R Views

Recent content on R Views

  • ROC Curves

    ROC Curves

    I have been thinking about writing a short post on R resources for working with (ROC) curves, but first I thought it would be nice to review the basics. In contrast to the usual (usual for data...

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  • A Look Back on 2018: Part 1

    A Look Back on 2018: Part 1

    Welcome to Reproducible Finance 2019! It’s a new year, a new beginning, the Earth has completed one more trip around the sun, and that means it’s time to look back on the previous January to...

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  • 2018 R Views Review and Highlights

    2018 was a good year for R Views. With a total of sixty-three posts for the year, we exceeded the pace of at least one post per week. But, it wasn’t quantity we were shooting for. Our main goal...

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  • Rolling Origins and Fama French

    Rolling Origins and Fama French

    Today, we continue our work on sampling so that we can run models on subsets of our data and then test the accuracy of the models on data not included in those subsets. In the machine learning...

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  • November 2018: “Top 40” New Packages

    November 2018: “Top 40” New Packages

    Having absorbed an average of 181 new packages each month over the last 28 months, CRAN is still growing at a pretty amazing rate. The following plot shows the number of new packages since I...

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  • Statistics in Glaucoma: Part III

    Statistics in Glaucoma: Part III

    Samuel Berchuck is a Postdoctoral Associate in Duke University’s Department of Statistical Science and Forge-Duke’s Center for Actionable Health Data Science. Joshua L. Warren is an Assistant...

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  • Rsampling Fama French

    Today we will continue our work on Fama French factor models, but more as a vehicle to explore some of the awesome stuff happening in the world of tidy models. For new readers who want get...

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  • Statistics in Glaucoma: Part II

    Statistics in Glaucoma: Part II

    Samuel Berchuck is a Postdoctoral Associate in Duke University’s Department of Statistical Science and Forge-Duke’s Center for Actionable Health Data Science. Joshua L. Warren is an Assistant...

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  • Statistics in Glaucoma: Part I

    Statistics in Glaucoma: Part I

    Samuel Berchuck is a Postdoctoral Associate in Duke University’s Department of Statistical Science and Forge-Duke’s Center for Actionable Health Data Science. Joshua L. Warren is an Assistant...

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  • October 2018: “Top 40” New Packages

    October 2018: “Top 40” New Packages

    One hundred eighty-five new packages made it to CRAN in October. Here are my picks for the “Top 40” in eight categories: Computational Methods, Data, Machine Learning, Medicine, Science,...

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  • Slack and Plumber, Part Two

    Slack and Plumber, Part Two

    This is the final entry in a three-part series about the plumber package. The first post introduces plumber as an R package for building REST API endpoints in R. The second post builds a working...

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  • Many Factor Models

    Many Factor Models

    Today, we will return to the Fama French (FF) model of asset returns and use it as a proxy for fitting and evaluating multiple linear models. In a previous post, we reviewed how to run the FF...

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  • A Mathematician's Perspective on Topological Data Analysis and R

    A Mathematician's Perspective on Topological Data Analysis and R

    A few years ago, when I first became aware of Topological Data Analysis (TDA), I was really excited by the possibility that the elegant theorems of Algebraic Topology could provide some new...

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  • September 2018: Top 40 New Packages

    September 2018: Top 40 New Packages

    September was another relatively slow month for new package activity on CRAN: “only” 126 new packages by my count. My Top 40 list is heavy on what I characterize as “utilities”: packages that...

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  • In-database xgboost predictions with R

    In-database xgboost predictions with R

    Moving predictive machine learning algorithms into large-scale production environments can present many challenges. For example, problems arise when attempting to calculate prediction...

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  • Communicating results with R Markdown

    Communicating results with R Markdown

    In my training as a consultant, I learned that long hours of analysis were typically followed by equally long hours of preparing for presentations. I had to turn my complex analyses into...

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  • Reproducible Finance, the book! And a discount for our readers

    Reproducible Finance, the book! And a discount for our readers

    I’m thrilled to announce the release of my new book Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis, which originated as a series of R Views posts in this space. The...

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  • CRAN’s New Missing Data Task View

    CRAN’s New Missing Data Task View

    It is a relatively rare event, and cause for celebration, when CRAN gets a new Task View. This week the r-miss-tastic team: Julie Josse, Nicholas Tierney and Nathalie Vialaneix launched the...

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  • Searching for R Packages

    Searching for R Packages

    Searching for R packages is a vexing problem for both new and experienced R users. With over 13,000 packages already on CRAN, and new packages arriving at a rate of almost 200 per month, it is...

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  • Serendipity at R / Medicine

    Serendipity at R / Medicine

    We knew we were on to something important early on in the process of organizing R / Medicine 2018. Even during our initial attempts to articulate the differences between this conference and R /...

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