RStudio recently announced the reticulate package, which is designed to help R users inter-operate with Python code. I was immediately excited by this announcement. In a past life, I worked with a team at the National Renewable Energy Lab (NREL) on vehicle simulations. Their models could predict MPG for vehicles based on driving routes. At the time, I had wanted to build a web app that would allow users to predict MPG for different vehicles based on their daily commutes.

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In two previous posts, we calculated and then visualized the CAPM beta of a portfolio by fitting a simple linear model. Today, we move beyond CAPM’s simple linear regression and explore the Fama French (FF) multi-factor model of equity risk/return. For more background, have a look at the original article published in The Journal Financial Economics, Common risk factors in the returns on stocks and bonds. The FF model extends CAPM by regressing portfolio returns on several variables, in addition to market returns.

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In early March, the Bay Area useR Group was able to hold an R and TensorFlow mini-conference on Google’s new Sunnyvale campus. Pete Mohanty, a Stanford researcher and frequent BARUG speaker, lead off with a talk on his recent kerasformula package, which allows R users to call a keras-based neural net with R formula objects. Pete’s slides show an example of using using a regression-style formula with the kerasformula::kms() function to fit a sequential TensorFlow model.

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Here are my picks for the “Top 40” packages of the 171 new packages that made it to CRAN (and stuck) in February, organized into the following categories: Computational Methods, Data, Finance, Science, Statistics, Time Series, and Utilities. Computational Methods adnuts v1.0.0: Provides an implementation of the no-U-turn (NUTS) algorithm by Hoffman and Gelman (2014) for ADMB and TMB models. The vignette will get you started. CholWishart v0.9.2: Provides functions to sample from the Cholesky factorization of a Wishart random variable, the inverse Wishart distribution and the Cholesky factorization of an inverse Wishart random variable.

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Data scientists prefer using the latest R packages to analyze their data. To ensure a good user experience, you will need a recent version of R running on a modern operating system. If you run R on a production server – and especially if you use RStudio Connect – plan to support multiple versions of R side by side so that your code, reports, and apps remain stable over time.

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Shiny’s Design Most Shiny apps out there have a similar design style. It is usually easy for a seasoned Shiny developer to tell the difference between a Shiny app and a standard website. Why is this? Shiny apps ARE websites for all intents and purposes. Why do they not vary as greatly as the rest of the sites we encounter when surfing the web? This is partly due to the fact that many Shiny developers leverage pre-written code (e.

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I have been searching for various ways to find information about R packages for some time now, but I only recently learned about the CRAN_package_db() function in the base tools package. If a colleague hadn’t pointed it out to me, I am sure I would never have found it on my own. pdb <- tools:::CRAN_package_db() When invoked, this function goes out to the CRAN mirror specified by the environment variable R_CRAN_WEB and returns a data frame containing a whole lot of information about each package currently on CRAN.

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In a previous post, we covered how to calculate CAPM beta for our usual portfolio consisting of: + SPY (S&P500 fund) weighted 25% + EFA (a non-US equities fund) weighted 25% + IJS (a small-cap value fund) weighted 20% + EEM (an emerging-mkts fund) weighted 20% + AGG (a bond fund) weighted 10% Today, we will move on to visualizing the CAPM beta and explore some ggplot and highcharter functionality, along with the broom package.

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Here are my “Top 40” picks from the two hundred or so new packages that stuck to CRAN in January, listed under seven categories: Data, Data Science, Science, Statistics, Time Series, Utilities and Visualizations (I say “stuck to” because I counted at least six packages that were accepted onto CRAN in January but removed within the month. Having packages quickly removed from CRAN is a phenomenon I have observed in recent months.

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Two weeks ago, rstudio::conf 2018 was held in San Diego. We had 1,100 people attend the sold-out event. In this post, I summarize my experience of the talks on the topic of deep learning with R, including the keynote by J.J. Allaire. Keynote The keynote on the second day was J.J. Allaire discussing “Machine Learning with Tensorflow and R”. In this talk, J.J. took us on a tour of how to use TensorFlow with R.

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