R-bloggers

If this post is useful to you I kindly ask a minimal donation on Buy Me a Coffee. It shall be used to continue my Open Source efforts. You can send me questions for the blog using this form and subscribe to receive an email when there is a new ...

If this post is useful to you I kindly ask a minimal donation on Buy Me a Coffee. It shall be used to continue my Open Source efforts. You can send me questions for the blog using this form and subscribe to receive an email when there is a new ...

Last time I quickly introduced my latest package, {rixpress}, but I think that to really understand what {rixpress} brings to the table, one needs to solve the same problem without it. And incidentally, I think that this exercise also show...

In today’s data-driven world, strong analytical and programming skills are essential for success. Whether you’re just starting your data journey or looking to expand your expertise, Jumping Rivers offers training that combines real-world experien...

If this post is useful to you I kindly ask a minimal donation on Buy Me a Coffee. It shall be used to continue my Open Source efforts. You can send me questions for the blog using this form and subscribe to receive an email when there is a new ...

This post demonstrates the implementation of deterministic shift adjustments in an arbitrage-free pricing framework using R and the NMOF package. I generate synthetic yield curve data using Nelson-Siegel and Nelson-Siegel-Svensson models, estimate short rates using three different methods, simulate interest rate paths, compute unadjusted zero-coupon bond prices, apply deterministic shift ...

Computational Methods fastfocal v0.1.3: Provides a fast moving-window (“focal”) and buffer-based extraction for raster data using the terra package. Automatically selects between a C++ backend and a Fast Fourier Transform (FFT) backend depend...

If this post is useful to you I kindly ask a minimal donation on Buy Me a Coffee. It shall be used to continue my Open Source efforts. You can send me questions for the blog using this form and subscribe to receive an email when there is a new ...

If this post is useful to you I kindly ask a minimal donation on Buy Me a Coffee. It shall be used to continue my Open Source efforts. You can send me questions for the blog using this form and subscribe to receive an email when there is a new ...

Implementing three methods for constructing instantaneous short rates from historical yield curves, along with a deterministic shift adjustment to ensure arbitrage-free pricing of caps and swaptions.

This is a post about the famous double descent phenomenon in machine learning. I aim to constrct the simplest possible example of double descent and explain exactly how it arises and why it doesn’t contradict the bias-variance tradeoff. I was inspired...

Following a suggestion by Christian Hennig at JSM 2024, I started working with my PhD student Dana Naderi on a detailed assessment of the method we proposed in 2009 with Darren Wraith for evidence approximation. (The method was briefly mentioned in a Physical Review paper and also briefly illustrated in our 2010 San ...

Creating maps with R is usually straightforward, but representations that cross the International Date Line or that use polar projections can be tricky.

The European Bioconductor conference 2025 (EuroBioC2025) took place between September 17 and 19, 2025, and was hosted at the Barcelona Biomedical Research Park (PRBB) in Barcelona by the Department of Medicine and Life Sciences of Universitat Pompeu Fabra (MELIS-UPF)and the Barcelona Institute for Global Health (ISGlobal). The Catalan capital boasts a rich culture, ...

      One of my former insurance colleagues once said, "When a company makes a change, it's probably not going to benefit you."       Assuming the above photo is legitimate, and of course no...

The following diagram illustrates the 5-state, absorbing Markov chain framework used to model the progression of patients through various health states as they undergo treatment for asthma. The states are defined as follows: STW= successfully tr...

TL;DR: {rixpress} lets you build multi-language data pipelines (R, Python, Julia) where each step runs in its own reproducible environment. Uses Nix under the hood. Now on CRAN, and there’s even a Python port on PyPI! {rixpress} is now on ...

I have been working on a presentation regarding college readiness and the use of SAT/ACT for college admissions as part of the Diagnostic Assessment and Achievement of College Skills. I wanted to see how the use of these high-stakes assessments h...