Data Science. TileDB. Open Source. Quant Research. R. C++. Debian. Linux. Adjunct Clinical Professor, University of Illinois. Lots of coffee. And some running.

Chicago, IL, USA
Joined March 2007
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Rcpp 0.12.16 on CRAN: A few small updates Seamless R and C++ Integration goo.gl/GvkCnn #rstats #rcpp
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Most exciting data science book I have read in some time: "Modern Business Analytics" by @MattTaddy : current, modern, accessible, rigorous, awesome. Near-final draft out later this year; my commits may have fixed some typos. Content below as teaser---but you've got to read it.
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RcppArmadillo 0.8.400.0.0: Upstream update, some config tweaks Expressive + performant C++ Matrix classes for R goo.gl/Y7NkcQ #rstats #rcpp
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I am now a free agent on 'garden leave', open for "interesting" work in the quant / data science / ml space. Chicago, or possibly remote. Strong preference for compatibility with my adjunct position at U of Illinois. Any pointers? Please email edd@debian.org. Thanks!
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R^4 #17: Dependencies A somewhat complex topic, and a brief illustration of what can go wrong. goo.gl/mE7uQK #rstats
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Replying to @ellisvalentiner
From a very recent @lifehacker post. But you have to take my word that there was no pot involved in either preparation or consumption. Came out well though. We may do this again. skillet.lifehacker.com/this-…
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A Sunday afternoon well spent.
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Imitation, as Wilde says, is the most sincere form of flattery. nitter.vloup.ch/robertstats/stat…
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BH 1.66.0-1 on CRAN: New upstream, plus Boost compute Boost C++ header libraries for R goo.gl/Tt711S #rstats #rcpp
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A good day: One thank-you email for my Open Source work from a "Lt-Col" of the Ecole Militaire of the country where I went to grad school, plus one from an ecology post-doc in the province I once called home. #sayThanksOnceInAWhile
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RcppEigen 0.3.3.4.0 on CRAN: Small upstream update Eigen C++ Matrix Algebra binding for R goo.gl/sRUqGR #rstats #rcpp
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That is a prime example of "volatility clustering": high values predict high values, low values predict low values. See Rob Engle (1982) and the very voluminous literature that followed (and rightly earned him a Nobel).
The S&P 500 went 94 days without a +/-1% change and then had 5 in 8 days.
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R^4 #16: "Complaining Works" "Report inconsistencies. Present evidence. Be patient." goo.gl/svP7qz #rstats
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Ever need to read or write R Data files from C / C++ ? Ie access / create RData or rds but without R itself ? librdata by @EvMill has you covered, and he and I just cleaned up some build and usage issues. Take it for a spin. github.com/WizardMac/librdat…
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RVowpalWabbit 0.0.12 on CRAN: Stricly Maintenance R Interface to the 'Vowpal Wabbit' fast out-of-core learner R Core / CRAN requested maintenance change goo.gl/onjtcc #rstats
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digest 0.6.15 and RVowpalWabbit 0.0.11 on CRAN: Mostly Maintenance - Create Compact Hash Digests of R Objects - R Interface to the 'Vowpal Wabbit' fast out-of-core learner Two R Core / CRAN requested maintenance changes goo.gl/usjWqv #rstats
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prrd 0.0.2 on CRAN: Several important enhancement Parallel Running [of] Reverse Depends goo.gl/s88JyY #rstats (Now with typo fixed)
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Rblpapi 0.3.8 on CRAN: Mostly maintenance Direct and efficient R interface to Bloomberg Terminal goo.gl/mhfKvJ #rstats #rcpp Also, Dirk can't add ones. Should have been 0.3.7. My bad for the typo.
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R^4 #15: tidyverse and data.table, sitting side-by-side ... (part 1) Using a simple example to compare and contrast two approaches goo.gl/o92xJe #rstats h/t @gelliottmorris
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Yes it was but you *really* want the second segment with Kate McKinnon *killing it* as Robert Mueller. 4:55 into this clip: youtube.com/b60iiT4VWKc?t=4m55s
I rarely tweet SNL (or any) videos but this week’s Weekend Update is 🔥 youtube.com/_4Sk1R2RxvY
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