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R Foundation News, Torsten Hothorn

The R Journal

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Sarima Analysis And Automated Model Reports With Bets, An R Package, Talitha F. Speranza, Pedro C. Ferreira, Jonatha A. Da Costa

The R Journal

This article aims to demonstrate how the powerful features of the R package BETS can be applied to SARIMA time series analysis. BETS provides not only thousands of Brazilian economic time series from different institutions, but also a range of analytical tools, and educational resources. In particular, BETS is capable of generating automated model reports for any given time series. These reports rely on a single function call and are able to build three types of models (SARIMA being one of them). The functions need few inputs and output rich content. The output varies according to the inputs and usually …

Profile Likelihood Estimation Of The Correlation Coefficient In The Presence Of Left, Right Or Interval Censoring And Missing Data, Yanming Li, Brenda W. Gillespie, Kerby Shedden, John A. Gillespie

The R Journal

We discuss implementation of a profile likelihood method for estimating a Pearson correlation coefficient from bivariate data with censoring and/or missing values. The method is implemented in an R package clikcorr which calculates maximum likelihood estimates of the correlation coefficient when the data are modeled with either a Gaussian or a Student t-distribution, in the presence of left, right, or interval censored and/or missing data. The R package includes functions for conducting inference and also provides graphical functions for visualizing the censored data scatter plot and profile log likelihood function. The performance of clikcorr in a variety of circumstances is …

Dot-Pipe: An S3 Extensible Pipe For R, John Mount, Nina Zumel

The R Journal

Pipe notation is popular with a large league of R users, with magrittr being the dominant realization. However, this should not be enough to consider piping in R as a settled topic that is not subject to further discussion, experimentation, or possibility for improvement. To promote innovation opportunities, we describe the wrapr R package and “dot-pipe” notation, a well behaved sequencing operator with S3 extensibility. We include a number of examples of using this pipe to interact with and extend other R packages.

Clustmixtype: User-Friendly Clustering Of Mixed-Type Data In R, Gero Szepannek

The R Journal

Clustering algorithms are designed to identify groups in data where the traditional emphasis has been on numeric data. In consequence, many existing algorithms are devoted to this kind of data even though a combination of numeric and categorical data is more common in most business applications. Recently, new algorithms for clustering mixed-type data have been proposed based on Huang’s k-prototypes algorithm. This paper describes the R package clustMixType which provides an implementation of k-prototypes in R.

Editorial, John Verzani

The R Journal

On behalf of the editorial board, I am pleased to present Volume 10, Issue 2 of the R Journal.

This issue covers a wide range of topics through its 37 articles. As is typical, many of these are related to packages that provide tools for new statistical modeling in R. Examples in this issue include "clustMixType: User-Friendly Clustering of Mixed-Type Data in R" by Szepannek and "BNSP: an R Package for Fitting Bayesian Semiparametric Regression Models and Variable Selection" by Papageorgiou.

Downside Risk Evaluation With The R Package Gas, David Ardia, Kris Boudt, Leopoldo Catania

The R Journal

Financial risk managers routinely use non–linear time series models to predict the downside risk of the capital under management. They also need to evaluate the adequacy of their model using so–called backtesting procedures. The latter involve hypothesis testing and evaluation of loss functions. This paper shows how the R package GAS can be used for both the dynamic prediction and the evaluation of downside risk. Emphasis is given to the two key financial downside risk measures: Value-at-Risk (VaR) and Expected Shortfall (ES). High-level functions for: (i) prediction, (ii) backtesting, and (iii) model comparison are discussed, and code examples are provided. …

Explanations Of Model Predictions With Live And Breakdown Packages, Mateusz Staniak, Przemysław Biecek

The R Journal

Complex models are commonly used in predictive modeling. In this paper we present R packages that can be used for explaining predictions from complex black box models and attributing parts of these predictions to input features. We introduce two new approaches and corresponding packages for such attribution, namely live and breakDown. We also compare their results with existing implementations of state-of-the-art solutions, namely, lime (Pedersen and Benesty, 2018) which implements Locally Interpretable Model-agnostic Explanations and iml (Molnar et al., 2018) which implements Shapley values.

