Posts Tagged ‘ R ’

vtreat 0.5.27 released on CRAN

August 19, 2016
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Win-Vector LLC, Nina Zumel and I are pleased to announce that ‘vtreat’ version 0.5.27 has been released on CRAN. vtreat is a data.frame processor/conditioner that prepares real-world data for predictive modeling in a statistically sound manner. (from the package documentation) Very roughly vtreat accepts an arbitrary “from the wild” data frame (with different column types, … Continue reading vtreat 0.5.27 released on CRAN

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Trading strategy: Making the most of the out of sample data

August 19, 2016
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Trading strategy: Making the most of the out of sample data

When testing trading strategies a common approach is to divide the initial data set into in sample data: the part of the data designed to calibrate the model and out of sample data: the part of the data used to validate the calibration and ensure that the performance created in sample will be reflected in the […]

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My criticism of R numeric summary

August 18, 2016
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My criticism of R numeric summary

My criticism of R‘s numeric summary() method is: it is unfaithful to numeric arguments (due to bad default behavior) and frankly it should be considered unreliable. It is likely the way it is for historic and compatibility reasons, but in my opinion it does not currently represent a desirable set of tradeoffs. summary() likely represents … Continue reading My criticism of R numeric summary

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The Win-Vector parallel computing in R series

August 16, 2016
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With our recent publication of “Can you nest parallel operations in R?” we now have a nice series of “how to speed up statistical computations in R” that moves from application, to larger/cloud application, and then to details. For your convenience here they are in order: A gentle introduction to parallel computing in R Running … Continue reading The Win-Vector parallel computing in R series

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Round values while preserve their rounded sum in R

July 28, 2016
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After an embarrassing teleconference in which I presented a series of percentages that did not sum to 100 (as they should have), I found some R code on stackoverflow.com to help me to avoid this in the future. In general, the sum of rounded numbers (e.g., using the base::round function) is not the same as … Continue reading Round values while preserve their rounded sum in R →

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Bayesian Essentials with R [book review]

July 27, 2016
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Bayesian Essentials with R [book review]

[A review of Bayesian Essentials that appeared in Technometrics two weeks ago, with the first author being rechristened Jean-Michael!] “Overall this book is a very helpful and useful introduction to Bayesian methods of data analysis. I found the use of R, the code in the book, and the companion R package, bayess, to be helpful […]

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Notes from the 4th R in Insurance Conference

July 27, 2016
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Notes from the 4th R in Insurance Conference

The 4th R in Insurance conference took place at Cass Business School London on 11 July 2016. This one-day conference focused once more on the wide range of applications of R in insurance, actuarial science and beyond. The conference programme covered t...

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A budget of classifier evaluation measures

July 22, 2016
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A budget of classifier evaluation measures

Beginning analysts and data scientists often ask: “how does one remember and master the seemingly endless number of classifier metrics?” My concrete advice is: Read Nina Zumel’s excellent series on scoring classifiers. Keep notes. Settle on one or two metrics as you move project to project. We prefer “AUC” early in a project (when you … Continue reading A budget of classifier evaluation measures

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Bayesian Bootstrap: The Movie + Some Highlights from UseR! 2016

July 20, 2016
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Not surprisingly, this year’s UseR! conference was a great event with heaps of talented researchers and R-developers showing off the latest and greatest R packages. (A surprise visit from Donald Knuth didn’t hurt either.) What was extra great thi...

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Finish line (nearly)

July 15, 2016
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Finish line (nearly)

We are very close to the finish line $-$ that's being able to finally submit the BCEA book to the editor (Springer).This has been a rather long journey, but I think the current version (I dread using the word "final" just yet...) is very good, I think....

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