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data.table

Posted on 15 June 2016 by ecoquant

R provides a helpful data structure called the “data frame” that gives the user an intuitive way to organize, view, and access data. Many of the functions that you would us…

Source: Intro to The data.table Package

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See http://www.linkedin.com/in/deepdevelopment/ and https://667-per-cm.net/about

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This entry was posted in big data, data science, engineering, numerical analysis, numerical software, numerics, open source scientific software, R, smart data, statistics. Bookmark the permalink.

← France, and Mathematics

China as a zero Carbon energy powerhouse →

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Kalman filtering and smoothing; dynamic linear models

Also, see datasets and R examples to accompany this excellent text.

I have used dlm almost exclusively, except when extreme efficiency was required. Since Jouni Helske's KFAS was rewritten, though, I'm increasingly drawn to it, because the noise sources it supports are more diverse than dlm's. KFAS uses the notation and approaches of Durbin, Koopman, and Harvey.

``The real problem is that programmers have spent far too much time worrying about efficiency in the wrong places and at the wrong times; premature optimization is the root of all evil (or at least most of it) in programming.''
Professor Donald Knuth, 1974
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