Monthly Archives: April 2010

Maximum Probability of Profit

April 9, 2010
By
Maximum Probability of Profit

To continue with the LSPM examples, this post shows how to optimize a Leverage Space Portfolio for the maximum probability of profit. The data and example are again taken from The Leverage Space Trading Model by Ralph Vince. These optimizaitons take ...

Read more »

GLMM using DPpackage

April 9, 2010
By
GLMM using DPpackage

I was able to fit a semi-parametric Bayesian GLMM model using DPpackage. It took me many hours to sample from the posterior distribution (DPM prior):MCMC scan 1000 of 5000 (CPU time: 18950.080 s)MCMC scan 2000 of 5000 (CPU time: 22510.100 s)M...

Read more »

Gravity Game in R

April 8, 2010
By
Gravity Game in R

So why should R only be used for ’serious’ stuff? No longer! I’ve written the following code in R which executes a little gravitational physics game. The goal of the game is simple. You supply a velocity and direction to a spaceship with the goal of getting the ship to the

Read more »

R: heatmaps with gplots

April 8, 2010
By
R: heatmaps with gplots

I use heatmaps quite a lot for visualizing data, microarrays of course but also DNA motif enrichment, base composition and other things. I particular like the heatmap.2 function of the gplots package. It has a couple of defaults that are a little ugly ...

Read more »

R: heatmaps with gplots

April 8, 2010
By
R: heatmaps with gplots

I use heatmaps quite a lot for visualizing data, microarrays of course but also DNA motif enrichment, base composition and other things. I particular like the heatmap.2 function of the gplots package. It has a couple of defaults that are a little ugly ...

Read more »

New R User Group in Dallas

April 8, 2010
By

Wow, it's a big week for new R User Groups. Larry D'Agostino has started up a new R user group based in Dallas, Texas (USA). It's just getting started, and Larry posted the following request on the r-help mailing list: I would like to know if there is anyone like me interested in an R User Group in Dallas,...

Read more »

R: another nifty graph

April 8, 2010
By
R: another nifty graph

Make sure to click on the image to see the large version. Code for this graph: moxbuller = function(n) { u = runif(n) v = runif(n) x = cos(2*pi*u)*sqrt(-2*log(v)) y = sin(2*pi*v)*sqrt(-2*log(u)) r = list(x=x, y=y) return(r) } r = moxbuller(50000) par(bg="black") par(mar=c(0,0,0,0)) plot(r$x,r$y, pch=".", col="blue", cex=1.2)

Read more »

Video of UCLA / LA RUG talk on R and C++ integration

April 7, 2010
By

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and R...

Read more »

Video of UCLA / LA RUG talk on R and C++ integration

April 7, 2010
By

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and RIn...

Read more »

Video of UCLA / LA RUG talk on R and C++ integration

April 7, 2010
By

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and R...

Read more »