GSoC 2009 Chicago area meeting

Thanks to the effort of the tireless Borja Sotomayor for the local ACM chpater as well as the good folks at Google in Chicago, we had a local kickoff meeting for this year's Google Summer of Code at Google's Chicago office. A few accepted GSoC students, mentors, and a few Google engineers gave short presentations to a bunch of ACM-affiliated students from U of C, Northwestern, DePaul, IIT, UIC, ... I gave my first ever 'lightning talk' --- on R and the GSoC --- and after chatting a bit more rushed home to catch the end of the amazing triple-overtime win of the Bulls over the Celtics. Go Bulls for the improbable game seven in Boston!

Slides from most recent R and HPC tutorial

A little earlier I put the slides from my Introduction to High-Performance Computing with R tutorial at the R / Finance conference last week onto my talks / presentation page. Other tutorials, talks and keynotes are also being posted on the conference program page.

This tutorial was a shorter format of just an hour which did not allow for any parallel computing with R. However, parallel computing with R via MPI, snow, nws, ... is covered in the slides from December's workshop at the BoC.

screen in ubuntu 9.04

As I told in a previous post, I consider the unix tool screen essential for my work. It seems that the just released Ubuntu 9.04  contains a package that make it easier to configure and use. You can find the full story here.

Introducing Influence.ME: Tools for detecting influential data in mixed models

I’m highly excited to announce that influence.ME is now available. Influence.ME is a new software package for R, providing statistical tools for detecting influential data in mixed models. It has been developed by Rense Nieuwenhuis, Ben Pelzer, and Manfred te Grotenhuis. The basic rationale behind identifying influential data is that ...

Google Summer of Code 2009: R / Quantlib

With everything that has been going on of late, I have yet to mention that Khanh Nguyen, a Ph.D. student in Computer Science at U Mass / Boston, will be working with me on RQuantLib as part of the Google Summer of Code program this year.

We had twenty-two applications to review for the R project, including three for the RQuantLib topic I had proposed. Khanh's application was clearly among the best, and I look forward to helping him do cool stuff over the summer. He already posted two short emails on the r-sig-finance and the quantlib-user lists soliciting suggestions and comments. So if you have comments regarding R and QuantLib, please get in touch with him or me!

2009 Chambers award winner announced

We are pleased to announce that the judges of the Chambers Award have selected the winner of the 2009 competition: Yihui Xie, from the Renmin University of China. Yihui received this year's award for his submission "animation," an R package for using graphical and other animations to communicate the results of statistical simulations.

In addition to the US$1000 prize, the winner will have his JSM registration paid by the Computing Section and be reimbursed up to US$1000 for travel and housing at the meeting. As usual, the award will be presented at the Section's business meeting/mixer on Monday evening.

The judges for this year's competition were Torsten Hothorn, Simon Urbanek, and Hadley Wickham. Thanks to the judges for their hard work, dedication, and timeliness in making this year's competition a success.

J.R. Lockwood
The RAND Corporation
Awards Chair, ASA Statistical Computing and Graphics Sections

R/Finance 2009 Overview

The first international R/Finance 2009 conference in Chicago, IL was a huge success! David Smith from REvolution Computing has written a great summary of the entire event. I'll take the lazy route and point you to his blog post. :)

The first international conference dedicated to the use of R in the finance industry, R/Finance 2009, was a great success. With over 150 attendees (my poor estimation skills notwithstanding), sold-out tutorials, and an outstanding lineup of invited and contributing speakers from around the world, this event really demonstrated the importance of R in the world of financial analysis.

Source:
R/Finance 2009 roundup
David Smith
Revolutions, 4/27/2009

Tips from the R-help list : shadow text in a plot and bumps charts

Stumbling across the R-help mailing-list I found, as often happens,  two threads in the spirit of this blog (of course, since they come from the list, the quality is higher): here you can find a function allowing  a shadow outline style for a text in a plot. From here you can follow an interesting thread depicting how to produce bumps charts in R.

Review of ‘Analysis of Integrated and Cointegrated Time Series with R (2nd ed)’ in JSS

A few weeks ago I wrote up a short review of Bernhard Pfaff's nice (but somewhat dry) Analysis of Integrated and Cointegrated Time Series with R (2nd ed) on unit root and cointegration modeling with R. This is now online at the Journal of Statistical Software.

Interesting R Packages

 
CHNOSZ Chemical thermodynamics library and activity diagram software

 

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