Test case: Optimising PCEV

I will give an example of code optimisation in R, using Noam Ross’s proftable function and Luke Tierney’s proftools package, which I discuss in my tutorial on optimisation. The code we will optimise comes from the main function of our PCEV package. A few months ago, while testing the method using simulations, I had to speed up my code because it was way to slow, and the result of this optimisation is given below.

For background, recall that PCEV is a dimension-reduction technique, akin to PCA, but where the components are obtained by maximising the proportion of variance explained by a set of covariates. For more information, see this blog post.

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Using MathJax

I had some trouble rendering correctly the mathematical equations in my previous post: at first I could only see the untransformed markup, then the text simply disappeared, without being transformed, and finally the equations appeared, but coloured orange. As you can see, everything now looks fine, but to fix this I ended up learning a bit more about how markdown, HTML, CSS and javacript all work together to create the website you are currently visiting. The purpose of this post is to share some of what I learned, so that future visitors can be spared some of the pain that accompanied the learning.

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Principal components of explained variance

I have been spending most of my time on a very interesting technique that has, unfortunately, received little attention (I’ll come back later about some possible reasons). The purpose of this post is to introduce this method and give motivation for its use.

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Hello World!

I am finally launching my personal website! It will mainly be used to share my projects and my thoughts about statistics. I will also share the slides from my talks and the occasional tutorial, whenever I feel I’ve learned some interesting stuff in my work (be it statistical or related to programming).

In the meantime, I encourage you to take a look at my Github page, where you can see some of the projects I’ve contributed to.

Finally, please note that this website is powered by knitr, pandoc, and jekyll, it is hosted on Github, and I used the Hyde template provided by poole.

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