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Past, present and future of
First Milan R net conference, 8-May-2012
Tuesday, 8 May 12
What is R?The S language was developed at AT&T/Lucent Bell Laboratories by John Chambers, with the assistance of Rick Becker, Allan Wilks and Duncan Temple Lang.
S v.1: Released in 1980. (described in the so called “brown” book “S : A Language and Environment For Data Analysis and Graphics”) S v.2 : Released in 1987. (“The NEW S Language”, aka the “blue” book)S v.3: Released 1990. (“Models in S”, aka the “white” book)S v.4: Released 2000. (“Programming with Data”, aka the “green” book)
S-Plus: first commercial version (late 80’ies) by Insightful (now dead)
R: 1990 by Robert Gentleman and Ross Ihaka at Stat. Dept. University of Auckland.
R and S-Plus are dialects of S and not exchangeable
Tuesday, 8 May 12
About RR Development
R’s Future
What is R?R History
How Old is R?1960
1970
1980
1990
2000
APL
C
C#
C++CLOS
Fortran
Haskell
Java
Lisp
Pascal
Perl
R
Ratfor SSchemeSmalltalk
10 of 28
How old is R?
Tuesday, 8 May 12
The birth of RAround 1992, Ross Ihaka and Robert Gentleman at the University of Auckland needed statistical software for a teaching lab. S-PLUS (a commercial implementation of S) didn’t run on MacOS; they decided to write their own. Ross was very impressed with Scheme (a Lisp dialect); they based the initial code on the design of Scheme interpreters.
“To make the interpreter useful, we had to add data structures to support statistical work and to choose a user interface. We wanted a command driven interface and, since we were both very familiar with S, it seemed natural to use an S-like syntax.”
(Ross Ihaka, R: Present and Future History)
Tuesday, 8 May 12
The birth of R•The R’s announced R on the s-news mailing list in 1993; Martin
Maechler convinced them to release it as an open source project under the GPL, which they did in 1995.
•In 1997 the R Core group was established, consisting of Doug Bates, Peter Dalgaard, Robert Gentleman, Kurt Hornik, Ross Ihaka, Friedrich Leisch, Thomas Lumley, Martin Maechler, Paul Murrell, Heiner Schwarte, and Luke Tierney.
•Since then John Chambers, Seth Falcon, Stefano Iacus, Guido Masarotto, Duncan Murdoch, Martyn Plummer, Brian Ripley, Duncan Temple Lang, Deepayan Sarkar and Simon Urbanek have joined R Core. Guido Masarotto and Heiner Schwarte have left.
Tuesday, 8 May 12
R Release 1.0.0I have #16 !!!
Tuesday, 8 May 12
Why R then?
The importance of John Chambers’ work on S was recognised in 1998, when he was awarded the ACM award for software systems.
The ACM award is the world’s most prestigious award for software engineering.
Other winners of the ACM award include Thompson and Ritchie for the UNIX operating system and Don Knuth for the TeX typesetting system.
R is the only incarnation on S at present, so worth looking into it!
Tuesday, 8 May 12
What is R-Project?R is now developed by a number of academics (18 people) called the R Core Team, established in 1997. (I joined officially in 2001.)
R is free and open source.
R is cross platform (M$-Windogs, Unix & the alikes, Mac)
No headheaches when transfer files, scripts, etc from one system to another. It works out-of-the-box.
We do this on our spare time, so why we do this? ...well, why one proves theorems?
Tuesday, 8 May 12
What is R-Project?“Free” is ok, but not enough!
The real added value of R is that it is open source, so completely transparent and hence continuously peer-reviewed by people in academics, users, etc. No black-boxes or magics behind R.
It means: as soon as you release your code and there is a bug in it, a hundred of people will pester you to fix it!
And if you don’t fix it, your software is dead!
So R code is not just supposed to work, it has to work!
Tuesday, 8 May 12
Why has R succeeded?
★ Licenses for technical software are expensive and restrictive
★ R is managed by developers, not sales managers. We help users to contribute
★ R users are very knowledgeable; the online community is very helpful
★ We’ve been lucky...
