Monthly Archives: January 2011

OpenData + R + Google = Easy Maps

January 11, 2011
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OpenData + R + Google = Easy Maps

The release of the R package “googleVis” has made the production of interactive maps through Google’s Chart Tools a simple task. Ignoring the some basic data manipulation the below map...

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Reasons for Transitioning to Vim: Bringing LaTeX, R, Sweave and More under One Roof

January 10, 2011
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This post describes the reasons for my transition to Vim. Brief Background Over the years I've used a lot of different text editors on Windows. In general, I've used whatever text editor came with a program. When I started using R, I moved from Rgui t...

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Reasons for Transitioning to Vim: Bringing LaTeX, R, Sweave and More under One Roof

January 10, 2011
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Reasons for Transitioning to Vim: Bringing LaTeX, R, Sweave and More under One Roof

This post describes the reasons for my transition to Vim.Brief BackgroundOver the years I've used a lot of different text editors on Windows.In general, I've used whatever text editor came with a program.When I started using R, I moved from Rgui throug...

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Six places left for the forecasting workshop

January 10, 2011
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There are six places left for the forecasting workshop I am giving in Switzerland in June. If you were thinking of going, book in fast!

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Le Monde puzzle [1]

January 10, 2011
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Le Monde puzzle [1]

Following the presentation of the first Le Monde puzzle of the year, I tried a simulated annealing solution on an early morning in my hotel room. Here is the R code, which is unfortunately too rudimentary and too slow to be able to tackle n=1000. #minimise \sum_{i=1}^I x_i #for 1\le x_i\le 2n+1, 1\e i\le I

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Run R in parallel on a Hadoop cluster with AWS in 15 minutes

January 10, 2011
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If you're looking to apply massively parallel resources to an R problem, one of the most time-consuming aspects of the problem might not be the computations themselves, but the task of setting up the cluster in the first place. You can use Amazon Web Services to set up the cluster in the cloud, but even that take some time,...

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Revolution R with Eclipse Helios

January 10, 2011
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One of the reasons that I don’t often take advantage of the cool features in Revolution R is that I absolutely can’t stand their Visual Studio interface. Previously, if I wanted to run something in RevoR, I fired up the … Continue reading →

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Seasonal pair trading

January 10, 2011
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Seasonal pair trading

quanttrader.info is a good quantitative repository, where I found an idea about seasonal spreads play. The idea of seasonal pair trading differs from pairs trading in a way, that it doesn’t try to find deviation from the spread’s mean, but it looks at seasonal spread patterns. In some cases it is easier to find an

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Example 8.20: Referencing lists of variables, part 2

January 10, 2011
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Example 8.20: Referencing lists of variables, part 2

In Example 8.19, we discussed how to refer to a group of variables with sequential names, such as varname1, varname2, varname3. This is trivial in SAS and can be done in R as we showed.It's also sometimes useful to refer to all variables which begin w...

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Abusing Amazon’s Elastic MapReduce Hadoop service… easily, from R

January 10, 2011
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Abusing Amazon’s Elastic MapReduce Hadoop service… easily, from R

JD Long's experimental segue package makes it easy to use Amazon's Elastic MapReduce service to fire up a Hadoop cluster and use it for non-Big Data, computationally-intensive tasks. The package provides a cluster-aware version of lapply() which "just works".

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