Publications by Joseph Rickert

Incidental R

07.08.2014

by Joseph Rickert Last week, I posted a list of sessions at the Joint Statistical Meetings related to R. As it turned out, that list was only the tip of the iceberg. In some areas of statistics, such as graphics, simulation and computational statistics the use of R is so prevalent that people working in the field often don't think to mention it. ...

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Quantitative Finance applications in R – 8

12.08.2014

The latest in a series by Daniel Hanson Introduction Correlations between holdings in a portfolio are of course a key component in financial risk management. Borrowing a tool common in fields such as bioinformatics and genetics, we will look at how to use heat maps in R for visualizing correlations among financial returns, and examine behavior in...

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Model building with the iris data set for Big Data

14.08.2014

by Joseph Rickert I think we can be sure that when American botanist Edgar Anderson meticulously collected data on three species of iris in the early 1930s he had no idea that these data would produce a computational storm that would persist well into the 21st century. The calculations started, presumably by hand, when R. A. Fisher selected this ...

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Integrating R with production systems using an HTTP API

19.08.2014

by Nick Elprin, Co-Founder of Domino Data Lab We built a platform that lets analysts deploy R code to an HTTP server with one click, and we describe it in detail below.  If you have ever wanted to invoke your R model with a simple HTTP call, without dealing with any infrastructure setup or asking for help from developers — imagine Heroku for y...

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Revolution Analytics’ User Group Map Contest has a Winner

21.08.2014

by Joseph Rickert We are pleased to announce that Jo-fai Chow is the winner of the Revolution Analytics contest. Jo-fai’s entry, which was implemented as a Shiny project, may be viewed by clicking on the figure below. Jo-fai’s work not only produced an aesthetically pleasing sequence of maps but also provides a superb example of a well-docum...

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Statistics: Losing Ground to CS, Losing Image Among Students

26.08.2014

by Norman Matloff The American Statistical Association (ASA) leadership, and many in Statistics academia. have been undergoing a period of angst the last few years, They worry that the field of Statistics is headed for a future of reduced national influence and importance, with the feeling that: The field is to a large extent being usurped b...

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R User Group Roundup

28.08.2014

by Joseph Rickert In the first half of 2014, worldwide R user group activity continued to increase, showing impressive growth over the same periods for the past couple of years.  For the last four months, the pace has been over 50 meetings per month.              n  There are now 147 user groups listed in Revolution Analytics' Local R U...

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Using R to simulate the finances of public sector pension funds

02.09.2014

by Don Boyd, Senior Fellow, Rockefeller Institute of Government The Rockefeller Institute of Government is excited to be developing models to simulate the finances of public pension funds, using R. Public pension funds invest contributions from governments and public sector workers in an effort to ensure that they can pay all promised benefits ...

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Long Memory and the Nile: Herodotus, Hurst and H

04.09.2014

by Joseph Rickert The ancient Egyptians were a people with long memories. The lists of their pharaohs went back thousands of years, and we still have the names and tax assessments for certain persons and institutions from the time of Ramesses II. When Herodotus began writing about Egypt and the Nile (~ 450 BC), the Egyptians who knew that their p...

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The Collatz Conjecture Continued

09.09.2014

by Seth Mottaghinejad Let's review the Collatz conjecture, which says that given a positive integer n, the following recursive algorithm will always terminate: if n is 1, stop, otherwise recurse on the following if n is even, then divide it by 2 if n is odd, then multiply it by 3 and add 1 In our last post, we created a function called 'cpp_col...

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