Tuesday, 8 May 12
About RR Development
R’s Future
R ActivityTechnical DetailsOrganizational Details
date
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Graphic by Romain François
19 of 28
How much work behind R
Tuesday, 8 May 12
About RR Development
R’s Future
R ActivityTechnical DetailsOrganizational Details
date
Com
mits
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h da
y
2468
1998 2002 2006 2010
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bates
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deepayan
1998 2002 2006 2010
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1998 2002 2006 2010
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urbaneks
Graphic by Romain François
23 of 28
How muchwork behind R
Tuesday, 8 May 12
How friendly is R?R is (occasional) user unfriendly
(although now you can use it through Excel)
R is science-academic friendly (peer-reviewed)
Tuesday, 8 May 12
Some numbers around RR itself is about 2M lines of C and Fortran and R code!
R has now more than 3750 contributed packages in almost all fields of stats (but not limited to)
6th Jan 2009, the New York Times published the article “Data Analysts Captivated by R’s Power”, which contains “confessions” of experts at Google, Pfizer, Merck, Bank of America, Shell, etc. using R in their daily workflows.
As of august 2009, after IBM absorbed SPSS and Intel put 9 billion US$ on a new company called Revolution Computing (now Revolution Analytics) whose CEO is the founder and developer of SPSS, lately the second SPSS co-founder was added to the board! Rev. Comp. sells commercial support to R users and develop some extensions for HPC on top of R.
Rev. Comp. is unrelated to R Core Team and R will always remain free!
Tuesday, 8 May 12
More numbers around RThere is a peer reviewed R Journal published since 3 years now
We have a conference every year called UseR!, with more than 400 presentations each edition!!! Next is June 2012 in USA.
There is a series of Conferences for R in Finance, usually is April in Chicago.
Springer has an entire series of publications named the use R! Series but Wiley, CRC Press and most major editors have plenty of new titles related to R
Go to Amazon.com and type “R” and you get hundreds of different entries
On our www.R-Project.org web site we have a list of more than 100 recent books
And of course, a countless number of users among researchers, students and practitioners
Tuesday, 8 May 12
A number of companies around R
Tuesday, 8 May 12
What can R do for you
R treats correctly dates, financial data, etc.
R has the most advanced graphic system (lattice, trellis, grid, openGL, etc)
R implements all standard numerical methods (Lapack, Blas, goto, etc)
Interfaces with dbases (SQL, MySQL, Postgresql, etc)
I/O with C, Fortran, C++, python, perl, ruby, Java, etc
Supports parallel computing (e.g. LAM/MPI, etc), cloud computing (Amazon EC2), GPU computing
Tuesday, 8 May 12
What can R do for you this is what I mean by “R has the most advanced graphic system”
a b
200 400 600 800 1000
0
200
400
600
800
1000
135270410551407175821102461281231643515386742184570492152735624
Counts
c d
Figure 8: Four di!erent visualizations of a scatterplot of flow cytometrydata (forward light scatter versus side light scatter). a: the usual scatterplot.Because of the large number of points, it is a rather featureless black blot. b:the result of a hexagon binning procedure. The color code at each hexagonrepresents the number of data points that it contains. c: color representationof smooth point densities calculated from the data using a kernel densityestimator. In the sparse regions of the density, the plot is augmented byblack dots that represent individual data points. In the denser regions,these are omitted. d : usual scatterplot with points colored according to thelocal density.
17
Hosted by The Berkeley Electronic Press
Figure 12: A heatmap representation of the CLL data. Genes were selectedusing a t-test comparing those with a progressive disease and those with astable disease.
4.5 Heatmaps
In Figure 12 a heatmap showing genes selected according to the p-value in at-test comparing those with stable disease to those with progressive disease.The top bar contains one small block for each sample, those samples thatcorrespond to the stable disease phenotype have a dark colored block, thosewith progressive disease a light colored block. It is not surprising that thetwo groups are well separated (all the dark blocks are to the left), since thatis how genes were selected.
4.6 Diagnostics
The RNA digestion plot, Figure 13, indicates that there is in fact one unusualarray, CLL1. These plots show the is a relationship between the probeposition and intensity. In general, the relationship is non-constant, and
21
Hosted by The Berkeley Electronic Press
�Random edge graph
100 nodes 50 edges
degree distribution
Tuesday, 8 May 12
R Core Team Plans & R’s FutureAs Fox (2009) noted, the R Project has an unusually “flat” organizational structure:
• Each core member has his own plans.• The lack of central planning and the large user base make big changes
to R difficult.• There is no mechanism to assign labour to a problem.• The group as a whole doesn’t form long range plans.• The project may be at risk if key members drop out, but there are no
succession plans.
