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Bounded target support

July 4, 2011 | xi'an

Here is an interesting question from Tomàs that echoes a lot of related emails: I’m turning to you for advice. I’m facing problem  where parameter space is bounded, e.g. all parameters have to be positive. If in MCMC as proposal distribution I use normal distribution, then ... [Read more...]

Contributions to the R Project

July 4, 2011 | David Smith

The R Project would not exist without the contributions of the R Core Group, the 21 volunteer statisticians and computer scientists from around the world who have donated their time and expertise to create the R langauge, its core packages, and manage its regular release and binary distribution process via the ... [Read more...]

Testing for valid variable names

July 3, 2011 | richierocks

I have something a fondness for ridiculous variable names, so it’s useful to be able to check whether my latest concoction is legitimate. More so if it is automatically generated. Not having an is_valid_variable_name function is one of those odd omissions from R, and the assign ... [Read more...]

Wikipedia for Kaggle Participants

July 1, 2011 | Adam.Hyland

Kaggle has released a new data-mining challenge: use data from 10 years of Wikipedia edits in order to predict future edit rates. The dataset has been anonymized in order to obscure editor identity and article identity, simultaneously adding focus to the challenge and robbing the dataset of considerable richness. I have ... [Read more...]

How to find R experts on LinkedIn

July 1, 2011 | David Smith

If you're looking for connections with expertise in R programming, the new Skills and Expertise feature on LinkedIn makes it easy. Just visit the R Skills page for a list of R practitioners on LinkedIn. You can also add "R" to your own list of skills from the same page. ... [Read more...]

A third year of entries!

July 1, 2011 | Ken Kleinman

Contrary to previous reports, we started blogging after our book was published, with the conceit that we were adding examples to the book. Today marks the second anniversary of the book's appearance and of the blog. To celebrate, we're turning over o...
[Read more...]

RcppArmadillo 0.2.25

July 1, 2011 | Thinking inside the box

Following a series of pre-releases, Armadillo version 2.0.0 was announced by Conrad Sanderson earlier in the week. As it happens, it contained another minor build regression so version 2.0.1 followed the next day. We created versions 0.2.24 and 0.2... [Read more...]

Last Time That Happened

June 30, 2011 | Milk Trader

I bought a lottery ticket yesterday. I hardly ever buy them. The last time I did I lost a dollar. Actually, every time I've bought a ticket I've lost.  Yesterday I was at the local gas station in line behind a bloke who had a comprehensive folder ...
[Read more...]

Beating Kenneth French Small – High

June 30, 2011 | klr

With 148 pageviews over the last 24 hours, my post Kenneth French Gift to the Finance World has been popular relative to most of my other posts.  I think the popularity is due to Kenneth French’s notoriety and the amazing outperformance of Small...
[Read more...]

R 2.13.1 scheduled for July 8

June 30, 2011 | David Smith

The R Core team announced today that the next update to R, version 2.13.1, will be released on July 8. Core team member Peter Dalgaard noted: The 2.13.0 release has been quite solid, but some people expect an x.y.1 to roll out on larger installations for the next academic year. Of course, ... [Read more...]

Cash Might be Your Tail Risk

June 30, 2011 | klr

Just like James Montier Ode to the Joy of Cash and David Merkel Got Cash?, I think cash is an extremely powerful tool.  Of the 3 ingredients (land, labor, and capital) of the economy, capital (cash) is most scarce at the end of a crisis or recessi...
[Read more...]

Kenneth French Gift to the Finance World

June 29, 2011 | klr

Kenneth French gives one of the best gifts to the finance world at his website http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.  I am surprised I have waited so long to write a post about this wonderful resource.  Aft...
[Read more...]

A simple ggplot2 scatterplot

June 29, 2011 | Luke Miller

Here’s a bit of code used to produce one of the figures in my recent paper dealing with modeling rocky intertidal snail body temperatures. This was my first foray into ggplot2, and it only involved a few hours of head-scratching. The plot is a co... [Read more...]

Benchmarking Revolution R for data mining

June 28, 2011 | David Smith

The blog Heuristically Andrew puts Revolution R through its paces by running some benchmarks versus open-source R for data mining applications. The benchmarks set out to answer the following question: I recently upgraded my notebook (where I often use R for data mining) and was faced with two questions: for ... [Read more...]

Visualizing Periodic Data

June 28, 2011 | John Myles White

Yesterday the Princeton machine learning reading group went through a paper by Tukey on “Some graphic and semigraphic displays”. One issue we talked about at length was Tukey’s idiosyncratic approach to visualizing periodic data in a circular format to emphasize the connections between the “start” and the “end” of ... [Read more...]
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