11 December 2009

R> if (done=TRUE) tweet me!

by manos_parzakonis

Let’s say that you’re fitting a cumbersome model so time is not to waste over a PC staring at the screen half anxious-half bored…

Then, you can always leave and go on with meetings and all your daily routine and have R notify you the results! How?

We will illustrate the situation above using some Bayesian Model Averaging code adapted by Martin Feldkircher & Stefan Zeugner. You should download the code and source everything in R except for the example in the end (after the definition of the functions!).

#The code to get a model

K=ncol(dataM)-1  # nr. of regressors

# this setting corresponds to a uniform prior on the model space (prior.msize=K/2 and theta="fix")
# and the ric specification since K^2> N (with N the nr. of observations) as suggested by fls

This is gonna take s o m e time (really!), so you could let R working and go out for a cup of coffee (typical of Greek people!). Add the following at the end of the above code.

sess <- initSession('myUser', 'myPass') # Set your user account info
ns <- updateStatus('A model waits for you @ home ;)', sess)

Would you really care enough to check whether the fit is done when outside?

tags: averaging - bayesian - code - model - R - twitter