Posts Tagged ‘ Uncategorized ’

scala-glm: Regression modelling in Scala

June 21, 2017
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scala-glm: Regression modelling in Scala

Introduction As discussed in the previous post, I’ve recently constructed and delivered a short course on statistical computing with Scala. Much of the course is concerned with writing statistical algorithms in Scala, typically making use of the scientific and numerical computing library, Breeze. Breeze has all of the essential tools necessary for building statistical algorithms, … Continue reading scala-glm: Regression modelling in Scala

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The jackknife method to estimate standard errors in SAS

June 21, 2017
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The jackknife method to estimate standard errors in SAS

One way to assess the precision of a statistic (a point estimate) is to compute the standard error, which is the standard deviation of the statistic's sampling distribution. A relatively large standard error indicates that the point estimate should be viewed with skepticism, either because the sample size is small [...] The post The jackknife method to estimate standard errors in SAS appeared first on The DO Loop.

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How to find a feasible point for a constrained optimization in SAS

June 19, 2017
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How to find a feasible point for a constrained optimization in SAS

Most numerical optimization routines require that the user provide an initial guess for the solution. I have previously described a method for choosing an initial guess for an optimization, which works well for low-dimensional optimization problems. Recently a SAS programmer asked how to find an initial guess when there are [...] The post How to find a feasible point for a constrained optimization in SAS appeared first on The DO…

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Two ways to compute maximum likelihood estimates in SAS

June 14, 2017
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Two ways to compute maximum likelihood estimates in SAS

In a previous article, I showed two ways to define a log-likelihood function in SAS. This article shows two ways to compute maximum likelihood estimates (MLEs) in SAS: the nonlinear optimization subroutines in SAS/IML and the NLMIXED procedure in SAS/STAT. To illustrate these methods, I will use the same data [...] The post Two ways to compute maximum likelihood estimates in SAS appeared first on The DO Loop.

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Two simple ways to construct a log-likelihood function in SAS

June 12, 2017
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Two simple ways to construct a log-likelihood function in SAS

Maximum likelihood estimation (MLE) is a powerful statistical technique that uses optimization techniques to fit parametric models. The technique finds the parameters that are "most likely" to have produced the observed data. SAS provides many tools for nonlinear optimization, so often the hardest part of maximum likelihood is writing down [...] The post Two simple ways to construct a log-likelihood function in SAS appeared first on The DO Loop.

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The IFN function versus the IF-THEN/ELSE statement in SAS

June 7, 2017
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The IFN function versus the IF-THEN/ELSE statement in SAS

I have previously discussed how to define functions that safely evaluate their arguments and return a missing value if the argument is not in the domain of the function. The canonical example is the LOG function, which is defined only for positive arguments. For example, to evaluate the LOG function [...] The post The IFN function versus the IF-THEN/ELSE statement in SAS appeared first on The DO Loop.

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RDataMining Tutorial on Machine Learning with R

June 6, 2017
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RDataMining Tutorial on Machine Learning with R

I have run a tutorial on Machine Learning with R for the Melbourne Data Science Week in June 2017, which consists of four sessions: R Programming: basics of R language and programming, parallel computing, and data import and export Association … Continue reading →

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Runs in coin tosses; patterns in random seating

June 5, 2017
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Runs in coin tosses; patterns in random seating

If you toss a coin 28 times, you would not be surprised to see three heads in a row, such as ...THHHTH.... But what about eight heads in a row? Would a sequence such as THHHHHHHHTH... be a rare event? This question popped into my head last weekend as I [...] The post Runs in coin tosses; patterns in random seating appeared first on The DO Loop.

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How to choose a seed for generating random numbers in SAS

June 1, 2017
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How to choose a seed for generating random numbers in SAS

Last week I was asked a simple question: "How do I choose a seed for the random number functions in SAS?" The answer might surprise you: use any seed you like. Each seed of a well-designed random number generator is likely to give rise to a stream of random numbers, [...] The post How to choose a seed for generating random numbers in SAS appeared first on The DO Loop.

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Statistical computing with Scala free on-line course

May 31, 2017
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Statistical computing with Scala free on-line course

I’ve recently delivered a three-day intensive short-course on Scala for statistical computing and data science. The course seemed to go well, and the experience has convinced me that Scala should be used a lot more by statisticians and data scientists for a range of problems in statistical computing. In particular, the simplicity of writing fast … Continue reading Statistical computing with Scala free on-line course

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