Haydn Shaughnessy at The Forbes blog provides a list of the "Top 20 Influencers in Big Data", and I'm humbled to report that yours truly is listed there at #2. It's an instantaneous ranking based on the social-media tracking tool Traakr, but it's still great to be listed alongside writers for SiliconAngle, ... [Read more...]

It's awesome to see so many local R user groups kicking off in 2011! Yet another is the Austin R User Group in Austin, Texas. They've already held their first informal get-together, and the first formal meeting on February 23 will be devoted to data management techniques in R. Props to Sandy ... [Read more...]

In my last post I complained about efficiency not being discussed enough by NBA announcers and commentators. I pointed out that some of the best scorers have relatively low FG% or TS%. However, via the comments it was pointed out that top scorers need ... [Read more...]

My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that ... [Read more...]

Page 7 of Facebook's 213-page S-1 filing for their record-breaking IPO includes the following chart, under the headline: "Our Mission: To make the world more open and connected". This chart was created using the R language and Hadoop by Facebook intern Paul Butler. (Thanks to the blog IOER Tools for first ... [Read more...]

I just received this announcement for the opening of a (tenured/civil servant) position in the national research institute in biostatistics, genetics, and agronomy, INRA: Position opening with profile Approximate inference techniques in complex systems Key activities and required skills: You will develop methodological research in the field of statistical ... [Read more...]

Ventana Research analyst David Menninger was on the judging panel for the Applications of R in Business contest. In a post on the Ventana research blog, he offers his perspectives on the contest, noting that R, as a statistical package, includes many algorithms for predictive analytics, including regression, clustering, classification, ... [Read more...]

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In my previous post, I tried to show, that Rcpp is 1000 faster than pure R and that generated the fuss in the comments. Being lazy, I didn’t vectorize R code and at the end I was comparing apples vs oranges. To fix that problem, I built a new script, ... [Read more...]

The birthday problem (i.e. looking at the distribution of the birthdates in a group of n persons, assuming [wrongly] a uniform distribution of the calendar dates of those birthdates) is always a source of puzzlement [for me]! For instance, here is a recent post on Cross Validated: I have 360 ... [Read more...]

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Yet another new local R user group has launched this month, this time in Cambridge, UK. Cambridge RUG was created by data analyst Andrew Caines to promote the use of R in the Cambridge area. The group aims to encourage people try the R language, act as an advice centre ... [Read more...]

Revisiting a fun puzzle I remember first encountering as an undergraduate. Nice example of creating a plot in R using ggplot2. I also plot the probability of someone in the room having the same birthday as you. [Read more...]

One of my students wrote the following code for his R exam, trying to do accept-reject simulation (of a Rayleigh distribution) and constant approximation at the same time: which I find remarkable if alas doomed to fail! I wonder if there exists a (real as opposed to fantasy) computer language ... [Read more...]

I find it surprising that NBA commentators rarely talk about field goal percentage. Everybody knows that the more you shoot the more you score. But players that score a lot are admired without consideration of their FG%. Of course having a high FG% is ... [Read more...]

Computational Econometrics: Aggregate Demand with Random Parameters: From microeconomics we know that individuals and firms have demand curves for goods and services. But what happens when you try to get a picture of the demand for goods and services f... [Read more...]

The worldwide R user conference, useR! 2012, will take place this year June 12-15 in Nashville, Tennessee. In addition to the regular program of invited and contributed talks, a highlight of every useR! is the pre-conference tutorials: hand-on, half-day in-depth expert-led sessions with a focused on a specific area of methodology ... [Read more...]

(This post is the preliminary version of a book review by Alessandra Iacobucci, to appear in CHANCE. Enjoy [both the review and the book]!) As Rob J. Hyndman enthusiastically declares in his blog, “this is a gem of a book”. I would go even further and argue that The Art ... [Read more...]

While ago I built two R scripts to track OMX Baltic Benchmark Fund against the index. One script returns the deviation of  fund from the index and it works fast enough. The second calculates the value of the fund every minute and it used to take for while. For example, ... [Read more...]

This post shows how to print a prettier nested pivot table, created using the {reshape} package (similar to what you would get with Microsoft Excel), so you could print it either in the R terminal or as a LaTeX table. This task is done by bridging between the cast_df ... [Read more...]