A new maintenance release version 0.9.6 of Rcpp went onto CRAN and into Debian earlier today. This release contains a fix which helps the RppEigen package (mentioned previously on this blog), as well as an addition which permits user-defined fina...

A new maintenance release version 0.9.6 of Rcpp went onto CRAN and into Debian earlier today. This release contains a fix which helps the RppEigen package (mentioned previously on this blog), as well as an addition which permits user-defined fina...

Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in order to satisfy the regularity conditions on which

I will be giving a presentation on “Optimal transaction cost” in Vilnius on 16 August. While preparing the presentation and looking for an optimal execution solution, a natural question arises: does the size of the trade affect stock market price? I’m sure, you would say 100 % yes. Well, you would be right, but what is

Here at HSL we have a lot of smart kinda-numerate people who have access to a lot of data. On a bad day, kinda-numerate includes myself, but in general I’m talking about scientists who have have done an introductory stats course, but not much else. When all you have is a t-test, suddenly everything looks

The main message is to use "match" to get index of needed rows and then get the rows by the index, instead of using the row names to select, which is much slower. Here is example:In example above, we know that the same values of column 2nd have same values of columns from 4th to the end. So, instead...

At the JSM 2011 conference in Miami on Monday, August 1, Revolution Analytics will be hosting a cocktail reception for R users, and anyone interested in R. From 5:30-7:30 at Emeril's Miami Beach House (in the JSM host hotel), we'll have appetizers, drinks, and the opportunity to socialize with R users from around the word. There will also be...

RStudio™ is an integrated development environment (IDE) for the statistical software R (www.r-project.org). It combines an intuitive user interface with powerful coding tools to help you get the most out of R. cloudnumbers.com provides researchers and companies with the access to resources to perform high performance calculations in the cloud. One often used application at cloudnumbers.com’s

Scrabble is a game that involves both skill and luck. There's skill in knowing the words you can play and — especially — the most advantageous ways to play them. But there's also luck in the tiles you draw randomly from the bag: get saddled with a rack containing four I's and there's usually not much you can do....

Sooner on later, every useR will manage to exhaust R’s built-in capabilities and land on CRAN looking for his dreamed needle in a haystack of 3k+ contributed packages. Probably most of you already know stuff like Task Views or rseek which make finding something relevant a bit easier than digging the full list or googling, however all methods

psych::pairs.panels and corrgram::corrgram using mtcars data Core Ideas: multivariate modeling is challenging pair plots make it easy to get a quick understanding of each variable and the relationships between them Multivariate analysis and modeling can be really challenging. Getting the job done well requires you to know your data really well. People often use the

Fast on the heels of getting RomanM’s code up and running in RghcnV3, Nick Stokes whipped out a version of his approach which he covered on his blog here: We exchanged code and few mails thrashing through details and I’m now in a position to start the integration work of his approach into Rghcnv3. In

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Jeff Ryan Profession: Owner/Principal at Lemnica; Committee Member at R/Finance Nationality: American Years Using R: 8 Known for: R/Finance Conference, quantmod and xts packages Jeffrey Ryan is a Chicago-based quantitative software analyst and avid R user. He is perhaps best...

By Brian Kimball: http://code.google.com/p/sasquatch

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It is almost a year since CrossValidated was launched. Today we start a new activity at CrossValidated – a community blog. It is the fourth (after the main site, meta and chat) place for getting in touch with the community and contributing to it. To get started, we plan to post series of posts about the

The last Le Monde puzzle made me wonder about the ternary version of the sorting algorithms, which all seem to be binary (compare x and y, then…). The problem is, given (only) a blackbox procedure that returns the relative order of three arbitrary numbers, how many steps are necessary to sort a series of n

PC-Axis is a software family consisting of a number of programs for the Windows and Internet environment used to present statistical information. It is used by national and international institutions to publish statistical data. Programs in the PC-Axis family use a particular data file format (see the full PX-Axis data format description). Now the pxR

As a matter of convention, we usually run 3 or 4 chains in JAGS. By default, this gives rise to chains that draw samples from 3 or 4 distinct pseudorandom number generators. I didn’t go and check whether it does things 111,222,333 or 123,123,123, but in any event the “parallel chains” in JAGS are samples

Earlier this week, Conrad Sanderson issued a minor bug fix release 2.0.2 of his Armadillo library which provides templated C++ code for linear algebra. We wrapped that into a new RcppArmadillo release 0.2.26 and shipped it to CRAN. Due to it being su...