Errors on percentage errors

April 16, 2014
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Errors on percentage errors

The MAPE (mean absolute percentage error) is a popular measure for forecast accuracy and is defined as     where denotes an observation and denotes its forecast, and the mean is taken over . Armstrong (1985, p.348) was the first (to my knowledge) to point out the asymmetry of the MAPE saying that “it has a bias favoring estimates...

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Checking (G)LM model assumptions in R

April 16, 2014
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Checking (G)LM model assumptions in R

(Generalized) Linear models make some strong assumptions concerning the data structure: Independance of each data points Correct distribution of the residuals Correct specification of the variance structure Linear relationship...

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Accessing Open Data Portal (India) using APIs

April 15, 2014
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As I mentioned in my previous blog post, Government of India have started an Open Data Portal for making various data public. Most of the data-sets on the portal...

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Visualizing Age-Length Keys — More

April 15, 2014
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Visualizing Age-Length Keys — More

I recently posted on the addition of ageKeyPlot() to the FSA package for visualizing age-length keys. Since that post, I have added one more type of plot as illustrated...

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Wealth and Skill | A Talk to Students

April 15, 2014
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I enjoyed talking to University of Alabama students this morning about wealth, skill, and luck.  I tried to synthesize a whole lot of research into something meaningful.  Of course,...

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Quantitative Finance Applications in R – 5: an Introduction to Monte Carlo Simulation

April 15, 2014
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Quantitative Finance Applications in R – 5: an Introduction to Monte Carlo Simulation

by Daniel Hanson Last time, we looked at the four-parameter Generalized Lambda Distribution, as a method of incorporating skew and kurtosis into an estimated distribution of market returns, and...

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googleVis 0.5.1 released on CRAN

April 15, 2014
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googleVis 0.5.1 released on CRAN

GoogleVis 0.5.1 was released on CRAN yesterday. New Features New functions gvisSankey, gvisAnnotationChart, gvisHistogram,gvisCalendar and gvisTimeline to support the new Google charts of the same names (without 'gvis'). New...

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Use of freqparcoord for Regression Diagnostics

April 14, 2014
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Use of freqparcoord for Regression Diagnostics

This is the third in my series of three posts on my package freqparcoord with Yingkang Xie. (My next post after this will show how to use R to...

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Video: Mining Tweets with R

April 14, 2014
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This post shares the video from the talk presented in 2014 by Eu Jin Lok on mining tweets with R presented at Melbourne R Users. Twitter is currently ranked...

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BH release 1.54.0-2

April 14, 2014
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Yesterday's release of RcppBDT 0.2.3 lead to an odd build error. If one used at the same time a 32-bit OS, a compiler as recent as g++ 4.7 and the Boost...

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Interfacing R with Web technologies

April 14, 2014
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A new Task View on CRAN will be of anyone who needs to connect R with Web-based applications. The Web Technologies and Services Task View lists R functions and...

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Transitioning to Stan

April 14, 2014
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Kevin Cartier writes: I’ve been happily using R for a number of years now and recently came across Stan. Looks big and powerful, so I’d like to pick an...

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Modeling "This Time is Different" in R

April 14, 2014
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Modeling "This Time is Different" in R

Check out PDF for...

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Example 2014.4: Hilbert Matrix

April 14, 2014
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Example 2014.4: Hilbert Matrix

Rick Wicklin showed how to make a Hilbert matrix in SAS/IML. Rick has a nice discussion of these matrices and why they might be interesting; the value of...

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Modeling "This Time is Different"

April 14, 2014
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Modeling "This Time is Different"

Check out PDF for Equations And Code to run yourselfIntroduction: “This Time is different” by Reinhart and Rogoff is an empirical history of financial crises and panics....

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Public Universities Should Use Open Source Software

April 14, 2014
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Public Universities Should Use Open Source Software

(This article was first published on Econometrics by Simulation, and kindly contributed to R-bloggers) The Homeless Econometrician: Black Box SoftwareChoosing to go open source is a big deal.  It...

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The ins and outs of interacting with web APIs

April 14, 2014
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We've received a number of questions from our users about dealing with the finer details of data sources on the web. Whether you're reading data from local storage such...

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Regular expressions in R vs RStudio

April 14, 2014
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Regular expressions in R vs RStudio

The 'regex' family of languages and commands is used for manipulating text strings. More specifically, regular expressions are typically used for finding specific patterns of characters and replacing them with others....

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RcppBDT 0.2.3

April 13, 2014
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A new release of the RcppBDT package is now on CRAN.Several new modules were added; the package can now work on dates, date durations, "ptime" (aka posix time), and...

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Exploring US healthcare data

April 13, 2014
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A few days ago, the Centers for Medicare and Medicaid Services (CMS) released some unprecedented data on the US healthcare system. The data consists of 9 million rows...

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Survey: Computing Your Own Post-Stratification Weights in R

April 13, 2014
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Social Science Goes R: Weighted Survey Data Survey Data: Computing Your Own Weights...

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Finally, an easy way to fix the horizontal lines in ggplot2 maps

April 13, 2014
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ggplot2 tries to make it super easy to add country or state borders to your map, and for the most part it works great as long as you include...

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Open Science Through R

April 13, 2014
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There's so much being written about R these days, and justifiably so. If you use R for your econometrics, you should also keep in mind that its applicability...

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ChIPseeker for ChIP peak annotation

April 13, 2014
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ChIPpeakAnno WAS the only one R package for ChIP peak annotation. I used it for annotating peak in my recent study.I found it does not consider the strand...

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Earthquakes: Land / Ocean Distribution

April 13, 2014
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Earthquakes: Land / Ocean Distribution

The next stage in my earthquake analysis project is to partition the events into groups with epicentre over land or water. Since our existing catalog contains the latitude and...

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Following open courseware

April 13, 2014
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I love massive open online courses such as provided on Coursera and edX. So I enrolled in the Data Analysis for Genomics course on edX. I am not alone...

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GeoCoding, R, and The Rolling Stones – Part 1

April 12, 2014
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GeoCoding, R, and The Rolling Stones – Part 1

Originally posted on Rolling Your Rs:In this article I discuss a general approach for Geocoding a location from within R, processing XML reports, and using R packages to...

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WrightMap 1.1 Ancillary Antelope Released

April 12, 2014
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WrightMap 1.1 Ancillary Antelope Released

The new version of WrightMap (Ancillary Antelope) is now available on CRAN.Remember that you can visit the package tutorials on our website.This new version...

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Visualizing Age-Length Keys

April 12, 2014
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Visualizing Age-Length Keys

Lately, I have been interested in methods related to age-length keys. One aspect of this interest has been in visualizing age-length keys. I had seen various visualizations in publications...

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