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A quick look at #march11 / #saudi tweets

March 12, 2011 | mjbommar

Well, so much for that #march11 #Saudi day of rage.  Whether it was really the "tempest in a teacup" that  Prince Al-Waleed suggested on CNBC (video below, transcript here) or not, the oil complex and Saudi markets seem to have shrugged … Continue reading → [Read more...]

RcppArmadillo 0.2.16

March 11, 2011 | Thinking inside the box

Conrad Sanderson continues an active release schedule for his wonderful Armadillo templated C++ library for linear algebra; release 1.1.8 just came out yesterday. So I made a new release 0.2.16 of RcppArmadillo, our Rcpp-based integration into R. No ... [Read more...]

Survey: R used by more data miners than any other tool

March 11, 2011 | David Smith

According to respondents of the 2010 Rexer Analytics Data Miner Survey, open source R is the most commonly-used analysis tool amongst data miners: After a steady rise across the past few years, the open source data mining software R overtook other tools to become the tool used by more data miners (43%) ... [Read more...]

Analyzing big data with Revolution R Enterprise

March 10, 2011 | Sherry Lamonica

This post from Sherry LaMonica is the first in a series from members of the Revolution Analytics Engineering team — ed. Do you know about the big data capabilities in the RevoScaleR package, included with every Revolution R Enterprise installation? RevoScaleR provides a framework for fast and efficient multi-core processing of ... [Read more...]

The R-Files: Call for Nominations

March 9, 2011 | David Smith

We run an occasional series here on Revolutions called The R-Files, in which we profile members of the R community. Our intention with this series is to call out noteworthy work being done for open-source R and popular CRAN packages, and shine a light on some of the noteworthy individuals ... [Read more...]

Special issue of TOMACS

March 9, 2011 | xi'an

TOMACS (ACM Transactions on Modeling and Computer Simulation) is launching a call for paper submission. The special topic is Monte Carlo Methods in Statistics and Arnaud Doucet and myself are the special issue editors. Here are the details.: Over the last two decades Monte Carlo methods have attracted much attention ... [Read more...]

Playing with quantiles, part 2

March 8, 2011 | arthur charpentier

It is common to look at best time at the Marathon. Or perhaps the distribution of the top100, as done by John Myles White on his blog here (data can be found there), as the graph below, with the density of the time for the first 100 men (in blue) a... [Read more...]

Playing with quantiles, part 1

March 8, 2011 | arthur charpentier

A standard idea in extreme value theory (see e.g. here, in French unfortunately) is that to estimate the 99.5% quantile (say), we just need to estimate a quantile of level 95% for observations exceeding the 90% quantile. In extreme value theory,... [Read more...]

Challenge: Visualizing the US Federal Budget

March 8, 2011 | David Smith

Google today announced a Data Visualization Challenge that is well suited to the graphical capabilities of R. The goal is to visualize the US Federal budget from the point of view of the taxes an individual pays. The data are available from whatwepayfor.com -- their FAQ gives details about ... [Read more...]

Alabama is a foreign country

March 7, 2011 | David Smith

Faculty and students of Iowa State University Department of Statistics published online an analysis of the data on 2009 distributions of the US Stimulus funds, aka the Recovery And Reinvestment Act. (The analysis was published in March last year as part of the Design for America competition, but I only recently ... [Read more...]

Example 8.29: Risk ratios and odds ratios

March 7, 2011 | Ken Kleinman

When can you safely think of an odds ratio as being similar to a risk ratio?Many people find odds ratios hard to interpret, and thus would prefer to have risk ratios. In response to this, you can find several papers that purport to convert an odds rat...
[Read more...]

Factor models of variance in finance

March 7, 2011 | Pat

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance.  Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can ...
[Read more...]

R Package Automated Download

March 6, 2011 | Ralph

There are situations where we might want to run R on a standalone machine so need to download a (potentially) large number of packages to install on this system. Rather than having to through the pain of searching through CRAN to find the packages and all the dependencies and manually ... [Read more...]

Parallel processing in R for Windows

March 4, 2011 | David Smith

The doSMP package (and its companion package, revoIPC), previously bundled only with Revolution R, is now available on CRAN for use with open-source R under the GPL2 license. In short, doSMP makes it easy to do SMP parallel processing on a Windows box with multiple processors. (It works on Mac ... [Read more...]

RcppArmadillo 0.2.14 and 0.2.15

March 4, 2011 | Thinking inside the box

A few days ago Conrad Sanderson released version 1.1.6 of his Armadillo templated C++ library for linear algebra. Accordingly, I made a new release 0.2.14 of RcppArmadillo, our Rcpp-based integration into R which included a few local fixes. However, ... [Read more...]
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