Articles by R Views

June 2018: Top 40 New Packages

July 28, 2018 | R Views

Approximately 144 new packages stuck to CRAN in June. That fact that 31 of these are specialized to particular scientific disciplines or analyses provides some evidence to my hypothesis that working scientists are actively adopting R. Below are my Top 40 picks for June, organized into the categories of Computational Methods, Data, Data ...
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JSM 2018 Itinerary

July 24, 2018 | R Views

JSM 2018 is almost here! Usually around this time, I comb through the entire program manually making an itinerary for myself. But this year I decided to try something new – a programmatic way of going through the program, and then building a Shiny app that helps me better navigate the online ...
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REST APIs and Plumber

July 22, 2018 | R Views

Moving R resources from development to production can be a challenge, especially when the resource isn’t something like a shiny application or rmarkdown document that can be easily published and consumed. Consider, as an example, a customer success model created in R. This model is responsible for taking customer ...
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CVXR: A Direct Standardization Example

July 19, 2018 | R Views

In our first blog post, we introduced CVXR, an R package for disciplined convex optimization, and showed how to model and solve a non-negative least squares problem using its interface. This time, we will tackle a non-parametric estimation example, which features new atoms as well as more complex constraints. Direct ...
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Monte Carlo Shiny: Part Three

July 17, 2018 | R Views

In previous posts, we covered how to run a Monte Carlo simulation and how to visualize the results. Today, we will wrap that work into a Shiny app wherein a user can build a custom portfolio, and then choose a number of simulations to run and a number of months ...
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Solver Interfaces in CVXR

July 8, 2018 | R Views

Introduction In our previous blog post, we introduced CVXR, an R package for disciplined convex optimization. The package allows one to describe an optimization problem with Disciplined Convex Programming rules using high level mathematical syntax. Passing this problem definition along (with a list of constraints, if any) to the solve ... [Read more...]

A First Look at NIMBLE

July 4, 2018 | R Views

Writing a domain-specific language (DSL) is a powerful and fairly common method for extending the R language. Both ggplot2 and dplyr, for example, are DSLs. (See Hadley’s chapter in Advanced R for some elaboration.) In this post, I take a first look at NIMBLE (Numerical Inference for Statistical Models ...
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May 2018: “Top 40” New Packages

June 25, 2018 | R Views

While looking over the 215 or so new packages that made it to CRAN in May, I was delighted to find several packages devoted to subjects a little bit out of the ordinary; for instance, bioacoustics analyzes audio recordings, freegroup looks at some abstract mathematics, RQEntangle computes quantum entanglement, stemmatology analyzes ...
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Reading and analysing log files in the RRD database format

June 19, 2018 | R Views

I have frequent conversations with R champions and Systems Administrators responsible for R, in which they ask how they can measure and analyze the usage of their servers. Among the many solutions to this problem, one of the my favourites is to use an RRD database and RRDtool. From Wikipedia: ...
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Player Data for the 2018 FIFA World Cup

June 13, 2018 | R Views

The World Cup starts today! The tournament which runs from June 14 through July 15 is probably the most popular sporting event in the world. if you are a soccer fan, you know that learning about the players and their teams and talking about it all with your friends greatly enhances the ...
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Monte Carlo Part Two

June 12, 2018 | R Views

In a previous post, we reviewed how to set up and run a Monte Carlo (MC) simulation of future portfolio returns and growth of a dollar. Today, we will run that simulation many, many, times and then visualize the results. Our ultimate goal is to build a Shiny app that ...
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Monte Carlo

June 4, 2018 | R Views

Today, we change gears from our previous work on Fama French and run a Monte Carlo (MC) simulation of future portfolio returns. Monte Carlo relies on repeated, random sampling. We will sample based on two parameters: mean and standard deviation of portfolio returns. Our long-term goal (long-term == over the next ...
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Exploring R Packages with cranly

May 30, 2018 | R Views

In a previous post, I showed a very simple example of using the R function tools::CRAN_package_db() to analyze information about CRAN packages. CRAN_package_db() extracts the metadata CRAN stores on all of its 12,000 plus packages and arranges it into a “database”, actually a complicated data frame ...
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April 2018: “Top 40” New Packages

May 23, 2018 | R Views

Below are my “Top 40” picks from the approximately 212 new packages that made it to CRAN in April. They are organized into ten categories: Computational Methods, Data, Data Science, Machine Learning, Music, Science, Statistics, Time Series, Utilities, and Visualizations. Computational Methods diffeqr v0.1.1: Provides an interface to DifferentialEquations.jl which offers ...
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Enterprise Dashboards with R Markdown

May 15, 2018 | R Views

This is a second post in a series on enterprise dashboards. See our previous post, Enterprise-ready dashboards with Shiny Databases. We have been living with spreadsheets for so long that most office workers think it is obvious that spreadsheets generated with programs like Microsoft Excel make it easy to understand ...
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2018 R Conferences

May 10, 2018 | R Views

rstudio::conf 2018 and the New York R Conference are both behind us, but we are rushing headlong into the season for conferences focused on the R Language and its applications. The European R Users Meeting (eRum) begins this coming Monday, May 14th, in Budapest with three days of workshops and ...
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Rolling Fama French

May 9, 2018 | R Views

In a previous post, we reviewed how to import the Fama French 3-Factor data, wrangle that data, and then regress our portfolio returns on the factors. Please have a look at that previous post, as the following work builds upon it. For more background on Fama French, see the original ...
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March 2018: “Top 40” New Package Picks

April 29, 2018 | R Views

By my count, just over 200 new packages made it to CRAN and stuck during March. The trend for specialized, and sometimes downright esoteric science packages continues. I counted 40 new packages in this class. Most, but not all of these, are focused on bio-science applications. For example, the foreSIGHT package profiled ...
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An Introduction to Greta

April 22, 2018 | R Views

I was surprised by greta. I had assumed that the tensorflow and reticulate packages would eventually enable R developers to look beyond deep learning applications and exploit the TensorFlow platform to create all manner of production-grade statistical applications. But I wasn’t thinking Bayesian. After all, Stan is probably everything ...
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Reticulated Shiny

April 16, 2018 | R Views

RStudio recently announced the reticulate package, which is designed to help R users inter-operate with Python code. I was immediately excited by this announcement. In a past life, I worked with a team at the National Renewable Energy Lab (NREL) on vehicle simulations. Their models could predict MPG for vehicles ...
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