Monthly Archives: April 2011

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

April 28, 2011
By
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,...

Read more »

Processing nested lists

April 28, 2011
By
Processing nested lists

So perhaps you have all figured this out already, but I was excited to figure out how to finally neatly get all the data frames, lists, vectors, etc. out of a nested list. It is as easy as nesting calls to the apply family of functions, in the case bel...

Read more »

Slightly Different Use of Ralph Vince’s Leverage Space Trading Model

April 28, 2011
By
Slightly Different Use of Ralph Vince’s Leverage Space Trading Model

In honor of the press release Dow Jones Indexes To Develop, Co-Brand Index Family With LSP Partners two days ago, I thought I would show another slightly different use of Ralph Vince’s The Leverage Space Trading Model. Using the R LSPM package, we c...

Read more »

Fit Sigmoid Curve with Confidence Intervals

April 28, 2011
By
Fit Sigmoid Curve with Confidence Intervals

Sigmoid curve fitting for transpiration measurements from porometer at different water potentials (pressure):Read more »

Read more »

Google Summer of Code Student Project Wins Statistical Software Award

April 28, 2011
By

We are happy to report that one of the Google Summer of Code students from last year, Ian Fellows, has been awarded the John M. Chambers Statistical Software Award for his work with the R Project. This award will be presented at the annual Joint Statistical Meeting in August.Ian’s project involved extending...

Read more »

Google Summer of Code Student Project Wins Statistical Software Award

April 28, 2011
By

We are happy to report that one of the Google Summer of Code students from last year, Ian Fellows, has been awarded the John M. Chambers Statistical Software Award for his work with the R Project. This award will be presented at the annual Joint Statistical Meeting in August.Ian’s project involved extending...

Read more »

Importing RDF input in R for analysis

April 28, 2011
By

August last year I asked on BioStar about how to import RDF into the R statistical package and at the time nothing seemed existing. Over the past few weeks I ported code I wrote for Bioclipse to create the rrdf package for R, which is now available fro...

Read more »

Can you do better than cap-weighted equity benchmarks?

April 28, 2011
By

We're on our way to Chicago for the annual conference for R users in Finance, R/Finance 2011. Revolution Analytics is proud to once again sponsor this conference, and during the sponsor lunch session at noon on Saturday, we're honoured to have Guy Yollin show how the big-data capabilities of Revolution R Enterprise can be used for quantitative finance. Here...

Read more »

Data Aggregation in R: plyr, sqldf and data.table

April 28, 2011
By
Data Aggregation in R: plyr, sqldf and data.table

I’ve also previously put up a couple of posts about aggregating data in R. In this post, I’m going to be trying some other alternative methods for aggregating the dataset. Before I begin, I’d like to thank Matthew Dowle for highlighting these to me. It’s a bit daunting at first, deciding which method of aggregating data is

Read more »

Day #30-31 errorbars here, errorbars there

April 28, 2011
By

Today I have been playing with the errorbars from knime. To recreate the plot from http://flyordie.sin.khk.be/2011/04/20/day-27-a-lot-of-graphics-in-one-place/ I had to be able to create 2 y-axis, and multiple plots on 1 graph. At the end of the day I ...

Read more »