mapscanner It is sometimes easy in the midst of the cutting-edge world of unique software development that is rOpenSci to forget that even though our software might be freely available from anywhere in the world, access to adequate hardware is oft...

A. Introduction Having completed some sort of data analysis, we often want to automate that process so that it will be executed at regular intervals. What that means is that code must to generated so that data acquisition, data cleaning, model development, document creation, and other components are fully executed ...

Last January at rstudio::conf, in that distant past when conferences still used to take place at some physical location, my colleague Daniel gave a talk introducing new features and ongoing development in the tensorflow ecosystem. In the Q&A par...

Introduction A bit of a depot for things-/methods- mapping with R & ggplot, in the context of visualizing historical roll calls from the US House of Representatives. Roll call data accessed via VoteView and the RVoteview package; shapefiles for historical US Congressional Districts downloaded from the Political Science Dept @ UCLA. ...

In this blog post we will optimise a Weibull regression model by maximising its likelihood function using optimx() from the {optimx} package in R. In my previous blog post I showed how to optimise a Poisson regression model in the same manner. Optimis...

In this final post of the six part series on R package integration with modern reusable C++ Code using Rcpp, we will look at providing documentation for an R package. To review, we previously covered the following topics: Installation and ...

In my previous blog post I showed you how I set up my own Shiny server using a Raspberry Pi 4B. If you visited the following link you’ll be connecting to my Raspberry Pi and can play around with a Shiny app that I called golemDemo. It’s been ...

Introduction Problem formulation Portfolio weights Portfolio expectation and variance The math behind diversification Two uncorrelated assets Two correlated assets Starting with two assets Efficient Portfolios Minimum variance portfolio Risk-fre...

In the last post we managed to find similar patterns between two time series. For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home. The original code (MATLAB) and data are here. Now let’s ...