Ruin probability and infinite time

March 27, 2012 | arthur charpentier

A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud... [Read more...]

Citations in markdown using knitr

March 24, 2012 | Carl

I am finding myself more and more drawn to markdown rather then tex/Rnw as my standard format (not least of which is the ease of displaying the files on github, particularly now that we have automatic image uploading). One thing I miss from latex is the citation commands. (I ... [Read more...]

Elegant & fast data manipulation with data.table

February 12, 2012 | Carl

Just learned about the R data.table package (ht @recology_) makes R data frames into ultra-fast, SQL-like objects. One thing we get is some very nice and powerful syntax. Consider some simple data of replicate time series: To apply a function to each set of replicates, instead of We can ... [Read more...]

Random input software testing

August 23, 2011 | Pat

The usual approach to testing software is to create a specific problem and see if the software gets the correct answer.  Although this is very useful, there are problems with it: It is labor-intensive It almost totally neglects to test the code that throws errors There can be unconscious bias ...
[Read more...]

Quick and dirty parallel processing in R

April 30, 2010 | Abhijit

R has some powerful tools for parallel processing, which I discovered while searching for ways to fully utilize my 8-core computer at work. What surprised me is how easy it is…about 6 lines of code, if that. Given that I wasn’t allowed to install heavy duty parallel-processing systems like ... [Read more...]

Workflow with Python and R

March 6, 2009 | Abhijit

I seem to be doing more and more with Python for work over and above using it as a generic scripting language. R has been my workhorse for analysis for a long time (15+ years in various incarnations of S+ and R), but it still has some deficiencies. I’m finding ... [Read more...]

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