Sdpt3r: Semidefinite Quadratic Linear Programming In R, Adam Rahman

The R Journal

We present the package sdpt3r, an R implementation of the Matlab package SDPT3 (Toh et al., 1999). The purpose of the software is to solve semidefinite quadratic linear programming (SQLP) problems, which encompasses problems such as D-optimal experimental design, the nearest correlation matrix problem, and distance weighted discrimination, as well as problems in graph theory such as finding the maximum cut or Lovasz number of a graph.

Current optimization packages in R include Rdsdp, Rcsdp, scs, cccp, and Rmosek. Of these, scs and Rmosek solve a similar suite of problems. In addition to these …

Geospatial Point Density, Paul F. Evangelista, David Beskow

The R Journal

This paper introduces a spatial point density algorithm designed to be explainable, meaning ful, and efficient. Originally designed for military applications, this technique applies to any spatial point process where there is a desire to clearly understand the measurement of density and maintain fidelity of the point locations. Typical spatial density plotting algorithms, such as kernel density estimation, implement some type of smoothing function that often results in a density value that is difficult to interpret. The purpose of the visualization method in this paper is to understand spatial point activity density with precision and meaning. The temporal tendency of …

Lmridge: A Comprehensive R Package For Ridge Regression, Muhammad Imdad Ullah, Bahauddin Zakariya University Aslam, Saima Atlaf

The R Journal

The ridge regression estimator, one of the commonly used alternatives to the conventional ordinary least squares estimator, avoids the adverse effects in the situations when there exists some considerable degree of multicollinearity among the regressors. There are many software packages available for estimation of ridge regression coefficients. However, most of them display limited methods to estimate the ridge biasing parameters without testing procedures. Our developed package, lmridge can be used to estimate ridge coefficients considering a range of different existing biasing parameters, to test these coefficients with more than 25 ridge related statistics, and to present different graphical displays of …

Calculating The Cohomology Of A Lie Algebra Using Maple And The Serre Hochschild Spectral Sequence, Jacob Kullberg

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Lie algebra cohomology is an important tool in many branches of mathematics. It is used in the Topology of homogeneous spaces, Deformation theory, and Extension theory. There exists extensive theory for calculating the cohomology of semi simple Lie algebras, but more tools are needed for calculating the cohomology of general Lie algebras. To calculate the cohomology of general Lie algebras, I used the symbolic software program called Maple. I wrote software to calculate the cohomology in several different ways. I wrote several programs to calculate the cohomology directly. This proved to be computationally expensive as the number of differential forms …

Data Mining Approach To The Identification Of At-Risk Students, Li Chin Ho, Kyong Jin Shim

Research Collection School Of Computing and Information Systems

In recent years, the use of digital tools and technologies in educational institutions are continuing to generate large amounts of digital traces of student learning behavior. This study presents a proof-of-concept analytics system that can detect at-risk students along their learning journey. Educators can benefit from the early detection of at-risk students by understanding factors which may lead to failure or drop-out. Further, educators can devise appropriate intervention measures before the students drop out of the course. Our system was built using SAS ® Enterprise Miner (EM) and SAS ® JMP Pro.

Data Mining Approach To The Detection Of Suicide In Social Media: A Case Study Of Singapore, Jane H. K. Seah, Kyong Jin Shim

Research Collection School Of Computing and Information Systems

In this research, we focus on the social phenomenon of suicide. Specifically, we perform social sensing on digital traces obtained from Reddit. We analyze the posts and comments in that are related to depression and suicide. We perform natural language processing to better understand different aspects of human life that relate to suicide.

