Monthly Archives: March 2011

New R code for ‘moving’ or ‘running’ correlations

March 4, 2011
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New R code for ‘moving’ or ‘running’ correlations

Someone at the lab asked how to ‘do something like running means, but with correlations’. I couldn’t find any existing code that would make a good example, so I just wrote some myself. It would be nice to do this without looping. If anyone has a clever way to do this, please do let me

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RcppArmadillo 0.2.14 and 0.2.15

March 4, 2011
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A few days ago Conrad Sanderson released version 1.1.6 of his Armadillo templated C++ library for linear algebra. Accordingly, I made a new release 0.2.14 of RcppArmadillo, our Rcpp-based integration into R which included a few local fixes. However, ...

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A Million Random Digits: review of reviews

March 4, 2011
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A Million Random Digits: review of reviews

Recently on his blog (here), Robin mentioned an amazing book, called "A Million Random Digits" published by RAND corporation. The book was initially published in 1955, but RAND published a nice (and expensive) second edition. A great thing is that ...

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Death Spiral Warning Graph

March 4, 2011
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Death Spiral Warning Graph

In the death spiral scenario, rates go up while the currency goes down.  Here is the way to watch that.  I’m not saying that death spiral of US Dollar and interest rates occurs, but without significant action to restore confidence in fiscal...

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Yet another R report generator, and more!

March 4, 2011
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Yet another R report generator, and more!

I recently uploaded some code to R-forge related to an R package I’ve been working on, titled yarr. The work was motivated by a desire to embed R code and output within my HTML blog posts! Months ago, I wrote about a potential solution to this using the brew package. yarr is a new, but

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More on logging the outcome

March 4, 2011
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More on logging the outcome

This one does my head in. I do it fairly regularly, lots of people do, but I find everytime it comes to interpreting the results I have to slow it right down and go step by step. Answer: When you log the outcome, then on the original scale, for all else constant, Y will be

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Video Introduction to R Packages by Rory Winston – Melbourne R Users February 2011

March 3, 2011
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Video Introduction to R Packages by Rory Winston – Melbourne R Users February 2011

On February 17th 2011 Rory Winston gave a talk on creating R packages at the Melbourne R Users Group (see Meetup page). Slides from the talk can be downloaded here. For more information about Rory check out his blog The … Continue reading →

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Testing Multiple Linear Restrictions in R

March 3, 2011
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Testing Multiple Linear Restrictions in R

This video shows a couple of things:1. How to test (multiple) linear restrictions in R.2. How to install a package in R. Here is the code I use in the video (with some extra comments).Here is the data set that I use in the video.

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Converting text files with sed

March 3, 2011
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Sed is my friend to change fixed-width text files (e.g., from an R screen output) to a comma delimited file using sed 's/ */,/g' file1 >file2.csv Note the two spaces between s/ and */.

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Keep an Eye on the emerging Open-Source Analytics Stack

March 3, 2011
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This post is contributed by Revolution Analytics CEO Norman Nie, and cross-posted from the Future of Open Source Forum. A lot of attention has been focused recently on Big Data, and rightly so: Big Data is a Big Deal. (See this LinuxInsider article, Big Data, Big Open Source Tools, for a compehensive overview of Big Data issues.) But what,...

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