Monthly Archives: April 2011

Parallelizing and cross-validating feature selection in R

April 29, 2011
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Parallelizing and cross-validating feature selection in R

This is an example piece of code for the Overfitting competition at kaggle.com. This method has an AUC score of ~.91, which is currently good enough for about 38th place on the leaderboard. If you read the completion forums closely, you will find code...

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Gartner: Revolution Analytics a "Cool Vendor" for BI

April 29, 2011
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Leading analyst firm Gartner has just published its "Cool Vendors in Analytics and Business Intelligence" report for 2011 (download it here if you have a Gartner subscription). In the report, Revolution Analytics is named a Gartner Cool Vendor, and recognizes the company as "innovative, impactful and intriguing": Driven in part by the rise of big data, business intelligence (BI)...

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RStudio is good for you

April 29, 2011
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RStudio is good for you

I was recently introduced to RStudio, a new integrated development environment for R, it is just amazing! It is free, and open, compatible with PC/Mac/Linux OSs. You can also choose to run it in the cloud, and access it from your favorite web browser. As you can see, the window divides into four in a

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Example 8.36: Quadratic equation with real roots

April 29, 2011
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Example 8.36: Quadratic equation with real roots

We often simulate data in SAS or R to confirm analytical results. For example, consider the following problem from the excellent text by Rice:Let U1, U2, and U3 be independent random variables uniform on . What is the probability that the roots...

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Slides from Rcpp workshop / master class yesterday

April 29, 2011
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Romain and I just posted our slides from yesterday's Rcpp workshop and class (preceding the now-ongoing R/Finance conference). You can access the slides via my presentation page, or directly from here as Part 1 (Introduction), Part 2 (Details), Part ...

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Forming Formulas

April 29, 2011
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Forming Formulas

One of the first functions a new R user learns how to use is the lm() command, which involves stating the model formula.lm(y~x1+x2, data=mydata)After a while, this just becomes a natural way to say "I want a regression of y on x1 and x2 using mydata." ...

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Forming Formulas

April 29, 2011
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Forming Formulas

One of the first functions a new R user learns how to use is the lm() command, which involves stating the model formula.lm(y~x1+x2, data=mydata)After a while, this just becomes a natural way to say "I want a regression of y on x1 and x2 using mydata." ...

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RStudio

April 29, 2011
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As has been discussed on various blogs the RStudio interface to R has been released. It is definitely worth checking out as it has the potential to improve the user experience for R.

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ggplot2 – First impressions

April 29, 2011
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I was reading various R blogs and saw very nice looking plots created with ggplot2 package. Especially this blog was useful because of link to a very interesting book about ggplot2. I want to display and update the latest co-integrated pairs every day ...

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Easy way to get yield curve : what you need is only "FRBData" package !

April 28, 2011
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Easy way to get yield curve : what you need is only "FRBData" package !

I made FRBData package and registerd it on CRAN.This package allow you to download financial data from FRB's website.This website provide many economical data such as consumer credit, money stock.This article show you how to use this package.(But, it has only a function about interest rate now. I will create other functions to download other macro-economical data in next version.)First,...

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