Monthly Archives: April 2010

R package Blotter

April 6, 2010
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R package Blotter

How many times have you been disappointed by nice trading system, because neither trading cost or slippage or bid/ask spread were included into back-test results? Did you find difficult to back-test a portfolio in R or many portfolios with different stocks? Blotter package is supposed to solve these problems. In really – it is complicated. I

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ProbABEL – R package for GWAS data imputation

April 6, 2010
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I've been using GenABEL for some time now for GWAS analysis using related individuals. It has an excellent set of functions for estimating a kinship matrix from a dense marker panel and then using this in a linear mixed effects model to allow for relat...

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New R User Group in Chicago

April 6, 2010
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While there's been an informal coterie of R users in the Chicago area for some time (notably the fine folks behind the successful R/Finance conferences) there hasn't been a formal R User Group. Until now, that is. JD Long has taken the plunge and announced the new Chicago R User Group on meetup.com. If you're in the Chicagoland area,...

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Rules of Thumb to Meet R Gurus in the Help List

April 5, 2010
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Here is my personal list of rules of thumb for people who want to meet some R gurus (quickly) in the R help mailing list ([email protected]): If you want to meet Dr Bill Venables, just say something about Type III Sum of Squares (better if you also mention the “unbeatable” SAS); If you want to

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R Tools for Dynamical Systems ~ R pplane to draw phase planes

April 5, 2010
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R Tools for Dynamical Systems ~ R pplane to draw phase planes

MATLAB has a nice program called pplane that draws phase planes of differential equations models. pplane on MATLAB is an elaborate program with an interactive GUI where you can just type the model to draw the phase planes. The rest you fidget by clicking (to grab the initial conditions) and it draws the dynamics automatically.

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R on the iPhone

April 5, 2010
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R Twitterer ech0chrome reports that (s)he has successfully installed R on an iPhone. I haven't tried it myself, since it requires jailbreaking the iPhone, but full instructions have been posted to the R Wiki. It seems that once you have Debian installed on the iPhone, it's simply a matter of installing the required Debian packages. Seems like a neat...

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Example 7.31: Contour plot of BMI by weight and height

April 5, 2010
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Example 7.31: Contour plot of BMI by weight and height

A contour plot is a simple way to plot a surface in two dimensions. Lines with a constant Z value are plotted on the X-Y plane.Typical uses include weather maps displaying "isobars" (lines of constant pressure), and maps displaying lines of constant e...

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Le Monde rank test (cont’d)

April 5, 2010
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Le Monde rank test (cont’d)

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) that the ranks are reordered for

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UCLA and LA RUG talks on R and C++ integration

April 4, 2010
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We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing ...

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UCLA and LA RUG talks on R and C++ integration

April 4, 2010
By

We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing th...

Read more »