Monthly Archives: January 2009

Customizing R: startup script

Customizing R: startup script

While R is certainly a great tool, some functions seem to be missing. Take for instance the standard error, for some reason there is no standard function included, while you would expect se(x) to work. Therefore I usually include a couple of functions,...

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Maximum likelihood estimation in R

Maximum likelihood estimation can be implemented like Quasi-maximum likelihood in Matlab, You can also write an R function which computes out the likelihood function. As always in R, this can be done in several different ways.One issue is that of rest...

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R vs. SAS

January 17, 2009
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R vs. SAS

Everything started with the article in the NYT talking about R – and of course – did mention SAS. Andrew Gelman picked up the article and posted his take on the matter. Maybe it are sentences like Andrew’s “And it’s good to hear that SAS is in trouble” and Anne H. Milley, director of technology product marketing

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IBrokers Featured on Quantitative Trading

January 17, 2009
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IBrokers Featured on Quantitative Trading

Jeff Ryan's IBrokers package was mentioned on Ernie Chan's blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest.Source:Ernie ChanFriday, January 16, 2009Quantitative Trading: Algorithmic ...

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Versions of Sweave.sh

January 16, 2009
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Versions of Sweave.sh

There are now many places where one can find "my" Sweave.sh shell script for running Sweave and post processing with LaTeX directly from the command line. I published first version of Sweave.sh here (web page of the department). Later I moved my pages ...

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Use of include and input in Sweave documents

January 16, 2009
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Use of include and input in Sweave documents

When you write a large structured document using LaTeX, it is wise to use \input{} and/or \include{} commands (see here for a nice description). However, you can not "fully" use these two commands with Sweave documents. You can use them, but when you w...

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Creating R Packages: A Tutorial

January 16, 2009
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Creating R Packages: A Tutorial

See here.

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littler 0.1.2

January 14, 2009
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Version 0.1.2 of r (pronounced littler) was just rolled up. This version adds two new command-line switches: -t selects per-session temporary directories in the same way as R does (with thanks to Paul Gilbert for the suggestion), and -q skips autoloading of default libraries at startup for another small yet noticeable gain in startup speed (with thanks to Simon Urbanek). As usual, our code in...

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Analyzing Nike+ using R

Analyzing Nike+ using R

A couple of weeks ago, I finally took up running seriously. To keep myself motivated -- especially on dark winter nights -- I bought the Nike+ iPod sports kit. The sports kit was developed by a partnership of Nike and Apple, and consists of a tiny acce...

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Error Bars in R (& other R stuff)

January 14, 2009
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Error Bars in R (& other R stuff)

I came across a useful post showing how to generate error bars on plots in R Note that for bar plots with error bars, you can use the function barplot2 which is associated with the gplots package (click [ here … Continue reading →

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