May 2011

Comparing HoltWinters() and ets()

May 29, 2011 | Rob J Hyndman

I received this email today: I have a question about the ets() function in R, which I am trying to use for Holt-Winters exponential smoothing. My problem is that I am getting very different estimates of the alpha, beta and gamma parameters using ets() compared to HoltWinters(), and I can’... [Read more...]

An Application of boot() to IV regression

May 28, 2011 | Tony Cookson

Bootstrapping standard errors can be a useful technique when obtaining closed form for the standard error formula is difficult or intractable. In this post, I give an example of how to use R to create a bootstrap sampling distribution in the context o...
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RcppArmadillo 0.2.21

May 28, 2011 | Thinking inside the box

Following up Conrad's 1.99.2 release (in RcppArmadillo 0.2.20), we now have Armadillo 1.99.3 en route to the upcoming 2.0.0 release. Armadillo is a templated C++ library for linear algebra---which RcppArmadillo brings to R based on our Rcpp library... [Read more...]

Collaborative R coding using Dropbox

May 27, 2011 | Kate Nambiar

I do like Dropbox. I’m a big fan of easy to use solutions to common problems. For me I work at two different sites and I do a significant amount of work at my desktop machine at home as well as on my laptop. Dropbox solved the problem of ... [Read more...]

Handling Errors Gracefully

May 27, 2011 | Ralph

In R functions sometimes produces warnings or errors. In the case of errors execution of a function or a series of commands can get halted when an error occurs, which can in some cases be frustrating especially if we want to continue our calculations. There are various functions available in ... [Read more...]

Norvig and the Nature of Modern Science

May 27, 2011 | John Myles White

In this, Chomsky is in complete agreement with O’Reilly. (I recognize that the previous sentence would have an extremely low probability in a probabilistic model trained on a newspaper or TV corpus.)1 Anyone who considers themself an intellectual should be required to read this new essay by Peter Norvig. ... [Read more...]

Presentations from R/Finance 2011 available

May 27, 2011 | David Smith

Last month's R/Finance 2011 conference in Chicago was an outstanding event, bringing together some of the best minds in applying R to financial data. Presentations from the speakers are now available for download, with a wealth of useful information there for anyone working in quantiative finance. Not to be missed, ... [Read more...]

Beginne..R 1.0

May 26, 2011 | 0utlieR

Opening this blog is a step in a long journey of discovery, learning and frustration. To begin with I would consider myself a beginner R user, I am getting better, but I am not about to write a package any time soon. I started using R about three years... [Read more...]

Hammersley and Handscomb 1964 on line

May 26, 2011 | xi'an

Through the webpage of the Advanced Monte Carlo Methods I & II, given a few years ago by Michael Mascagni at ETH Zürich, I found a link to the scanned version of the 1964 book Monte Carlo Methods by Hammersley and Handscomb. This is a short book, with less than 150 pages, ... [Read more...]

Clustering with Currencies and Fidelity Funds

May 26, 2011 | klr

Great news came yesterday with the release of the R In Finance 2011 Presentations.  I must attend next year after seeing all that I missed.  The Iacus: Statistical Analysis of Financial Time Series and Option Pricing in R (pdf) presentation o...
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New online R courses from Statistics.com

May 26, 2011 | David Smith

Online training provider Statistics.com has introduced a couple of new R-related courses which are well worth checking out. These are all self-paced on-line courses, with materials by and interactive feedback from leading R gurus. Current R users looking to take their programming skills to the next level will be ... [Read more...]

another look at CRAN Task Views

May 26, 2011 | Nick Horton

We've been impressed with how helpful the CRAN Task Views are in guiding us in R as we wend our way through the huge number of add-on packages (3021 as of May, 2011). These are web pages that are maintained by volunteers with expertise in a specified ...
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Cricket fever again

May 26, 2011 | prasoonsharma

England take on Sri Lanka in a test series starting today. After watching Cricket world cup 2011 and witnessing India play in quarter final, semi final and the finale in stadiums all over India, I had little appetite for any of the IPL 2011 matche... [Read more...]

RcppArmadillo 0.2.20

May 26, 2011 | Thinking inside the box

Conrad Sanderson is preparing version 2.0.0 of his Armadillo templated C++ library for linear algebra and has released a first public beta version 1.99.2. This has been folded into a new release of the RcppArmadillo wrapper for R based on our Rcpp li... [Read more...]

Sweave and pgfSweave in LyX 2.0.x (experimental)

May 25, 2011 | Yihui Xie

bout half a year ago, I wrote a post on the configuration of (pgf)Sweave and LyX, which was intended to save us some efforts in going through all the details during the configuration. Now many things have changed: LyX 2.0 has internal support for Sweave, and fortunately I have been ... [Read more...]
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