Time Series Data Library now on DataMarket

June 19, 2012 | Rob J Hyndman

The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful ... [Read more...]

The art of R programming

November 29, 2011 | Rob J Hyndman

This is a gem of a book. It will become the book I give PhD students when they are learning how to write good R code. That is, if I ever see it again. I had hoped to write a review of it, but I haven’t seen it since ... [Read more...]

What you wish you knew before you started a PhD

November 11, 2011 | Rob J Hyndman

I asked my research group recently what they wished they had learned before they started work on a PhD. Here are some of the responses. More mathematics. Particular topics they named included real analysis, functional analysis, measure theory, algebra, linear algebra. That would have been my response also. I still ... [Read more...]

The Joy of R: A Feline Guide

November 5, 2011 | Mario Pineda-Krch

Just because it’s caturday Images by Mario Pineda-Krch (CC BY-NC-SA 3.0) This is from the “Mario’s Entangled Bank” blog ( ) of Mario Pineda-Krch, a theoretical biologist at the University of Alberta. Filed under: cats, computing, humour, R, Sweave [Read more...]

Character occurrence in passwords

June 16, 2011 | csgillespie

As everyone knows, it seems that Sony is taking a bit of a battering from hackers.  Thanks to Sony, numerous account and password details are now circulating on the internet. Recently, Troy Hunt carried out a brief analysis of the password structure. Here is a summary of his post: There ... [Read more...]

Comparing HoltWinters() and ets()

May 29, 2011 | Rob J Hyndman

I received this email today: I have a question about the ets() function in R, which I am trying to use for Holt-Winters exponential smoothing. My problem is that I am getting very different estimates of the alpha, beta and gamma parameters using ets() compared to HoltWinters(), and I can’... [Read more...]

Makefiles and Sweave

May 12, 2011 | csgillespie

A Makefile is a simple text file that controls compilation of a target file. The key benefit of using Makefile is that it uses file time stamps to determine if a particular action is needed. In this post we discuss how to use a simple Makefile that compiles a tex ... [Read more...]

R 2.12 to 2.13 package upgrade

April 14, 2011 | nsaunders

If you: use Linux have just upgraded your R installation from 2.12 to 2.13 installed some/all of your packages in your home area (e.g. ~/R/i486-pc-linux-gnu-library/2.12) and… …are wondering why R can’t see them any more just do this: # at a shell prompt cp ~/R/i486-pc-linux-gnu-library/2.12 ~/R/... [Read more...]

What is R, really?

March 31, 2011 | Mario Pineda-Krch

On CRAN, the official web home of all things R it says, R is a free software environment for statistical computing and graphics. Well, that sounds all hunky dory. But let’s take a close look at what this statement really … Continue reading → [Read more...]

RStudio: just what I’ve been looking for

February 28, 2011 | Rob J Hyndman

For many years I used RWinEdt as my text editor for R code, but when WinEdt 6.0 came out, RWinEdt stopped working. So I’ve been looking for something to replace it. I’ve tried Tinn-R, NppToR, Eclipse with StatET and a couple of other editors, but nothing was quite right. ... [Read more...]

The RStudio IDE: first impressions are positive

February 28, 2011 | nsaunders

Integrated development environments (IDEs) are software development tools, providing an interface that enables you to write, debug, run and view the output of your code. Whether you need an IDE or find them useful depends very much on your own preferences and style of working. In my own case for ... [Read more...]

Dataset: Wisconsin Union Protester Tweets #wiunion

February 21, 2011 | mjbommar

   I’ve been playing with Twitter data over the last week, archiving Algerian, Egyptian, Iranian, and Chinese tweets.  I thought I’d bring the story a little closer to home this time by archiving tweets from Wisconsin Union protesters on the … Continue reading → [Read more...]

Dataset: Tweets from the Chinese Protests #cn220

February 20, 2011 | mjbommar

  Earlier this week, I posted a ~100k tweet dataset on the #25bahman protests in Iran.  The corresponding figure of frequencies showed a strong presence on Twitter, with over 500 tweets per 5 minute period at peak.  You can download the … Continue reading → [Read more...]

R Bloggers: The Site I Wish Existed in 2007

February 19, 2011 | mjbommar

  My first experience with R was in 2007 as a sophomore in undergrad.  As part of a larger project on pricing day-ahead electricity futures, I wanted to cluster locational marginal price (LMP) data from the ISO-NE.  Something like k-means is easy … Continue reading → [Read more...]

R programming books (updated)

January 28, 2011 | csgillespie

In a recent post, I asked for suggestions for introductory R computing books. In particular, I was looking for books that: Assume no prior knowledge of programming. Assume very little knowledge of statistics. For example, no regression. Are cheap, since they are for undergraduate students. Some of my cons aren’... [Read more...]

CPU and GPU trends over time

January 25, 2011 | csgillespie

GPUs seem to be all the rage these days. At the last Bayesian Valencia meeting, Chris Holmes gave a nice talk on how GPUs could be leveraged for statistical computing. Recently Christian Robert arXived a paper with parallel computing firmly in mind. In two weeks time I’m giving an ...
[Read more...]

GLMM and R issues

December 4, 2010 | Daniel Hocking

I have been trying to run a Generalized Linear Mixed Model (GLMM) for some count data with repeated measures on sub-sampled sites and fixed effects at the site level with covariates at both the sub-plot and time levels.  Plus there are different n...
[Read more...]
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