The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful ... [Read more...]

  Here’s a fun example of how you might use my data on Congressional bill length and complexity.  Imagine you want to understand the empirical distribution of Flesch-Kincaid reading level for Congressional bills and how this distribution is related to … Continue reading → [Read more...]

This is a gem of a book. It will become the book I give PhD students when they are learning how to write good R code. That is, if I ever see it again. I had hoped to write a review of it, but I haven’t seen it since ... [Read more...]

I asked my research group recently what they wished they had learned before they started work on a PhD. Here are some of the responses. More mathematics. Particular topics they named included real analysis, functional analysis, measure theory, algebra, linear algebra. That would have been my response also. I still ... [Read more...]

Just because it’s caturday Images by Mario Pineda-Krch (CC BY-NC-SA 3.0) This is from the “Mario’s Entangled Bank” blog ( http://pineda-krch.com ) of Mario Pineda-Krch, a theoretical biologist at the University of Alberta. Filed under: cats, computing, humour, R, Sweave [Read more...]

The Gillespie stochastic simulation algorithm (SSA) is the gold standard for simulating state-based stochastic models. If you are a R buff, a SSA novice and want to get quickly up and running stochastic models (in particular ecological models) that are not … Continue reading → [Read more...]

As everyone knows, it seems that Sony is taking a bit of a battering from hackers.  Thanks to Sony, numerous account and password details are now circulating on the internet. Recently, Troy Hunt carried out a brief analysis of the password structure. Here is a summary of his post: There ... [Read more...]

I received this email today: I have a question about the ets() function in R, which I am trying to use for Holt-Winters exponential smoothing. My problem is that I am getting very different estimates of the alpha, beta and gamma parameters using ets() compared to HoltWinters(), and I can’... [Read more...]

A Makefile is a simple text file that controls compilation of a target file. The key benefit of using Makefile is that it uses file time stamps to determine if a particular action is needed. In this post we discuss how to use a simple Makefile that compiles a tex ... [Read more...]

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...]

Once in a while, you embark on what looks like a simple computational procedure only to encounter frustration very early on. “I can’t even read my file into R!” you cry. Step back, take a deep breath and take note of what the software is trying to tell you. ... [Read more...]

On CRAN, the official web home of all things R it says, R is a free software environment for statistical computing and graphics. Well, that sounds all hunky dory. But let’s take a close look at what this statement really … Continue reading → [Read more...]

For many years I used RWinEdt as my text editor for R code, but when WinEdt 6.0 came out, RWinEdt stopped working. So I’ve been looking for something to replace it. I’ve tried Tinn-R, NppToR, Eclipse with StatET and a couple of other editors, but nothing was quite right. ... [Read more...]

Integrated development environments (IDEs) are software development tools, providing an interface that enables you to write, debug, run and view the output of your code. Whether you need an IDE or find them useful depends very much on your own preferences and style of working. In my own case for ... [Read more...]

   I’ve been playing with Twitter data over the last week, archiving Algerian, Egyptian, Iranian, and Chinese tweets.  I thought I’d bring the story a little closer to home this time by archiving tweets from Wisconsin Union protesters on the … Continue reading → [Read more...]

  Earlier this week, I posted a ~100k tweet dataset on the #25bahman protests in Iran.  The corresponding figure of frequencies showed a strong presence on Twitter, with over 500 tweets per 5 minute period at peak.  You can download the … Continue reading → [Read more...]

  My first experience with R was in 2007 as a sophomore in undergrad.  As part of a larger project on pricing day-ahead electricity futures, I wanted to cluster locational marginal price (LMP) data from the ISO-NE.  Something like k-means is easy … Continue reading → [Read more...]

In a recent post, I asked for suggestions for introductory R computing books. In particular, I was looking for books that: Assume no prior knowledge of programming. Assume very little knowledge of statistics. For example, no regression. Are cheap, since they are for undergraduate students. Some of my cons aren’... [Read more...]

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