December 2010

Travel grants and prizes for R/Finance 2011

December 28, 2010 | David Smith

If you've been thinking about heading to Chicago in April for the R/Finance conference, here's another reason to go: posting for the committee, Dirk Eddelbuettel announced last week that thanks to a favourable response from sponsors[*], the conference organizers can now offer: a competition for best paper, which given ... [Read more...]

Automatic Simulation Queueing in R

December 28, 2010 | ramhiser

I spend much of my time writing R code for simulations to compare the supervised classification methods that I have developed with similar classifiers from the literature.  A large challenge is to determine which datasets (whether artificial/simulated or real) are interesting comparisons.  Even if we restricted ourselves to multivariate ... [Read more...]

Tools to tidy up R code

December 28, 2010 | Nick Horton

Last week we made an impassioned plea for attention to style in formatting R and SAS code.While it's always better to adopt a consistent style and use it whenever you write code, the reality is that sometimes formatting slips (or you end up repurposing...
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High readings of VIX index during 2 days

December 28, 2010 | Dzidorius Martinaitis

During last two sessions (December 23th and 27th), VIX index posted returns (close to close) above 6 %. My question is – what return can we expect next day after such event? As you can see from the graph above, expected return is positive. During 1995-2010 were 53 such events and mean return was 1.02 % [...]
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Poster at MCMSki III

December 28, 2010 | xi'an

Here is the poster presented at MCMSki III next week by Pierre Jacob about our joint paper on parallelisation: Filed under: R, Statistics, Travel Tagged: Adapski, MCMC, MCMSki, Metropolis-Hastings, Monte Carlo Statistical Methods, parallelisation, pos... [Read more...]

The tightrope of the random walk

December 27, 2010 | Pat

We’re really interested in markets, but we’ll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we go down one. Figure 1: A coin toss path.Figure 1 is the result of one thousand coin flips.  It is ...
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R/Finance 2011 Call for Papers

December 26, 2010 | Joshua Ulrich

The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I've reproduced his email in its entirety below.  Let me know if you plan on attending.Subject: R/Finance 2... [Read more...]

Graphics *and* Statistics: The Facebook Map

December 26, 2010 | martin

There is this beautiful graph created by the facebook intern Paul Butler showing all (?) connections between facebook accounts: Paul’s article is called “Visualizing Friendships“, which I would more call “Visualizing connections between facebook accounts”, but that is probably a different matter. Although this is a beautiful piece of artwork, ... [Read more...]

Autocorrelation Matrix in R

December 25, 2010 | ramhiser

I have been simulating a lot of data lately  with various covariance (correlation) structures, and one that I have been using is the autocorrelation (or autoregressive) structure, where there is a “lag” between variables. The matrix is a v-dimension matrix of the form $$\begin{bmatrix} 1 & \rho & \rho^2 & \dots & \rho^{v-1}\\ \... [Read more...]

Rcpp 0.9.0 announcement

December 25, 2010 | Thinking inside the box

The text below went out as a post to the r-packages list a few days ago, but I thought it would make sense to post it on the blog too. So with a little html markup... Summary Version 0.9.0 of the Rcpp package is now on CRAN and its mirrors. Thi... [Read more...]

one-dimensional integrals

December 25, 2010 | R on Guangchuang Yu

The foundamental idea of numerical integration is to estimate the area of the region in the xy-plane bounded by the graph of function f(x). The integral was esimated by divide x to small intervals, then add all the small approximations to give a total approximation. Read More: 468 Words Totally [Read more...]

Chromosome bias in R, my notebook

December 23, 2010 | Jeremy Leipzig

My goal is to develop a means of detecting chromosome bias from a human BAM file.Because I've been working with proprietary and novel plant genomes for the last three years, I haven't had the chance to use any of the awesome UCSC-based annotational features that have been introduced and ... [Read more...]

Did you feel that?

December 23, 2010 | David Smith

There was a small earthquake in northern England on Tuesday. Barry Rowlingson felt the quake (it rattled the photographs on his wall), but didn't know how big of a quake it was because he didn't know how close he was to the epicentre. The British Geological Survey hadn't yet announced ... [Read more...]

Citizen Data Journalism: Mexico Homicides

December 23, 2010 | David Smith

I've recently praised some mainstream media outlets like the New York Times and New Scientist for leading the charge on data journalism. But you don't need to be a large organization to find news in data. With open data sources, and open-source data analysis tools, individuals can make newsworthy discoveries. ... [Read more...]

R function to convert degrees to radians

December 23, 2010 | fabiomarroni

I would have never imagined that I would have to go back to high school concepts and do strange trigonometric calculations. However, it happened to me that I needed to convert GPS coordinates of a large data set to radians. It’s a trivial task, if you know how to ... [Read more...]

Project Euler — Problem 187

December 23, 2010 | R on Guangchuang Yu

http://projecteuler.net/index.php?section=problems&id=187 A composite is a number containing at least two prime factors. For example, 15 = 3 × 5; 9 = 3 × 3; 12 = 2 × 2 × 3. There are ten composites below thirty containing precisely two, not necessarily distinct, prime factors: 4, 6, 9, 10, 14, 15, 21, 22, 25, 26. Read More: 671 Words Totally [Read more...]
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