Category: Rstat

Monotonic Binning with GBM

In addition to monotonic binning algorithms introduced in my previous post (, two more functions based on Generalized Boosted Regression Models have been added to my GitHub repository, gbm_bin() and...continue reading.

Drrrawing with purrr

La luna es un pozo chicolas flores no valen nadalo que valen son tus brazoscuando de noche me abrazan(Zorongo Gitano, Carmen Linares) When I publish a post showing my drawings,...continue reading.

Deployment of Binning Outcomes in Production

In my previous post (, I’ve shown different monotonic binning algorithm that I developed over time. However, these binning functions are all useless without a deployment vehicle in production. During...continue reading.

This is not normal(ised)

“Sydney stations where commuters fall through gaps, get stuck in lifts” blares the headline. The story tells us that: Central Station, the city’s busiest, topped the list last year with...continue reading.

Efficient MCMC with Caching

This post is part of a running series on Bayesian MCMC tutorials. For updates, follow @StableMarkets. Metropolis Review Metropolis-Hastings is an MCMC algorithm for drawing samples from a distribution known up to...continue reading.