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 
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...
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...
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...
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...
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...
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...
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...
![Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ]](http://xianblog.files.wordpress.com/2014/07/mathdept.jpg?w=450&h=337)
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...
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...
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...
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...
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...
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...
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...
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....
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...
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...
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...
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...
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...
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...
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...
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,...
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...
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...
So the last time that a FRAMA strategy was tried with price crossovers, the problem was that due to counter-trending … Continue reading →
Data caching is not new. It is often necessary to save intermediate data files when the process of loading and/or manipulating data takes a considerable amount of time. This...
Plotly: collaborative, publication-quality graphing.