Nevertheless, some things are likely to come, e.g. :
• More support for multi-core machines and multithread • Byte code compilation• Support for bigger vectors, and new integer types
Tuesday, 8 May 12
What I do these days as an R user• Stochastic models for finance: simulation and estimation via the YUIMA and
SDE packages
The model specification
Overview of the YuimaProject
Overview of the yuimapackage
What contains a yuimaobject ?
What is possible to dowith a yuima object inhands?
How it is supposed towork?
Inference & Finance
Quasi MaximumLikelihood Analysis
Adaptive BayesEstimation
Change-point Analysis
LASSO estimation &model selection
Asymptotic Expansion
21 / 76
We consider here the three main classes of SDE’s which can be easilyspecified. All multidimensional and eventually parametric models.
! Diffusions dXt = a(t,Xt)dt+ b(t,Xt)dWt
! Fractional Gaussian Noise, withH the Hurst parameter
dXt = a(t,Xt)dt+ b(t,Xt)dWHt
! Diffusions with jumps, Levy
dXt = a(Xt)dt+ b(Xt)dWt +
!
|z|>1
c(Xt!, z)µ(dt, dz)
+
!
0<|z|"1
c(Xt!, z){µ(dt, dz)! !(dz)dt}
Tuesday, 8 May 12
What I do these days as an R user• Stochastic models for finance: simulation and estimation via the YUIMA and
SDE packages
Yuima
SimulationExact
Euler-Maruyama
Space discr.
NonparametricsCovariation p-variation
ParametricInference
High freq.Low freq.
Quasi MLEDiff, Jumps,
fBM
AdaptiveBayesMCMC
Changepoint
Modelselection
Akaike’s
LASSO-type HypothesesTesting
Optionpricing
Asymptoticexpansion
Monte Carlo
Tuesday, 8 May 12
What I do these days as an R user• Blog Sentiment Analysis: Voices From the Blogs
VfB workflow
http://voicesfromtheblogs.com
We capture the sentiment of the net
Human pre-analysis(what these post talk about?)
Crawler Coding stageAnalysis
&Report
Stemming
Thursday, 19 April 12Tuesday, 8 May 12
What I do these days as an R user• Blog Sentiment Analysis: Voices From the Blogs
Popularity of VfB
http://voicesfromtheblogs.com
We capture the sentiment of the net
Ricerca dell'Università di Milano su 33 mila «tweet»
In Rete crescono gli ostili. Ma anche i «fen»
Lo scandalo della Lega polarizza le opinioni su questo
partito. Negli ultimi giorni, infatti, è calato il numero
di chi si definisce neutrale nei suoi confronti, mentre
è cresciuto il numero degli ostili (dal 61,3% al 63,1%).
Ma ancor di più sono aumentati i simpatizzanti,
passati dal 21% al 25,4%. È quanto emerge dalla
ricerca Vokesjrom the Blogs, realizzata dall'Università
degli Studi di Milano analizzando oltre 33 mila
messaggi apparsi nei giorni scorsi su Twitter. Dopo le
dimissioni di Bossi, secondo i ricercatori, «in
pochissime ore il web è stato inondato da una
tempesta di tweet che commentavano la situazione in
casa Lega». Per fare un po' di chiarezz
a sulle opinioni
della rete, VfB ha analizzato i messaggi, «la metà dei
quali (16 mila) riflette l'opinione dei cittadini
lombardi». Nel futuro della Lega, Maroni appare in
pole position, insieme a Tosi, ma Bossi non è fuori dai
giochi, almeno per un terzo delle persone che hanno
espresso la loro opinione. Quanto ai «colpevoli» della
situazione, il 35,7% addita «tutti i dirigenti leghisti», il
17,4% il Senatur, ma oltre il 21% accusa la sua famiglia
e il cosiddetto cerchio magico. ' P1Pf;."iC:.»!r.'Kr RISERVATA
Pag. 2
Preferenze. Sui blog l'ex ministro è in testa con il 64%
Twitter, Maroni leader ma Bossi resta in gioco
ROMA Nel futuro della Lega, Ro-
berto Maroni appare in pole po-
sition, almeno nelle opinioni di
coloro che scrivono tweet, ma
Bossi non è assolutamente fuo-
ri dai giochi, almeno per un ter-
zo delle opinioni: è quanto
emerge da una ricerca intitola-
ta Voices Front the Blogs (Vfb),
realizzata dall'università degli
studi di Milano negli ultimi gior-
ni Dopo le dimissioni di Bossi,
secondo i ricercatori, «in po-
chissime ore il web è stato lette-
ralmente inondato da una tem-
pesta di tweet che commentava-
no la situazione in casa Lega.
