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
And another @swcarpentry workshop in the books here at the @nberpubs. But as we failed to do a seflie, did it _really_happen?
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New package prrd Parallel Running [of] Reverse Depends: Enqueue tasks, then multiple workers can dequeue them in parallel. Package should hopefully be "soon" on CRAN, for now in the ghrr drat. goo.gl/kXHFLe #rstats
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RcppCNPy 0.2.8 and tint 0.0.5 on CRAN Two CRAN-induced maintenance releases goo.gl/s2YExS
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Big Thank You to @joshua_ulrich for this work, and for tirelessly slaying several dragons while doing it. Or, as he calls it, a regular day working with Windows. Instructions at github.com/eddelbuettel/rqua… still hold, now for 0.4.4 too.
FOSS Trading: New Windows binaries for RQuantLib 0.4.4! goo.gl/jW4YeY #rstats
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Still having tons of fun with @quasardb , C++ and R. Now with a new 2.3 version of the C API thanks to @edouarda14 we have full queries. Which map wonderfully into data.table. Next: write a loader for nanosecond timestamp data, then query. #rstats #rcpp
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Is anybody besides me looking at R and @quasardb ? "Quasardb is a high-performance, distributed, column-oriented database with native time series support." quasardb.net/-Quasardb-XTP- rqdb is my beginnings of a proof of concept. All functions shown below :)
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Inbox a moment ago: "i wrote a question on Stalkoverflow" [sic] Best way to ensure I ignore a question is to ask it via Twitter, Twitter DM, LinkedIn (groan) or by spamming my inbox. So a "Pro Tip": Use. A. GitHub. Issue. Ticket. Pretty-please.
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R^4 #014: Finding Debian Binaries from CRAN, and a Docker Example Binaries rock, are easier and faster to install. See how to find them. goo.gl/vUfZT1 #rstats
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littler 0.3.3 on CRAN: More example scripts, and some fixes Everybody's favourite way to rock R at the command-line and in scripts goo.gl/AEqJ64 #rstats
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drat 0.1.4: macOS fix and git branch selection Create and manage R repositories with ease goo.gl/CVPM9m #rstats
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Two maintenance releases on CRAN this week: - digest 0.6.13 allowing serialize version for R 3.5.0 / ALTREP - RVowpalWabbit not using a directory change for tests digests creates hash digests, RVowpalWabbit is a fast learner. goo.gl/sVPrWj #rstats
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R^4 #13: (Much) Faster Package (Re-)Installation via Binaries On the (large) benefits of using .deb binaries for R package installations goo.gl/9gec5B #rstats #dayTimeRetweetWithChart
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R^4 #13: (Much) Faster Package (Re-)Installation via Binaries On the (large) benefits of using .deb binaries for R package installations goo.gl/9gec5B #rstats
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Here are some thanks to @Nate_Cohn and the @UpshotNYT team for a fantastic demonstration of what _live_ predictive modeling can do. Double thanks for turning the effing jitter off. As @statpumpkin called; finest stats porn. youtube.com/watch?v=Hd3oqvnD…
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Just took the #holidivvy @DivvyBikes to work. Now docked at Jackson and LaSalle.
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R^4 #12: Know and Customize your OS and Work Environment A simple trick to auto-process your (R)Markdown sources goo.gl/eG4QWY #rstats /cc @dvaughan32 @axiomsofxyz
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RcppArmadillo 0.8.300.1.0: A few fixes and extensions Expressive and performant C++ Matrix classes for R goo.gl/qrtrrc #rstats #rcpp
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A very Happy Birthday to @reallycassandra ! Here is one of my favourites: "Fragile", live last year. youtube.com/watch?v=vTsOyV0k…
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Brilliant. And yet so sad. Same as it ever was. And you may say yourself, "My God! What have I done?" Original for comparison/cleansing: youtube.com/watch?v=98AJUj-q…
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Beautiful @bradmehldau & Larry Grenadier & Dave Ballard concert at @uchicago Logan Center @LoganUChicago - - gorgeous room, front row seats for some wonderful 90 minutes.
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