May 2011

R / Finance 2011 presentations

May 25, 2011 | Thinking inside the box

I just sent the text below to the r-sig-finance list: The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference. This year's two-day conference... [Read more...]

sab-R-metrics: Kernel Density Smoothing

May 25, 2011 | Millsy

Last time I left you, I had gone over some basics of doing loess regression in R. If you remember, loess is a sort of regression that allows wigglyness in your regression of some dependent variable Y on some independent variable X (I will generalize t... [Read more...]

Getting Started with Some Baseball Data

May 24, 2011 | John Ramey

With all of the discussions (hype?) regarding applied statistics, machine learning, and data science, I have been looking for a go-to source of data unrelated to my day-to-day work. I loved baseball as a kid. I love baseball now. I love baseball stats.... [Read more...]

R, JAGS and ggplot2

May 24, 2011 | denishaine

Last week a question was asked on the ggplot2 list about using ggplot2 and jags in R (). Here’s what was my answer (a bit updated): Using as an example the school dataset from R2WinBUGS package: Than you can use the mcmcplots package which give a “feel” of ggplot2: ... [Read more...]

KDnuggets: R used in 1 in 4 analytics projects

May 24, 2011 | David Smith

The most recent KDnuggets poll asked, "Which data mining/analytic tools you used in the past 12 months for a real project". Amongst all commercial and open-source tools, open-source R was the second most-frequently cited, by 23.3% or about 1 in 4 respondents. (The most frequent was the open-source data mining tool, RapidMiner.) See ... [Read more...]

On the Public Understanding of – and Public Engagement With – Statistics: Reflections on the OU Statistics Group Conference on “Visualisation and Presentation in Statistics”

May 24, 2011 | Tony Hirst

Last week I attended the OU Statistics conference on Visualisation and Presentation in Statistics (VIPS) (notes: here and here) One of the things that struck me from conversations and some of the presentations was that statistics – and in particular public engagement around statistics – appears to be lagging science efforts in ... [Read more...]

Participate in the 2011 Rexer Data Mining Survey

May 23, 2011 | David Smith

Last year's Rexer Data Mining Survey reported that R is used by more data miners than any other tool. If you're using R for data mining or data analysis generally, be counted at the 2011 Data Miner Survey (use access code: RL3X2), which closes in early June. Here's some background ... [Read more...]

News about speeding R up

May 23, 2011 | xi'an

The most visited post ever on the ‘Og was In{s}a(ne), my report on Radford Neal’s experiments with speeding up R by using different brackets (the second most populat was Ross Ihaka’s comments, “simply start over and build something better”). I just spotted two new entries ... [Read more...]

Quantifying gravitational lensing by dark matter

May 23, 2011 | David Smith

The latest prediction competition at Kaggle is literally "out of this world": the goal is to quantify the shape of 2-D images of galaxies from a simulated telescope, to test models for how invisible dark matter in the Universe distorts the images through gravitational lensing (as shown in the image ... [Read more...]

Utility Spread and Financial Turbulence

May 23, 2011 | klr

THIS IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. In Long XLU Short SPY Part 2 (More History), I explored the defensive nature of the spread and its potential as a bond substitute in troublesome periods for stocks...
[Read more...]

May 2011 Guerrilla Classes: Light Bulb Moments

May 23, 2011 | Neil Gunther

It's impossible to know what will constitute a light bulb moment for someone else. In the recent Guerrilla classes (GBoot and GCaP), we seemed to be having many more than our usual quota of such moments. So much so, that I decided to keep a list. The first was mine. ... [Read more...]

Summarize Data by Several Variables

May 23, 2011 | Kay Cichini

Here's an example how to conveniently summarize data with the cast function (package reshape). By the way you see how this could be done "in-conveniently" by hand. You also see how a for-loop works and how a matrix is constructed and fill...
[Read more...]

Specific differences between Ledoit-Wolf and factor models

May 22, 2011 | Pat

What can we learn about the difference in structure between a Ledoit-Wolf variance matrix and a corresponding factor model variance? Previously We’ve generated a set of random portfolios with constraints on the risk fractions of a Ledoit-Wolf variance matrix, and a corresponding set of random portfolios with risk fraction ... [Read more...]
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