(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why ... [Read more...]

Over the last several days, I have had the “pleasure” of getting parallel processing with R running on the the Ohio Supercomputer Center’s (OSC) Glenn cluster. I am working on a project that uses GenMatch from Sekhon’s Matching, which uses … Continue reading → [Read more...]

Today I’m checking which plot function works fastest, I did this via this blogpost. https://www.r-bloggers.com/five-ways-to-visualize-your-pairwise-comparisons/ But I’m not doing this in an Rgui, but in Knime. I read in an example ACS file, ... [Read more...]

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This is a quick update to some code posted while back, related to plotting filled polygons within a lattice panel function. After attempting to use the originally described function to plot data with NA, I quickly realized that a more robust approach w... [Read more...]

Overfitting is a problem when trying to predict financial returns.  Perhaps you’ve heard that before.  Some simple examples should clarify what overfitting is — and may surprise you. Polynomials Let’s suppose that the true expected return over a period of time is described by a polynomial. We can easily ... [Read more...]

Today Left Censored became a contributor to R-Bloggers. If you’ve never heard of it, R-Bloggers is a blog aggregator that brings together R-related posts from a large number of blogs across the Internet. It’s an excellent resource for those who … Continue reading → [Read more...]

In what seems like an endless cuRse, I found this week I had to re-grade a dozen R exams a TA’s did not grade properly! The grades I (X) got are plotted below against those of my TA (Y). There is little connection between both gradings… As if this ... [Read more...]

R can be used to perform various matrix calculations. This include functions for creating matrices (matrix), addition (+), multiplication (%*%) and inversion (solve). Fast Tube by Casper Other useful resources are provided on the Supplementary Material... [Read more...]

This morning, I noticed that none of my R related posts had appeared on R-bloggers for the past fortnight… After investigating, this was caused by…cut-and-paste! Indeed, when advertising about the special issue of TOMACS Arnaud Doucet and I edit about Monte Carlo methods in Statistics, I copied the main ... [Read more...]

In recently years, high-throughput experimental techniques such as microarray and mass spectrometry can identify many lists of genes and gene products. The most widely used strategy for high-throughput data analysis is to identify different gene clusters based on their expression profiles. Another commonly used approach is to annotate these genes ... [Read more...]

I’m currently writing some lecture notes on R and I used the phrase “a R package” without thinking. Since the word following the article “a” was a consonant, I automatically went for “a” instead of “an”. The problem is that “R” sounds likes a vowel, so “a R package” ... [Read more...]

The version 0.22 of solaR is now available at CRAN. Besides, solaR is now registered at R-Forge. A new mergesolaR method has been defined for merging solaR objects. The calculation of the sunset time has been improved. The voltage dependency of the efficiency curve of the inverter is now included in ... [Read more...]

[UPDATE 3/28/2011: Fixed an enormous bug in the R code.] I’m trying to collect data sets that showcase how the classical statistical distributions appear in modern contexts. I’ve already got some data that shows how the gamma distribution appears in video game scores, and now I’m hoping to ... [Read more...]

The RInside package makes it pretty simple and straightforward to embed R, the wonderful statistical programming environment and language, inside of a C++ application. This uses both the robust embedding API provided by R itself, and the higher-level... [Read more...]

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The recently announced Revolution Analytics / Zementis partnership goes a long way towards demonstrating how R fits into big-league production environments. A frequent complaint against R is that although R is fine prototyping tool it is not able to handle production environments. Well, that’s just not true. In fact, it ... [Read more...]

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Another release (1.1.90) by Conrad Sanderson for his wonderful Armadillo templated C++ library for linear algebra appeared yesterday. Consequently, a new release 0.2.17 of RcppArmadillo, our Rcpp-based integration into R is now on CRAN mirrors. The... [Read more...]