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Hacking R

Creating a virtual cluster in R using Amazon ec2. August 19, 2014. August 19, 2014. I was recently asked by my department to evaluate Amazon’s elastic compute cloud (ec2) to see if it could serve as a viable alternative to our aging cluster. There is a great deal of documentation on setting up R with ec2, but it tends to be either far too simplistic. Provided me with the information I needed, which I slightly modified to fit my specific needs. I will briefly expand upon it and offer a few comments. Or cr...

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Hacking R | wbnicholson.wordpress.com Reviews

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Creating a virtual cluster in R using Amazon ec2. August 19, 2014. August 19, 2014. I was recently asked by my department to evaluate Amazon’s elastic compute cloud (ec2) to see if it could serve as a viable alternative to our aging cluster. There is a great deal of documentation on setting up R with ec2, but it tends to be either far too simplistic. Provided me with the information I needed, which I slightly modified to fit my specific needs. I will briefly expand upon it and offer a few comments. Or cr...

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Hacking R | wbnicholson.wordpress.com Reviews

https://wbnicholson.wordpress.com

Creating a virtual cluster in R using Amazon ec2. August 19, 2014. August 19, 2014. I was recently asked by my department to evaluate Amazon’s elastic compute cloud (ec2) to see if it could serve as a viable alternative to our aging cluster. There is a great deal of documentation on setting up R with ec2, but it tends to be either far too simplistic. Provided me with the information I needed, which I slightly modified to fit my specific needs. I will briefly expand upon it and offer a few comments. Or cr...

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Creating a virtual cluster in R using Amazon ec2 | Hacking R

https://wbnicholson.wordpress.com/2014/08/19/creating-a-virtual-cluster-in-r-using-amazon-ec2

Creating a virtual cluster in R using Amazon ec2. Creating a virtual cluster in R using Amazon ec2. August 19, 2014. September 17, 2015. I was recently asked by my department to evaluate Amazon’s elastic compute cloud (ec2) to see if it could serve as a viable alternative to our aging cluster. There is a great deal of documentation on setting up R with ec2, but it tends to be either far too simplistic. Step 1: Create an Account and set up your head node. Or creating your own. I chose to create new AM...

2

Linking R with Intel’s math kernel libraries | Hacking R

https://wbnicholson.wordpress.com/2014/07/23/linking-r-with-intels-math-kernel-libraries

Linking R with Intel’s math kernel libraries. Linking R with Intel’s math kernel libraries. July 23, 2014. March 13, 2015. March 13, 2015:. I purchased a new computer, so I needed to re-link R with MKL. I’ve modified the following post with a few corrections. Though R comes pre-installed with these highly optimized libraries, per the installation and administration manual. Using the default BLAS libraries, R is still substantially slower than its proprietary counterpart Matlab. A major reason for thi...

3

Code Added | Hacking R

https://wbnicholson.wordpress.com/2014/07/24/code-added

July 24, 2014. Code from my first blog post Parallelization in Rcpp via OpenMP. Is now available on github. The serial code should run provided you install the package Rcpp, RcppArmadillo, and microbenchmark. Regarding the parallel code, Linux operating systems have OpenMP support by default so it should run without issues. I think it will also work on Windows, but as stated in the blog post, it will probably not run on a Mac without installing a new compiler. Leave a Reply Cancel reply.

4

wbnicholson | Hacking R

https://wbnicholson.wordpress.com/author/wbnicholson

Articles posted by wbnicholson. Creating a virtual cluster in R using Amazon ec2. August 19, 2014. September 17, 2015. I was recently asked by my department to evaluate Amazon’s elastic compute cloud (ec2) to see if it could serve as a viable alternative to our aging cluster. There is a great deal of documentation on setting up R with ec2, but it tends to be either far too simplistic. Step 1: Create an Account and set up your head node. Or creating your own. I chose to create new AMI with Ubuntu serv...

5

Linking R with Intel’s math kernel libraries | Hacking R

https://wbnicholson.wordpress.com/2014/07/23/linking-r-with-intels-math-kernel-libraries/comment-page-1

Linking R with Intel’s math kernel libraries. Linking R with Intel’s math kernel libraries. July 23, 2014. March 13, 2015. March 13, 2015:. I purchased a new computer, so I needed to re-link R with MKL. I’ve modified the following post with a few corrections. Though R comes pre-installed with these highly optimized libraries, per the installation and administration manual. Using the default BLAS libraries, R is still substantially slower than its proprietary counterpart Matlab. A major reason for thi...

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William B. Nicholson. My research interests center around multivariate time series. My current research involves incorporating regularization methods into a vector autoregression framework [. My other projects are oriented toward financial applications, specifically non-Gaussian measures of dependence in finance [. And estimating windows of local stationarity of stock returns in a pairs trading application [. BS Economics, B.S. Mathematical Statistics. Nicholson, W., Matteson, D. and Bien, J.

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Sponsored through Google's "Summer of Code" program, I constructed an R package which allows for the efficient forecasting of high dimensional multivariate time series via regularization methods using both the VARX-L. Frameworks. The package manual is available here. And the package source here. The package is also hosted on Github. A demonstration of some of the capabilities of my package "BigVAR" is now available as a shiny app.

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My website layout utilizes the 960 grid system. I am interested in sports analytics, particularly football and basketball. In assessing player value, I favor the Value Approximation Method. Developed by mathematician Doug Drinen at Pro-football reference. Which uses "objective" statistics in an attempt to measure a player's NFL success relative to draft position. Additionally, Football Outsiders. Constructed a Defense Adjusted Value over Average.

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William B. Nicholson

Ithaca, NY 14850. 5/30/15: Updated draft of Structured Regularization for Large Vector Autoregressions with Exogenous Variables. 5/30/15: Added source of BigVAR. 2/12/15: New Paper: Hierarchical Vector Autoregression. 11/18/14: Slides from Student Seminar on High Performance Computing. I am a fourth year PhD Candidate in the Department of Statistics. At Cornell University. I work with David Matteson. On developing regularization methods for multivariate time series.

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Hacking R

Creating a virtual cluster in R using Amazon ec2. August 19, 2014. August 19, 2014. I was recently asked by my department to evaluate Amazon’s elastic compute cloud (ec2) to see if it could serve as a viable alternative to our aging cluster. There is a great deal of documentation on setting up R with ec2, but it tends to be either far too simplistic. Provided me with the information I needed, which I slightly modified to fit my specific needs. I will briefly expand upon it and offer a few comments. Or cr...

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