I demonstrate how to use dplyr for data manipulation in R (R code and data on GitHub ). I had heard of the package before and finally gave it a try after attending Hadley Wickham's presentation at useR! in LA a couple of months ago. dplyr will change y... [Read more...]

GBMs have become my favorite type of model over the last two years. In this tutorial, I demonstrate how to use a GBM for binary classification in R (predicting whether an event occurs or not). I also discuss basic model tuning and model inference with ... [Read more...]

It's been a while since my last video, with good reason: I started a full time job as a senior statistician about 2 months ago! Not that I spend my entire day coding in R, but I wouldn't be nearly as useful if I didn't know how to use it. Anyway, ... [Read more...]

K-Fold Cross validation: Random Forest vs GBM from Wallace Campbell on Vimeo. In this video, I demonstrate how to use k-fold cross validation to obtain a reliable estimate of a model's out of sample predictive accuracy as well as compare two different types of models (a Random Forest and a ... [Read more...]

Multicore (parallel) processing in R from Wallace Campbell on Vimeo. If you're not programming in parallel, you're only using a fraction of your computer's power! I demonstrate how to run "for" loops in parallel using the mclapply function from the multicore library. The code can be scaled to any number ... [Read more...]

I describe how to estimate the Weibull accelerated failure time model and the Cox proportional hazards model, test the assumptions, make predictions, and plot survival functions using each model. Survival analysis in R: Weibull and Cox proportional haz... [Read more...]

I discuss some advantages of Generalized Boosted Models over logistic regression and discriminant analysis and demonstrate how to use a GBM for binary classification (predicting whether an event occurs or not). Using a GBM for Classification in R from... [Read more...]

Local polynomial regression models can be used as a more flexible alternative to linear regression. However, the nonparametric regression models are slightly more difficult to estimate and interpret than linear regression. This video explains almost ev... [Read more...]

I provide an introduction to using logistic regression for prediction (binary classification) using the Titanic data competition from www.Kaggle.com as an example. I use models to predict in missing data, estimate a logistic regression model on a trai... [Read more...]

For more R resources, check out R-Bloggers! I seriously learn something every day from this site. [Read more...]

The Ornstein-Uhlenbeck process is mean reverting process commonly used to model commodity prices. I demonstrate how to estimate the process using a set of price data and provide a function for simulation. [Read more...]