Per fare un po' di chiarezza sul-
le opinioni della rete, VfB ha
analizzato tempestivamente ol-
tre 33 mila tweet pubblicati tra
il 5 e l'8 aprile, la metà dei quali
(16 mila) riflette l'opinione dei
cittadini lombardi». «La maggioranza relativa ad-
dita tutti i dirigenti leghisti co-
me colpevoli dello scandalo
sui rimborsi elettorali (35,7%).
Ma se c'è da trovare un colpe-
vole, ben prima del tesoriere
Belsito (5,7%) o financo dello
stesso Bossi (174%), il dito de-
gli italiani punta con decisione
contro la famiglia del Senatur e
il cosiddetto cerchio magico
(21,5%)». Dato che «tra i soli
lombardi sale al 254%». La bufe-
ra di questi giorni ha d'altra par-UN1VERSITÀ DI MILANO
Dalla ricerca dell'ateneo
risulta anche un crescente
apprezzamento perii sindaco di Verona
Flavio Tosi
te intaccato la figura dell'ex se-
gretario: «Ben il 31,2% lo vede
oramai parte a tutti gli effetti
della "casta"». Quanto al futu-
ro della Lega, Maroni «appare
in pole-position per il 64,6%
delle opinioni espresse. Il dato
però scende al 46,6% nella sola
Lombardia, mentre cresce l'ap-
prezzamento per Flavio Tosi».
Per un terzo delle persone che
ha espresso opinioni, invece, il
29% di italiani e 36% di lombar-
di sarebbe un errore considera-
re Bossi «fuori dai giochi». Infi-
ne «i sentimenti sulla Lega si
polarizzano rispetto a gennaio:
diminuiscono i neutrali, cre-
scono gli ostili (dal 61,3% al
63,1%), ma ancora di più i sim-
patizzanti: dal 21% al 254%».
Intanto non sono bastate le
dimissioni di Renzo Bossi da
consigliere regionale lombar-
do per placare la rabbia del
web sullo scandalo che ha
coinvolto la Lega. E tantome-
no per fermare le battute sul
rampollo del fondatore del
Carroccio, che da giorni si sus-
seguono su Twitter. 0 RIPROMJZION E RISERVATA
Pag. 5
.
Lun 09/04/2012 ilfattoquotidiano.it
Documento ad uso esclusivo del destinatario, non riproducibile Pagina 17 di 34voices
.
Lun 09/04/2012 libero.it
Documento ad uso esclusivo del destinatario, non riproducibile Pagina 25 di 34voices
Thursday, 19 April 12Tuesday, 8 May 12
What I do these days as an R user• Evaluation of treatment effects: CEM package for matching
The problem of matching
Plan
Part ICausal inference underexact matching
Estimation of TE
Framework
Part IICEM and approximatematching
Part IICEM performance
CEM as diagnostic tool
CEM and modeldependence
CEM and the QOI
6 / 53
We consider an observational study with n observations. For each unit i
Yi = Yi(Ti) = outcome, Ti = treatment indicator, Xi = covariates’ vector
ESTIMATION GOAL: the treatment effect
TEi = Yi(Ti = 1)! Yi(Ti = 0) = Yi(1)! Yi(0)
but Yi(0) is not observed (potential outcome). For the treated unit i withcovariatesXi, it is natural to look for another unit j in the sample for whichYj(0) is observed and such thatXj " Xi, where “"” has to be defined.
MATCHING GOAL: for each treated unit i find the “twin” control unit j (i.e. withXj " Xi) in order to reduce bias in the estimation of TEi
Tuesday, 8 May 12
What I do these days as an R user• Evaluation of treatment effects: CEM package for matching
King et al. (2010) “Comparative Effectiveness of Matching Methods for Causal Inference”Tuesday, 8 May 12
What you can do for RAs an R developer, release your code about your latest breakthrough theoretical or technical stuff, openly in the spirit of R as a contributed package.
As an R expert, consider that more and more companies ask for R consulting and training. Be ready to offer your expertise to them!
www.R-project.orgTuesday, 8 May 12
