Lately I have been testing trading models based on methods from various fields: statistics, machine learning, wavelet analysis and others. And I have been doing all that in R! In this series, I will try to share some of these efforts starting with the well-known from statistics Autoregressive Moving Average ... [Read more...]

Recently I had to partition a set of SNPs into a training set and a test set. Making a random split would not do: both sets would likely contain very similar SNPs due to linkage disequilibrium (LD), making them non-independent. … Continue reading → [Read more...]

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If you didn’t read the post from yesterday, I urge you to do so, or you won’t get what I’m writing here. http://flyordie.sin.khk.be/2011/04/08/day-19-rgg-s-a-btch/ So, coming back from yesterday, I had a talk with my supervisor who to... [Read more...]

Today I have been able to get 2 more templates working: The ternary plot and the correlation ellipses. They were already “working”, but just the initial script. which can be found here: ternary plot: http://addictedtor.free.fr/graphiques/RG... [Read more...]

After 2 restarts of my PC and 3 times restarting Rserve and Knime, the red text of doom (look at the bottom of Day 21) was finally gone. So I could start on my correlation ellipses. this wasn’t so hard. I added a panellistbox to my template, whic... [Read more...]

For my second lecture today, I need to plot a likelihood surface for a basic two-component mixture with only the means unknown: here is the R code to speed up things llsurf=function(trumyn=2.,wayt=.3,var2=1.,ssiz=500){ # draws the log-likelihood surface and a random sample sd2=sqrt(var2) parti=(runif(... [Read more...]

The R Core Group has released the latest update to open-source R, R 2.13.0 is now available. You can download the new source distribution from the R Project website, and I see from the Download R tool at inside-R.org that binaries for Windows and Mac are already available at my ... [Read more...]

This week, Le Monde offers not one but three related puzzles: Is it possible to label the twelve edges of a cube by consecutive numbers such that the sum of the edge numbers at any of the eight nodes is constant? Is it possible to label the eight nodes of ... [Read more...]

So everyone's excited about the new R 2.13 release because of the compiler package.Apparently it is easy to get a 3x speed increase by simply compiling a function.Doing a lot of the MCMC stuff, I am particularly excited about speed in R. I just compile... [Read more...]

A brand new 0.9.4 release of Rcpp is now on CRAN and Debian. This version contains an improvement to loading and initialization of Rcpp modules, a bug fix for vectors of factors, another build issue fix as well as (per common practice with JSS) ... [Read more...]

As far as I can tell, R doesn’t have a function for building block diagonal matrices so as I needed one, I’ve coded it myself. It might save someone some time. Example: Let m1 and m2 two square matrices. Selec … Continue reading → [Read more...]

It's been a year since I began keeping a web log. This post presents some thoughts related to the experience. Blogging is Sharing Ideas Blogging is online self-publishing. There is no faster way to share your ideas so broadly. Last year at the useR! conference (in Gaithersburg, MD, just a ... [Read more...]

A maintenance release 0.2.3 of RProtoBuf is now on CRAN. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google. The NEWS file entry follows below: 0.2.3 2011-04-12 o Protect UINT64... [Read more...]

The recent opening of the Heritage Health Prize both represents a milestone and raises a cautionary flag. On the one hand, crowdsourced analytics prizes have never tackled anything so noble (not to discount predicting movie ratings), but on the other … Continue reading → [Read more...]

This is the last lesson of the R Videotutorial for spatial statistics.It is all about cokriging in gstat. For this lesson I used the meuse dataset, available within gstat, for the references to this dataset take a look at the script.The videotutorial i... [Read more...]

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The latest edition of the Journal of Statistical Software is out, with plenty of interesting articles for R users. A must-read is Hadley Wickham's article on "The Split-Apply-Combine Strategy for Data Analysis", which makes a compelling argument for the use of the plyr package to partition datasets and apply sub-group ... [Read more...]

R 2.13 introduces an option to specify a custom graphics device in an Sweave code chunk. This is really cool and allows you to use tikzDevice output like pgfSweave does. In an pinch, say when you dont have access to any non-core packages, you can use tikzDevice output with the regular ... [Read more...]