Monthly Archives: November 2008

Call C from R and R from C

November 17, 2008
By

Several years ago, while a research associate at the University of Chicago, I had the privilege of sitting in on a course taught by Peter Rossi: Bayesian Applications in Marketing and MicroEconometrics. This course -- one I recommend to anyone at U Chicago who is interested in statistics -- was an incredibly clear treatment of Bayesian...

Read more »

Call C from R and R from C

November 17, 2008
By

Several years ago, while a research associate at the University of Chicago, I had the privilege of sitting in on a course taught by Peter Rossi: Bayesian Applications in Marketing and MicroEconometrics. This course -- one I recommend to anyone at U Chicago who is interested in statistics -- was an incredibly clear treatment of Bayesian...

Read more »

Multivariate dependence with copulas

November 17, 2008
By

Classes (S4) of commonly used copulas including elliptical (normal and t), Archimedean (Clayton, Gumbel, Frank, and Ali-Mikhail-Haq), extreme value (Husler-Reiss and Galambos), and other families (Plackett and Farlie-Gumbel-Morgenstern). Methods for d...

Read more »

Sweave Engine for TeXShop

November 17, 2008
By
Sweave Engine for TeXShop

Sweave is an awesome utility for including the output of R code in a LaTeX document which I have started using regularly. TeXShop is my favorite editor/viewer for LaTeX under Mac OS X for many reasons. One of which is the speed of the edit -> compile -> view process which it enables. Therefore, I

Read more »

Using the booktabs package with Sweave and xtable

November 16, 2008
By
Using the booktabs package with Sweave and xtable

The xtable package in R can output R data as latex tables. Used in conjunction with Sweave it is possible to automatically generate tables in a report. Needless to say this provides a really appealing possibility of never typing data into a table again. The only problem is that I think the default latex tables

Read more »

R function to reverse and complement a DNA sequence

November 13, 2008
By
R function to reverse and complement a DNA sequence

Warning!! This post is intended for documentation only. I would like to remind everyone (me in first place!) that the comp() function of the (seqinr) package can complement a DNA sequence, and rev() function of Rbase can reverse a character vector. Using a combination of the two you can reverse, complement, and reverse complement sequences

Read more »

Modeling Financial Time Series with S-PLUS

November 12, 2008
By

Although S-plus is the most terrible language I have ever used in terms of debugging (I have to say that, no offense to S-plus fans, as my colleagues said, it is hard to understand it is still existed in 21 centuary), I found the S-plus scripts accomp...

Read more »

Saving a Workspace

November 11, 2008
By

R will can save the users workspace at the end of a session so that he can take it up again where he left off. I personally don't like doing this but there are times when one would want to save their work, especially after complex and time consuming co...

Read more »

Quantitative Risk Management R package

I shared an Econometric tools for performance and risk analysis package in R, today I introduce another Quantitative Risk Management R package, which is accompanying the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J....

Read more »