This is a tutorial on how to try out a new package in R. The summary is: expect errors, search out errors and don’t start with the built in examples or real data. Suppose you want to try out a novel statistical technique? A good fraction of the time R […]
Note February 11, 2020: this articles is out of date, we suggest using the methods of Using PostgreSQL in R: A quick how-to instead. We discuss a “medium scale data” technique that we call “SQL Screwdriver.” Previously we discussed some of the issues of large scale data analytics. A lot […]
One of the current best tools in the machine learning toolbox is the 1930s statistical technique called logistic regression. We explain how to add professional quality logistic regression to your analytic repertoire and describe a bit beyond that.
We extend the ideas of from Automatic Differentiation with Scala to include the reverse accumulation. Reverse accumulation is a non-obvious improvement to automatic differentiation that can in many cases vastly speed up calculations of gradients.
This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and some design discussion.
Having worked with Unix (BSD, HPUX, IRIX, Linux and OSX), Windows (NT4, 2000, XP, Vista and 7) for quite a while I have seen a lot of different software tools. I would like to quickly exhibit my “must have” list. These are the packages that I find to be the […]
This is an elementary mathematical finance article. This means if you know some math (linear algebra, differential calculus) you can find a quick solution to a simple finance question. The topic was inspired by a recent article in The American Mathematical Monthly (Volume 117, Number 1 January 2010, pp. 3-26): […]
This article is quick concrete example of how to use the techniques from Survive R to lower the steepness of The R Project for Statistical Computing‘s learning curve (so an apology to all readers who are not interested in R). What follows is for people who already use R and […]