Free and Open Software for Applied Statistics. a Comparison and a Case Study in Biometrics
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A Comparative Evaluation of Matlab, Octave, R, and Julia on Maya 1 Introduction
A Comparative Evaluation of Matlab, Octave, R, and Julia on Maya Sai K. Popuri and Matthias K. Gobbert* Department of Mathematics and Statistics, University of Maryland, Baltimore County *Corresponding author: [email protected], www.umbc.edu/~gobbert Technical Report HPCF{2017{3, hpcf.umbc.edu > Publications Abstract Matlab is the most popular commercial package for numerical computations in mathematics, statistics, the sciences, engineering, and other fields. Octave is a freely available software used for numerical computing. R is a popular open source freely available software often used for statistical analysis and computing. Julia is a recent open source freely available high-level programming language with a sophisticated com- piler for high-performance numerical and statistical computing. They are all available to download on the Linux, Windows, and Mac OS X operating systems. We investigate whether the three freely available software are viable alternatives to Matlab for uses in research and teaching. We compare the results on part of the equipment of the cluster maya in the UMBC High Performance Computing Facility. The equipment has 72 nodes, each with two Intel E5-2650v2 Ivy Bridge (2.6 GHz, 20 MB cache) proces- sors with 8 cores per CPU, for a total of 16 cores per node. All nodes have 64 GB of main memory and are connected by a quad-data rate InfiniBand interconnect. The tests focused on usability lead us to conclude that Octave is the most compatible with Matlab, since it uses the same syntax and has the native capability of running m-files. R was hampered by somewhat different syntax or function names and some missing functions. -
Introduction to GNU Octave
Introduction to GNU Octave Hubert Selhofer, revised by Marcel Oliver updated to current Octave version by Thomas L. Scofield 2008/08/16 line 1 1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 8 6 4 2 -8 -6 0 -4 -2 -2 0 -4 2 4 -6 6 8 -8 Contents 1 Basics 2 1.1 What is Octave? ........................... 2 1.2 Help! . 2 1.3 Input conventions . 3 1.4 Variables and standard operations . 3 2 Vector and matrix operations 4 2.1 Vectors . 4 2.2 Matrices . 4 1 2.3 Basic matrix arithmetic . 5 2.4 Element-wise operations . 5 2.5 Indexing and slicing . 6 2.6 Solving linear systems of equations . 7 2.7 Inverses, decompositions, eigenvalues . 7 2.8 Testing for zero elements . 8 3 Control structures 8 3.1 Functions . 8 3.2 Global variables . 9 3.3 Loops . 9 3.4 Branching . 9 3.5 Functions of functions . 10 3.6 Efficiency considerations . 10 3.7 Input and output . 11 4 Graphics 11 4.1 2D graphics . 11 4.2 3D graphics: . 12 4.3 Commands for 2D and 3D graphics . 13 5 Exercises 13 5.1 Linear algebra . 13 5.2 Timing . 14 5.3 Stability functions of BDF-integrators . 14 5.4 3D plot . 15 5.5 Hilbert matrix . 15 5.6 Least square fit of a straight line . 16 5.7 Trapezoidal rule . 16 1 Basics 1.1 What is Octave? Octave is an interactive programming language specifically suited for vectoriz- able numerical calculations. -
A Tutorial on Reliable Numerical Computation
A tutorial on reliable numerical computation Paul Zimmermann Dagstuhl seminar 17481, Schloß Dagstuhl, November 2017 The IEEE 754 standard First version in 1985, first revision in 2008, another revision for 2018. Standard formats: binary32, binary64, binary128, decimal64, decimal128 Standard rounding modes (attributes): roundTowardPositive, roundTowardNegative, roundTowardZero, roundTiesToEven p Correct rounding: required for +; −; ×; ÷; ·, recommended for other mathematical functions (sin; exp; log; :::) 2 Different kinds of arithmetic in various languages fixed precision arbitrary precision real double (C) GNU MPFR (C) numbers RDF (Sage) RealField(p) (Sage) MPFI (C) Boost Interval (C++) RealIntervalField(p) (Sage) real INTLAB (Matlab, Octave) RealBallField(p) (Sage) intervals RIF (Sage) libieeep1788 (C++) RBF (Sage) Octave Interval (Octave) libieeep1788 is developed by Marco Nehmeier GNU Octave Interval is developed by Oliver Heimlich 3 An example from Siegfried Rump Reference: S.M. Rump. Gleitkommaarithmetik auf dem Prüfstand [Wie werden verifiziert(e) numerische Lösungen berechnet?]. Jahresbericht der Deutschen Mathematiker-Vereinigung, 118(3):179–226, 2016. a p(a; b) = 21b2 − 2a2 + 55b4 − 10a2b2 + 2b Evaluate p at a = 77617, b = 33096. 4 Rump’s polynomial in the C language #include <stdio.h> TYPE p (TYPE a, TYPE b) { TYPE a2 = a * a; TYPE b2 = b * b; return 21.0*b2 - 2.0*a2 + 55*b2*b2 - 10*a2*b2 + a/(2.0*b); } int main() { printf ("%.16Le\n", (long double) p (77617.0, 33096.0)); } 5 Rump’s polynomial in the C language: results $ gcc -DTYPE=float rump.c && ./a.out -4.3870930862080000e+12 $ gcc -DTYPE=double rump.c && ./a.out 1.1726039400531787e+00 $ gcc -DTYPE="long double" rump.c && ./a.out 1.1726039400531786e+00 $ gcc -DTYPE=__float128 rump.c && ./a.out -8.2739605994682137e-01 6 The MPFR library A reference implementation of IEEE 754 in (binary) arbitrary precision in the C language. -
Towards a Fully Automated Extraction and Interpretation of Tabular Data Using Machine Learning
