Adjusted Momentum

July 31, 2014
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Adjusted Momentum

David Varadi has published two excellent posts / ideas about cooking with momentum: VIX-Adjusted Momentum Error-Adjusted Momentum I just could not resist the urge to share these ideas with you. Following is implementation using the Systematic Investor Toolbox. Please enjoy and share your ideas with David and myself. To view the complete source code for

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yocto benchmarking

July 31, 2014
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yocto benchmarking

Let's start with a picture of a bench, as we're going to do some benchmarking. One of my take home message from useR was that we are going to have...

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A Data Scientist’s and R User’s Guide to the JSM

July 31, 2014
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by Joseph Rickert The Joint Statistical Meetings (JSM) get underway this weekend in Boston and Revolution Analytics is again proud to be a sponsor. More than 6,000 statisticians and...

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Plot with ggplot2, interact, collaborate, and share online

July 31, 2014
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Plot with ggplot2, interact, collaborate, and share online

Editor’s note: This is a guest post by Marianne Corvellec from Plotly. This post is based on an interactive Notebook (click to view) she presented at the R User...

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httr 0.4

July 31, 2014
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httr 0.4

httr 0.4 is now available on CRAN. The httr packages makes it easy to talk to web APIs from R. The most important new features are two new vignettes...

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Eighth Torino R net meeting and free R for data analysis course

July 31, 2014
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Eighth Torino R net meeting and free R for data analysis course

On 17 September 2014 – 14:00 there will be a free R for data analysis course and starting at 16:30 there will be the Eighth Torino R net meeting. Events will take place at Campus Luigi...

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Presentations of the seventh Torino R net meeting are online

July 31, 2014
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Presentations of the seventh Torino R net meeting are online

Presentations of the seventh Torino R net meeting are now available on line, section Downloads. Thank you to all who attended the meeting on Thursday 27th March in Asti and special...

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Simulating species abundance data with coenocliner

July 31, 2014
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Simulating species abundance data with coenocliner

Coenoclines are, according to the Oxford Dictionary of Ecology (Allaby 1998), “gradients of communities (e.g. in a transect from the summit to the base of a hill), reflecting the changing...

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Insert random NAs in a vector in R

July 30, 2014
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Insert random NAs in a vector in R

I was recently writing a function which was going to need to deal with NAs in some kind of semi-intelligent way. I wanted to test it with some fake...

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Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ]

July 30, 2014
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Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ]

Second day at the Indo-French Centre for Applied Mathematics and the workshop. Maybe not the most exciting day in terms of talks (as I missed the first two plenary...

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More Readable Code with Pipes in R

July 30, 2014
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More Readable Code with Pipes in R

Several blog posts have made mention of the 'magrittr' package which allows functional arguments to be passed to functions in a pipes style fashion (David Smith ).This stylistic option...

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Accidental aRt

July 30, 2014
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Accidental aRt

R is a very powerful language for creating custom data visualizations, but during the development process sometimes you make a mistake and things go horribly wrong. But sometime serendipity...

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Refresh Old rCharts+flickr post with httr and pipeR

July 30, 2014
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The R world keeps moving, and I noticed this old post didn’t work anymore, so I have rewritten it to use Hadley Wickham's httr instead of Rflickr for two...

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ideal point graphics, via d3

July 30, 2014
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ideal point graphics, via d3

I’ve updated some of the graphical displays of the ideal point estimates I serve up here. I’ve rendered some of these in d3, with some rollover lah-de-dah: (1) 113th...

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drinkR: Estimate your Blood Alcohol Concentration using R and Shiny.

July 30, 2014
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drinkR: Estimate your Blood Alcohol Concentration using R and Shiny.

Inspired by events that took place at UseR 2014 last month I decided to implement an app that estimates one’s blood alcohol concentration (BAC). Today I present to...

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writing #rstats bindings for bwa-mem, my notebook.

July 30, 2014
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I wanted to learn how to bind a C library to R, so I've created the following bindings for BWA. My code is available on github at :https://github.com/lindenb/rbwaMost of...

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Building Interactive Graphs with ggplot2 and Shiny

July 30, 2014
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Building Interactive Graphs with ggplot2 and Shiny

Some time ago, I was contacted from guys at Packt Publishing. Their just published the Building Interactive Graphs with ggplot2 and Shiny online course and they ask me my (humble) opinion....

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“F-bombs” in GitHub Commits (warning: contains profanity)

July 30, 2014
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“F-bombs” in GitHub Commits (warning: contains profanity)

Warning: this post contains profanity...arguably excessive amounts of it.  If you are a humorless no-fun, you are recommended to proceed no further. Seriously though, the title is quite descriptive...

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Format Markdown Documents in R

July 29, 2014
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Format Markdown Documents in R

Have you ever used a markdown file to create an html file? Have you ever wanted to quickly format the subsequent html file to add some color or...

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Variable Selection in Market Segmentation: Clustering or Biclustering?

July 29, 2014
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Variable Selection in Market Segmentation: Clustering or Biclustering?

Will you have that segmentation with one or two modes?The data matrix for market segmentation comes to us with two modes, the rows are consumers and the columns are...

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Packages vs ProjectTemplate

Packages vs ProjectTemplate tl;dr Imposing a different structure than R packages for distributing R code is a bad idea, especially now that R package tools have gotten to the point where...

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Revisiting package dependencies

July 29, 2014
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Revisiting package dependencies

by Andrie de Vries In my previous post I wrote about how to identify and visualize package dependencies. Within hours, Duncan Murdoch (member of R-core) identified some discrepancies between...

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2 new R jobs (for July 29th 2014)

July 29, 2014
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r_jobs

This is the bimonthly R Jobs post (for 2014-07-29), based on the R-bloggers’ sister website: R-users.com. If you are an employer who is looking to hire people from the R community, please visit this link...

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Fast-track publishing using the new R markdown – a tutorial and a quick look behind the scenes

July 29, 2014
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Fast-track publishing using the new R markdown – a tutorial and a quick look behind the scenes

The new R Markdown (rmarkdown-package) introduced in Rstudio 0.98.978 provides some neat features by combining the awesome knitr-package and the pandoc-system. The system allows for some neat simplifications of...

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Hit and run. Think Bayes!

July 29, 2014
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Hit and run. Think Bayes!

At the R in Insurance conference Arthur Charpentier gave a great keynote talk on Bayesian modelling in R. Bayes' theorem on conditional probabilities is strikingly simple,...

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analyze the fda adverse event reporting system (faers) with r

July 29, 2014
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doctors prescribe medications for patients all the time.  all the time.  sometimes the results are beneficial, other times the drug has no discernible effect, but occasionally those substances actually...

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Creating an analysis as a package and vignette

Creating an analysis as a package and vignette Following from my last post, I am going to go step by step through the process I use to generate an...

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Volatility Histeresis: A First Attempt

July 28, 2014
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Volatility Histeresis: A First Attempt

So the last time that a FRAMA strategy was tried with price crossovers, the problem was that due to counter-trending … Continue reading →

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Chain Operations: An Interesting Feature in dplyr Package

July 28, 2014
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Chain Operations: An Interesting Feature in dplyr Package

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