Adaptive Parallelism For Coupled, Multithreaded Message-Passing Programs, Samuel K. Gutiérrez

Computer Science ETDs

Hybrid parallel programming models that combine message passing (MP) and shared- memory multithreading (MT) are becoming more popular, especially with applications requiring higher degrees of parallelism and scalability. Consequently, coupled parallel programs, those built via the integration of independently developed and optimized software libraries linked into a single application, increasingly comprise message-passing libraries with differing preferred degrees of threading, resulting in thread-level heterogeneity. Retroactively matching threading levels between independently developed and maintained libraries is difficult, and the challenge is exacerbated because contemporary middleware services provide only static scheduling policies over entire program executions, necessitating suboptimal, over-subscribed or under-subscribed, configurations. In …

Using Smart Card Data To Model Commuters’ Responses Upon Unexpected Train Delays, Xiancai Tian, Baihua Zheng

Research Collection School Of Computing and Information Systems

The mass rapid transit (MRT) network is playing an increasingly important role in Singapore's transit network, thanks to its advantages of higher capacity and faster speed. Unfortunately, due to aging infrastructure, increasing demand, and other reasons like adverse weather condition, commuters in Singapore recently have been facing increasing unexpected train delays (UTDs), which has become a source of frustration for both commuters and operators. Most, if not all, existing works on delay management do not consider commuters' behavior. We dedicate this paper to the study of commuters' behavior during UTDs. We adopt a data-driven approach to analyzing the six-month' real …

Fogfly: A Traffic Light Optimization Solution Based On Fog Computing, Quang Tran Minh, Chanh Minh Tran, Tuan An Le, Binh Thai Nguyen, Triet Minh Tran, Rajesh Krishna Balan

Research Collection School Of Computing and Information Systems

This paper provides a fog-based approach to solving the traffic light optimization problem which utilizes the Adaptive Traffic Signal Control (ATSC) model. ATSC systems demand the ability to strictly reflect real-time traffic state. The proposed fog computing framework, namely FogFly, aligns with this requirement by its natures in location-awareness, low latency and affordability to the changes in traffic conditions. As traffic data is updated timely and processed at fog nodes deployed close to data sources (i.e., vehicles at intersections) traffic light cycles can be optimized efficiently while virtualized resources available at network edges are efficiently utilized. Evaluation results show that …

Mobility-Driven Ble Transmit-Power Adaptation For Participatory Data Muling, Chung-Kyun Han, Archan Misra, Shih-Fen Cheng

Research Collection School Of Computing and Information Systems

This paper analyzes a human-centric framework, called SmartABLE, for easy retrieval of the sensor values from pervasively deployed smart objects in a campus-like environment. In this framework, smartphones carried by campus occupants act as data mules, opportunistically retrieving data from nearby BLE (Bluetooth Low Energy) equipped smart object sensors and relaying them to a backend repository. We focus specifically on dynamically varying the transmission power of the deployed BLE beacons, so as to extend their operational lifetime without sacrificing the frequency of sensor data retrieval. We propose a memetic algorithm-based power adaptation strategy that can handle deployments of thousands of …

Towards Mining Comprehensive Android Sandboxes, Tien-Duy B. Le, Lingfeng Bao, David Lo, Debin Gao, Li Li

Research Collection School Of Computing and Information Systems

Android is the most widely used mobile operating system with billions of users and devices. The popularity of Android apps have enticed malware writers to target them. Recently, Jamrozik et al. proposed an approach, named Boxmate, to mine sandboxes to protect Android users from malicious behaviors. In a nutshell, Boxmate analyzes the execution of an app, and collects a list of sensitive APIs that are invoked by that app in a monitoring phase. Then, it constructs a sandbox that can restrict accesses to sensitive APIs not called by the app. In such a way, malicious behaviors that are not observed …

A Cloud-Based Data Gathering And Processing System For Intelligent Demand Forecasting, Colin K. L. Tay, Kyong Jin Shim

Research Collection School Of Computing and Information Systems

Demand forecasting has been a challenging problem especially for products with short life cycles such as electronic goods and fashion items. Additionally, in the presence of limited past or historical data as well as the need for fast turnaround for forecast, producing timely and accurate demand forecast can be extremely challenging. In this study, we describe a cloud-based data gathering and processing system for intelligent demand forecasting.