Monthly Archives: September 2010

What is wrong with this graph?

September 28, 2010
By
What is wrong with this graph?

This is a graph from our surveys with the University of Munich in B&H about ten years ago.(Click on it to see a large version.) In previous presentations (but not in peer-reviewed journals) I have talked about the peak on the subscale ...

Read more »

Some hints for the R Beginner: Avoiding "blank screen syndrome"

September 27, 2010
By

For new users, starting R for the first time can be a little daunting. Luckily, Patrick Burns of Burns Statistics has put together a handy tutorial to help the first-time R user get beyond "blank screen syndrome": So you have successfully started R on your machine. Here's where the trouble sometimes starts -- there's a big, huge prompt daring...

Read more »

Galton & simulation

September 27, 2010
By
Galton & simulation

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

Read more »

Mean reverting strategies and volatility

September 27, 2010
By
Mean reverting strategies and volatility

Mean reverting strategies are beating on mean reversion of the prices. There are various flavors of mean reverting strategies, but as a proxy I chose RSI(2). You can find many entries on blogosphere about this strategy, but nowadays its popularity dried up. What made me wondering is that there was an idea about correlation between return

Read more »

How to send an HTTP PUT request from R

September 27, 2010
By
How to send an HTTP PUT request from R

I wanted to get R talking to CouchDB. CouchDB is a NoSQL database that stores JSON documents and exposes a ReSTful API over HTTP. So, I needed to issue the basic HTTP requests: GET, POST, PUT, and DELETE from within R. Specifically, to get started, I wanted to add documents to the...

Read more »

How to send an HTTP PUT request from R

September 27, 2010
By
How to send an HTTP PUT request from R

I wanted to get R talking to CouchDB. CouchDB is a NoSQL database that stores JSON documents and exposes a ReSTful API over HTTP. So, I needed to issue the basic HTTP requests: GET, POST, PUT, and DELETE from within R. Specifically, to get started, I...

Read more »

Riemann, Langevin & Hamilton [reply]

September 27, 2010
By
Riemann, Langevin & Hamilton [reply]

Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope we will again produce a

Read more »

Mumbai 2010: R Course for Finance

September 27, 2010
By

(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

Read more »

Maps with ggplot2

September 27, 2010
By
Maps with ggplot2

The ggplot2 package offers powerful tools to plot data in R. The plots are designed to comply with the “grammar of graphics” philosophy and can be produced to a publishable level relatively easily. For users wishing to create a good map without too much thought I would recommend this worksheet. For those without their own

Read more »

RcppArmadillo 0.2.7

September 26, 2010
By

Version 0.2.7 of RcppArmadillo is now on CRAN. This updates the included Armadillo template library to version 0.9.80 which Conrad released a few days ago. RcppArmadillo makes it easy to write highly efficient and highly readable C++ code for linear al...

Read more »