UPTEC F 19050 Examensarbete 30 hp August 2019 Towards a fully automated extraction and interpretation of tabular data using machine learning Per Hedbrant Per Hedbrant Master Thesis in Engineering Physics Department of Engineering Sciences Uppsala University Sweden Abstract Towards a fully automated extraction and interpretation of tabular data using machine learning Per Hedbrant Teknisk- naturvetenskaplig fakultet UTH-enheten Motivation A challenge for researchers at CBCS is the ability to efficiently manage the Besöksadress: different data formats that frequently are changed. Significant amount of time is Ångströmlaboratoriet Lägerhyddsvägen 1 spent on manual pre-processing, converting from one format to another. There are Hus 4, Plan 0 currently no solutions that uses pattern recognition to locate and automatically recognise data structures in a spreadsheet. Postadress: Box 536 751 21 Uppsala Problem Definition The desired solution is to build a self-learning Software as-a-Service (SaaS) for Telefon: automated recognition and loading of data stored in arbitrary formats. The aim of 018 – 471 30 03 this study is three-folded: A) Investigate if unsupervised machine learning Telefax: methods can be used to label different types of cells in spreadsheets. B) 018 – 471 30 00 Investigate if a hypothesis-generating algorithm can be used to label different types of cells in spreadsheets. C) Advise on choices of architecture and Hemsida: technologies for the SaaS solution. http://www.teknat.uu.se/student Method A pre-processing framework is built that can read and pre-process any type of spreadsheet into a feature matrix. Different datasets are read and clustered. An investigation on the usefulness of reducing the dimensionality is also done. -
Why SAS Programmers Should Learn Python Too Michael Stackhouse, Covance, Inc
PharmaSUG 2018 - Paper AD-12 Why SAS Programmers Should Learn Python Too Michael Stackhouse, Covance, Inc. ABSTRACT Day to day work can often require simple, yet repetitive tasks. All companies have tedious processes that may involve moving and renaming files, making redundant edits to code, and more. Often, one might also want to find or summarize information scattered amongst many different files as well. While SAS programmers are very familiar with the power of SAS, the power of some lesser known but readily available tools may go unnoticed. The programming language Python has many capabilities that can easily automate and facilitate these tasks. Additionally, many companies have adopted Linux and UNIX as their OS of choice. With a small amount of background, and an understanding of Linux/UNIX command line syntax, powerful tools can be developed to eliminate these tedious activities. Better yet, these tools can be written to “talk back” to the user, making them more user friendly for those averse to venturing from their SAS editor. This paper will explore the benefits of how Python can be adopted into a SAS programming world. INTRODUCTION SAS is a great language, and it does what it’s designed to do very well, but other languages are better catered to different tasks. One language in particular that can serve a number of different purposes is Python. This is for a number of reasons. First off, it’s easy. Python has a very spoken-word style of syntax that is both intuitive to use and easy to learn. This makes it a very attractive language for newcomers, but also an attractive language to someone like a SAS programmer. -
Base SAS® Software Flexible and Extensible Fourth-Generation Programming Language Designed for Data Access, Transformation and Reporting
FACT SHEET Base SAS® Software Flexible and extensible fourth-generation programming language designed for data access, transformation and reporting What does Base SAS® software do? Base SAS is a fourth-generation programming language (4GL) for data access, data transformation, analysis and reporting. It is included with the SAS Platform. Base SAS is designed for foundational data manipulation, information storage and retrieval, descrip- tive statistics and report writing. It also includes a powerful macro facility that reduces programming time and maintenance headaches. Why is Base SAS® software important? Base SAS runs on all major operating systems. It significantly reduces programming and maintenance time, while enabling your IT organization to produce the analyses and reports that decision makers need in the format they prefer. For whom is Base SAS® software designed? Base SAS is used by SAS programming experts and power users who prefer to code to manipulate data, produce and distribute ad hoc queries and reports, and/or interpret the results of descriptive data analysis. Many IT organizations struggle with functionality, including direct access to familiar Python interface using the SAS problems arising from complex and distrib- standardized data sources and advanced pipefitter package, fostering consis- uted data, spending excessive time synchro- statistical analysis. tency of code in the organization. nizing and reformatting data for various • Simplify reporting and delivery to applications. Producing accurate and visually Key Benefits mobile devices. Base SAS provides appealing reports often requires dispropor- maximum reporting flexibility. Easily • Integrate data across environments. tionate programming resources. Addition- create reports in formats such as RTF, Available with the SAS Platform, Base ally, IT often must manage a plethora of PDF, Microsoft PowerPoint, HTML and SAS integrates into any computing software packages that only support a e-books that can be read on many environment infrastructure, unifying specific demand. -
