Posts Tagged ‘ R ’

Hit and run. Think Bayes!

July 29, 2014
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Hit and run. Think Bayes!

At the R in Insurance conference Arthur Charpentier gave a great keynote talk on Bayesian modelling in R. Bayes' theorem on conditional probabilities is strikingly simple, yet incredibly thought provoking. Here is an example from Daniel Kahneman to...

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Interactive visualization of non-linear logistic regression decision boundaries with Shiny

July 24, 2014
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Interactive visualization of non-linear logistic regression decision boundaries with Shiny

(skip to the shiny app) Model building is very often an iterative process that involves multiple steps of choosing an algorithm and hyperparameters, evaluating that model / cross validation, and optimizing the hyperparameters. I find a great aid in this process, for classification tasks, is not only to keep track of the accuracy across models, »more

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Coherent population forecasting using R

July 24, 2014
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Coherent population forecasting using R

This is an example of how to use the demography package in R for stochastic population forecasting with coherent components. It is based on the papers by Hyndman and Booth (IJF 2008) and Hyndman, Booth and Yasmeen (Demography 2013). I will use Australian data from 1950 to 2009 and forecast the next 50 years. In demography, “coherent” forecasts are where male and females (or other sub-groups) do not diverge over…

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Making random draws from an arbitrarily defined pdf

July 23, 2014
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Making random draws from an arbitrarily defined pdf

I recently found myself in need of a function to sample randomly from an arbitrarily defined probability density function. An excellent post by Quantitations shows how to accomplish this using some of Rs fairly sophisticated functional approximation to...

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Plotting the characteristic roots for ARIMA models

July 23, 2014
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Plotting the characteristic roots for ARIMA models

When modelling data with ARIMA models, it is sometimes useful to plot the inverse characteristic roots. The following functions will compute and plot the inverse roots for any fitted ARIMA model (including seasonal models). # Compute AR roots arroots <- function(object) { if(class(object) != "Arima" & class(object) != "ar") stop("object must be of class Arima or ar") if(class(object) == "Arima") parvec <- object$model$phi else parvec <- object$ar if(length(parvec) > 0)…

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Notes from the 2nd R in Insurance Conference

July 22, 2014
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Notes from the 2nd R in Insurance Conference

The 2nd R in Insurance conference took place last Monday, 14 July, at Cass Business School London. This one-day conference focused once more on applications in insurance and actuarial science that use R. Topics covered included reserving, pricing, loss...

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UseR 2014, days 3-4

July 21, 2014
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UseR 2014, days 3-4

Three weeks ago, I’d commented on the first two days of the UseR 2014 conference. I’m finally back to talk about the second half. Dirk Eddelbuettel on Rcpp Dirk Eddelbuettel gave a keynote on Rcpp [slides]. The goal of Rcpp is to have “the speed of C++ with the ease and clarity of R.” He […]

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The Rise and Fall of the name of Jennifer

July 20, 2014
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The Rise and Fall of the name of Jennifer

A recent fascinating post by Analysis at Large got me interested in naming trends analysis. The original post used Social Security data by state to map out the more frequent names by state. While this sounded interesting it turned out a single name (yo...

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Why hadn’t I written a function for that?

July 17, 2014
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Why hadn’t I written a function for that?

I’m often typing the same bits of code over and over. Those bits of code really should be made into functions. For example, I’m still using base graphics. (ggplot2 is on my “to do” list, really!) Often some things will be drawn with a slight overlap of the border of the plotting region. And in […]

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Compile R and OpenBLAS from Source Guide

Compile R and OpenBLAS from Source Guide

1. Get OpenBLAS 2.1 Get R 2.2 Specific Instructions for DSS Users 3. Validation 4. Benchmark This guide is intended to aid any R and Linux user who desires a threaded version of BLAS. In particular I hope this will allow other grad students, who like me do not have many user privileges on their […] The post Compile R and OpenBLAS from Source Guide appeared first on Lindons Log.

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