The Reverend Thomas Bayes died 250 years ago this month. His grave, located near epidemiological centre of excellence St Mary's College, remains a point of pilgrimage for statisticians (of both Bayesian and Frequentist stripes) visiting London to this day. Because since then, Bayes Theorem has been the underpinning of predictive analytics ... [Read more...]

The competitive data prediction competitions hosted by Kaggle require data scientists to bring their A game: the competition is intense, and competitors know in real time from the daily leaderboards how their predictions compare in accuracy to those of their rivals. So it's no surprise that open-source R, the most ... [Read more...]

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I’m in the process of moving from SPSS to R at the moment. It’s not been the easiest of rides, but then learning how to do a core part of your job never really should be. It’s been fun, though – don’t get me wrong – it’s ... [Read more...]

Today I stumbled upon a very nice package called “rgl”. For documentation and demos, take a look at it’s website. Rgl is: quoted by rgl site itself: The rgl package is a visualization device system for R, using OpenGL as the rendering... [Read more...]

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Just got back from the 2011 GEOSTAT summer school that recently took place in Canberra, Australia. Thanks to Tom Hengl for the invitation to co-teach the course, to the great folks at ANU who made it possible, and to all of the students who participat... [Read more...]

This post describes some preliminary results from a compatibility study of the SAS sas7bdat file format. The most current results stored in a github repository here: sas7bdat The ultimate goal is a native solution to the incompatibility between open-source statistical software (e.g. R) and sas7bdat database ... [Read more...]

How well do asset weight constraints constrain risk? The setup In “Unproxying weight constraints” I claimed that many constraints on asset weights are really a proxy for constraining risk. That is not a problem if weights are a good proxy for risk.  So the question is: how good of a ... [Read more...]

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Corporate IT networks are a pain for programmers. Ideally, when programming, you want the freedom to download, install and run any software that you want. Unfortunately, in the interests of security, many programmers find themselves a little restricted at the office. (I’m sure that many network admins will protest ... [Read more...]

If you missed Wednesday's webinar on Deploying Predictive Analytics with Revolution R, PMML and ADAPA, the presentation slides and the replay (in WMV, reg. req'd) format are now available for download. Here are some additional references, from the closing slide: How Revolution R and ADAPA work together The PMML Package ... [Read more...]

With Tax Day fast approaching here in the US, there's been a lot of discussion about tax policy and in particular the tax rates paid by the highest income earners. Like in many countries, here the income tax system is bracketed: Tax Bracket Single Married Filing Jointly 10% Bracket $0 – $8,375 $0 – $16,750 15% Bracket $8,375 – $34,000 $16,750 – $68,000 25% Bracket $34,000 – $82,400 $68,000 – $137,300 28% ... [Read more...]

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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...]

This morning I tried to completely update my R installation. I first dumped a list of all the packages I have on my system using the installed.packages() function. Then I installed R 2.13.0 using the OS X disk image. And finally I reinstalled all of my packages from scratch. Unfortunately, ... [Read more...]