Gretl User's Guide
Gretl User’s Guide Gnu Regression, Econometrics and Time-series Allin Cottrell Department of Economics Wake Forest university Riccardo “Jack” Lucchetti Dipartimento di Economia Università di Ancona November, 2005 Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.1 or any later version published by the Free Software Foundation (see http://www.gnu.org/licenses/fdl.html). Contents 1 Introduction 1 1.1 Features at a glance ......................................... 1 1.2 Acknowledgements ......................................... 1 1.3 Installing the programs ....................................... 2 2 Getting started 4 2.1 Let’s run a regression ........................................ 4 2.2 Estimation output .......................................... 6 2.3 The main window menus ...................................... 7 2.4 The gretl toolbar ........................................... 10 3 Modes of working 12 3.1 Command scripts ........................................... 12 3.2 Saving script objects ......................................... 13 3.3 The gretl console ........................................... 14 3.4 The Session concept ......................................... 14 4 Data files 17 4.1 Native format ............................................. 17 4.2 Other data file formats ....................................... 17 4.3 Binary databases ........................................... 17 4.4 Creating a data file from scratch ................................ -
Clinical Trial Laboratory Data Management Using the SAS ® System
Clinical Trial Laboratory Data Management using the SAS® System Marianne Hack, Covance, Inc., Princeton NJ ABSTRACT In terms of volume, for many clinical trials laboratory process lab data, these standard agreements are data comprises a very large portion of all data collected. adhered to whenever possible on any studies that Add to that the fact that laboratory data is inherently utilize these laboratories. complex, and the management of the data acquisition (electronic and/or data entry), cleaning (synchronization Given that we know what to expect when receiving data of databases), and reporting (unit conversions, files from a particular laboratory data vendor, we can character to numeric conversions, result flagging, etc.) then build standard SAS modules to import and processes can be overwhelming. This paper discusses reformat the vendor data. The end result is that a SAS an approach to building and using an arsenal of data set (see example B) containing data from Vendor specialized SAS program modules in order to A will be very similar to a SAS data set containing data standardize the various processes involved in from Vendor B. These SAS data sets are then ready managing and reporting clinical laboratory data. for the data cleaning stage. DATA CLEANING INTRODUCTION Data review and cleaning of vendor data requires As a CRO (Contract Research Organization), we are additional steps over and above what one might required to be able to work with data from a multitude of ordinarily do to review data-entered laboratory data. sources. Clinical laboratory data is usually integrated Commonly called ‘header cleaning’, this involves into the clinical database via direct data entry or reconciling the patient identifiers from the vendor through importation of electronic data files. -
Introduction to SAS
1 Introduction to SAS How to Get SAS® The University has a license agreement with SAS® for individual use for $35 a year. You can buy and download the software package at: https://software.ucdavis.edu/index.cfm. If you can have the software installed on your laptop and bring it with you to the seminar, we can work through the examples and exercises together. SAS will run in Windows® Vista, 7, 8, and 10, and on UNIX. To run SAS on a Mac® you can run SAS University, which is a limited version that is free and runs virtually on OS X http://www.sas.com/en_us/software/university-edition/download-software.html#os-x or you will need to log in remotely to a Windows or UNIX system or use a desktop virtualization program such as Parallels®. Your department can purchase a license for Parallels® using the link above for a discount. You can get a free 14 day trial of Parallels at: http://trial.parallels.com/?lang=en&terr=us. What is SAS®? SAS is an integrated software system that enables you to perform a variety of tasks. For the purposes of this seminar series, we will be focusing on: 1) Data entry, retrieval, and management 2) Tables and graphics 3) Statistical analysis For this session held on Sept 14 and 21 we will mainly discuss (1) and (2) as a start. The future seminars will discuss (3) in detail in the context of statistical analysis methods covered. SAS stands for Statistical Analysis Software, but now we just use SAS as the registered trademark for the software package. -
IBM SPSS Modeler Premium
