Monthly Archives: March 2010

Stata Fail

March 10, 2010
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Stata Fail

From a recent mailing from Stata (highlighting by me): Funnily enough, there is a Daniel Rubin, a bio-informatics person here at Stanford.

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In a nls star things might be different than the lm planet…

March 10, 2010
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The nls() function has a well documented (and discussed) different behavior compared to the lm()’s. Specifically you can’t just put an indexed column from a data frame as an input or output of the model. > nls(data ~ c + expFct(data,beta), data = time.data, + start = start.list) Error in parse(text = x) : unexpected

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Clustering the world’s diets

March 10, 2010
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Clustering the world’s diets

Cluster Analysis is a useful technique for classifying the members of a group (people, events, measurements, etc) into "similar" groups. How "similar" is defined depends on the application, but generally involves looking at a number of attributes of the group. For example, we could cluster people by looking at their skin color, hair type, facial features, perhaps even genetic...

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In case you missed it: February roundup

March 10, 2010
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In case you missed them, here are some articles from last month of particular interest to R users. We announced the availability on YouTube of "What is R", a 4-part video based on a recent webcast I hosted. We announced a webinar I hosted on REvolution's debugger for R (a recorded replay is now available). We linked Salvio Rodrigues...

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Strategy: what if SPY & VIX are up?

March 10, 2010
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Strategy: what if SPY & VIX are up?

Recently, I was busy testing the following strategy: If SPY and VIX daily returns are positive, then short SPY at close and keep it for one day. The strategy is dump simple and it has very good feature – short side. There are not so many successful short side strategies. For testing purpose I used daily Yahoo

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Using Regular Expressions in R: Case Study in Cleaning a BibTeX Database

March 9, 2010
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Using Regular Expressions in R: Case Study in Cleaning a BibTeX Database

I recently had to clean up a BibTeX database containing around 1,000 references. One of the clean up tasks was to ensure that page numbers were separated with en-dashes as opposed to hyphens. This post sets out how I used regular expressions in R to co...

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Rcpp 0.7.8

March 9, 2010
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Version 0.7.8 of the Rcpp R / C++ interface classes is now on CRAN and in Debian. As of right now. Debian has already built packages for eight more architectures; and CRAN has built the Windows binary. Oh, and cran2deb had Debian packages for 'testing'...

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Rcpp 0.7.8

March 9, 2010
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Version 0.7.8 of the Rcpp R / C++ interface classes is now on CRAN and in Debian. As of right now. Debian has already built packages for eight more architectures; and CRAN has built the Windows binary. Oh, and cran2deb had Debian packages for 'testin...

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principal components and image reconstruction

March 9, 2010
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principal components and image reconstruction

Jeff Lewis at UCLA told me he teaches principal components with an image reconstruction example. This got me inspired to try it myself. A snapshot appears below, showing how the image quality improves quickly with a relatively small number of principal components. A full, Sweaved write up is here, making use of the biOps package

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Learning R by video

March 9, 2010
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Learning R by video

For those people who prefer to be shown how to do something rather than read the instructions, there are some videos on using R available online. Here are the ones I know about. Please add links to other similar resources in the comments. R videos Learn R Toolkit What is R? from Revolution Analytics R

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