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R: Introduction to Data Science (2019)

rafalab.dfci.harvard.edu

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Re: R: Introduction to Data Science (2019)

#51
post #30
post #16

Earlier quoted context omitted.

I’ve transitioned a lot of my work over to Julia, but R is still the most intuitive language I’ve used for scripting out data collection, cleaning, aggregation, and analysis cases. The ecosystem is simply better. The folks who maintain CRAN do a fantastic job. I can’t remember the last time a library incompatibility led to a show stopper. This is a weekly occurrence in Python.

> I can’t remember the last time a library incompatibility led to a show stopper. Oh, it’s very common unless you basically only use much better (and ‘rig’ and PPM also help in small but important ways). But it’s still dire. At work we are facing these issues every other week on some code base.

Can you not just build your own code as a package and specify exact dependencies?

It's a bit of faff but that seems like it should work (but maybe I'm missing something).

Re: R: Introduction to Data Science (2019)

#52

i'm an old R user, now migrated fully to python. For those of you who us R still what is your use case? We found R has a really hard time integrating into data pipelines and was best used as a standalone tool by individuals, which doesn't really work in our particular professional setup where everyone works collaboratively together. What we found was that R had alot of packages but most haven't been touched in years…

> What we found was that R had alot of packages but most haven't been touched in years and when you contact the owner you find they've often moved onto the python/pandas/scikit eco system As a "bilingual" R & Python user, I've found this to be true for the latter language as well :) I don't have much to add on top of what other useRs have mentioned, except another testimonial that our company has successfully used R…

Plotnine is a pretty rocking ggplot clone in Python. Just import star and you're golden.

Re: R: Introduction to Data Science (2019)

#53
post #17

i'm an old R user, now migrated fully to python. For those of you who us R still what is your use case? We found R has a really hard time integrating into data pipelines and was best used as a standalone tool by individuals, which doesn't really work in our particular professional setup where everyone works collaboratively together. What we found was that R had alot of packages but most haven't been touched in years…

tidymodels is miles ahead the toys you have in python for traditional machine learning. of course Python is much better in other areas but that is a big reason to use R, together with the super powerful tidyverse syntax. and package management is much, much more reliable in R than in python.

Is tidy models better than sklearn? As honestly sklearn is one of the few things I was jealous of from the python ecosystem, historically.

Re: R: Introduction to Data Science (2019)

#55
I dipped my feet into R a few years back, but eventually stopped it because of the way it handles integers. At the time it treated all integers internally as signed 32-bit and if the number is too large for that it converted it to a float.

I don't know what R does now, but this was a deal breaker for me at the time because I was dealing with really large integers that regularly broke this limit.

Re: R: Introduction to Data Science (2019)

#56

Earlier quoted context omitted.

I love R. You could do it R. But a lot of the derivations and Math Finance stuff you can and should be able to do in C/C++. R packages mostly depend on those as well for heavy duty calcs. So, if I wanted to dabble I'd easily use R and if I was in the quant developer world I'd be doing C/C++

I work with a trading team that manages $1B, exclusively with R.

Second this, seen lots of funds use whatever language their lead QR/QT feels comfortable with. At the end of the day, if you aren't running a strategy that requires colocation on the exchange, whatever speed improvement you get from the language will usually disappear from the network latency.

Something like intraday momentum/sector rotations can easily be done entirely in Python/R, from what I've seen.

Re: R: Introduction to Data Science (2019)

#57

I'm looking at R seriously for the first time. I've got a decade in with Python numeric computing, and I'm interested in Julia and all of the cutting-edge stuff. I've only dabbled with R until now, and I haven't researched it enough to know if rumors of it's inevitable demise have any substance. There are a lot of interesting math problems other than training gigantic neural networks on NVIDIA gear, and I've got some…

I love R. You could do it R. But a lot of the derivations and Math Finance stuff you can and should be able to do in C/C++. R packages mostly depend on those as well for heavy duty calcs. So, if I wanted to dabble I'd easily use R and if I was in the quant developer world I'd be doing C/C++

I've done some work for scientists where they used C++ extensions to R for heavy number crunching. For their workflow, R is really nice. Don't know how common this is though.

Re: R: Introduction to Data Science (2019)

#59
post #30
post #16

Earlier quoted context omitted.

I’ve transitioned a lot of my work over to Julia, but R is still the most intuitive language I’ve used for scripting out data collection, cleaning, aggregation, and analysis cases. The ecosystem is simply better. The folks who maintain CRAN do a fantastic job. I can’t remember the last time a library incompatibility led to a show stopper. This is a weekly occurrence in Python.

> I can’t remember the last time a library incompatibility led to a show stopper. Oh, it’s very common unless you basically only use much better (and ‘rig’ and PPM also help in small but important ways). But it’s still dire. At work we are facing these issues every other week on some code base.

I basically don’t use anything outside of tidyverse or base R because of the package dependency issues.
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