IBM Software IBM SPSS Modeler Premium IBM SPSS Modeler Premium Improve model accuracy with unstructured data IBM® SPSS® Modeler Premium helps you achieve superior outcomes Highlights by basing your business decisions on predictive intelligence. Predictive intelligence creates more effective strategies because it allows Solve business problems faster with organizations not only to evaluate trends and benchmarking results, analytical techniques that deliver deeper insight. plans and performance, but also to look into the future by evaluating likely outcomes and understanding how the interplay of factors affects • Easily access, prepare and integrate structured data and text, web and survey those outcomes. data. With SPSS Modeler Premium, you can solve any business problem • Quickly identify and extract sentiments from text in more than 30 languages. faster using powerful, proven analytical techniques that deliver deeper insight into your customers or constituents. However, because the • Extend access to text stored in legacy majority of data is trapped in unstructured or textual form – in systems, such as mainframes, through support for IBM Classic Federation Server comments, files or on the web – modeling with structured data alone and IBM® zDB2® data stores. may provide an incomplete view into your business processes and outcomes. • Easily perform in-database analytics and mining for IBM® Netezza®*. SPSS Modeler Premium enables organizations to tap into the • Broaden visibility into the full customer predictive intelligence held in all forms of data. It goes beyond the view with the ability to export to IBM® Cognos® Business Intelligence directly analysis of structured numerical data and includes information from from the interface. unstructured data, such as web activity, blog content, customer feedback, emails, articles and more to discover relationships between • Add more deployment options through zLinux, SuSE Linux Enterprise Server and concepts and sentiments and create the most accurate predictive models inclusion in IBM Smart Analytics System possible. -
Julia: a Modern Language for Modern ML
Julia: A modern language for modern ML Dr. Viral Shah and Dr. Simon Byrne www.juliacomputing.com What we do: Modernize Technical Computing Today’s technical computing landscape: • Develop new learning algorithms • Run them in parallel on large datasets • Leverage accelerators like GPUs, Xeon Phis • Embed into intelligent products “Business as usual” will simply not do! General Micro-benchmarks: Julia performs almost as fast as C • 10X faster than Python • 100X faster than R & MATLAB Performance benchmark relative to C. A value of 1 means as fast as C. Lower values are better. A real application: Gillespie simulations in systems biology 745x faster than R • Gillespie simulations are used in the field of drug discovery. • Also used for simulations of epidemiological models to study disease propagation • Julia package (Gillespie.jl) is the state of the art in Gillespie simulations • https://github.com/openjournals/joss- papers/blob/master/joss.00042/10.21105.joss.00042.pdf Implementation Time per simulation (ms) R (GillespieSSA) 894.25 R (handcoded) 1087.94 Rcpp (handcoded) 1.31 Julia (Gillespie.jl) 3.99 Julia (Gillespie.jl, passing object) 1.78 Julia (handcoded) 1.2 Those who convert ideas to products fastest will win Computer Quants develop Scientists prepare algorithms The last 25 years for production (Python, R, SAS, DEPLOY (C++, C#, Java) Matlab) Quants and Computer Compress the Scientists DEPLOY innovation cycle collaborate on one platform - JULIA with Julia Julia offers competitive advantages to its users Julia is poised to become one of the Thank you for Julia. Yo u ' v e k i n d l ed leading tools deployed by developers serious excitement. -
SWAT's It All About? SAS Viya for Python Users
Paper 3610-2019 SWAT’s it all about? SAS Viya® for Python Users Carrie Foreman, Amadeus Software Limited ABSTRACT Python® is described within the community as the “second-best language for everything” (CALLAHAN, 2018). The strength of Python as a language stems from its huge range of uses including as a tool for data science. Python is taught on many university courses and as a result there are a vast number of coders with Python skills in the data science industry. Last year at Amadeus we explored the use of SASpy as an initial tool to bridge the gap between Python and SAS 9.4 (FOREMAN, 2018), this year we move on to look at integration with SAS Viya®. In July 2016, SAS® released Python SWAT (Scripting Wrapper for Analytics Transfer), a Python library. It allows connections to CAS (Cloud Analytic Services) and therefore opens up SAS Viya’s functionality to Python users. SWAT allows users who do not have a SAS background to perform their data manipulation and analytics using more familiar Pythonic syntax whilst still harnessing the power of CAS and SAS Viya. In this paper we will demonstrate the use of Python SWAT to first connect to a CAS session, load data from Python into CAS and use CAS action sets to analyze it. We will then make the data available to other applications such as SAS Visual Analytics to demonstrate some of the functionality this gives. INTRODUCTION Python is an integral part of the data science culture and is used within many organizations worldwide. Many universities teach Python as part of technology courses creating a steady stream of Python enabled programmers who then take those skills into industry.