs that my {cdcfluview} package wraps. CDC: So helpful! It was a quick fix, and version 0.9.2 passed automated CRAN checks in ~9.42 minutes! ???? the CRAN team! Plus, a special shout-out to Ian-McGovern (GH ...

This note is a little break from our model homotopy series. I have a neat example where one combines two classifiers to get a better classifier using a method I am calling “ROC surgery.” In ROC surgery we look at multiple ROC plots and decide we want to cut out […]

Don’t we all miss 2019 (blame Covid for the long delay in this post). The days of going to work and seeing your work colleagues face to face - and for some of you, attending one of our on-site training courses! 2019 was a great year for us. Not only have ...

I’m SUPER EXCITED to introduce modeltime.ensemble, the time series ensemble extension to modeltime. This tutorial (view original article) introduces our new R Package, Modeltime Ensemble, which makes it easy to perform stacked forecasts that improve forecast accuracy. If you like what you see, I have an Advanced Time ...

The Delphi epidemiological forecasting group at Carnegie Mellon University is undertaking a massive effort to develop leading indicators for COVID-19 outbreaks, and if you are an R or Python developer you can help. Delphi is working with both Facebook and Google to analyze the data from daily surveys that ask ...

At the eLife Sprint in September 2020, we revamped the covidpreprints.com website, which aims at featuring landmark preprints on a timeline of the pandemic. The birth of the project The ongoing COVID-19 pandemic has led to about 35 million confirmed cases and over a million deaths worldwide. The looming spectre of ...

simstudy version 0.2.1 has just been submitted to CRAN. Along with this release, the big news is that I’ve been joined by Jacob Wujciak-Jens as a co-author of the package. He initially reached out to me from Germany with some suggestions for improv...

So are model homotopies commonly used? Yes, they are. As an example consider glmnet: Jerome Friedman, Trevor Hastie, Robert Tibshirani (2010). Regularization Paths for Generalized Linear Models via Coordinate Descent. Journal of Statistical Software, 33(1), 1-22. URL http://www.jstatsoft.org/v33/i01/. From help(glmnet): library(glmnet) x = matrix(rnorm(100 * 20), 100, 20) g2 = […]

Learn how to display your pretty R tables in GitHub by hosting your .Rmd html output with GitHub pages.