There are any number of short tutorials on making add on R packages on your Windows machine. This is yet another version of that process. I’ve explained what I did in 10 easy steps on the pages, but I’ll give a brief overview here. In the first step I spent some time updating my R 
When we build a system, we are almost always trying to beat buy and hold by some metric or metrics. I have not found a demo to compare a quantstrat system with a generic buy and hold system. Here is the way I accomplish a basic comparison w...
This just does the same thing as A Quantstrat to Build on Part 2, but I use sigCrossover and sigComparison instead of sigThreshold as my signal. Maybe it will help some struggling to understand implementation of the different signal types. ...
In the 2011 edition of the Sybase Capital Markets Guide, Revolution Analytics CTO David Champagne talks about the need for up-to-date analytics in Finance, and how you can integrate Revolution R with quality real-time data sources. Here's an excerpt: R represents a radically different approach to the challenges posed by analyzing increasingly large and complex data sets. Because it...
Just got an email linking to Reproducible Research: A Range of Response, in the new journal Statistics, Politics, and Policy 2(1) by David Banks, who is also the journal's editor. Interestingly, the commentary doesn't mention the journal's policy (if one exists) on the reproducibility of research submitted there. Banks' writing is easy to read, though
One of the routine tasks palaeoecologists do is plot data on species composition or geochemical proxies say along a sediment core or stratigraphic sequence. These diagrams are the canonical way of displaying stratigraphic data in this field. An example of … Continue reading →
Recently I was asked to help create random IDs for someone. At first I thought, ‘Ah yup, 1:x (1,2,3, …,x), job done’. Then I thought that there had to be a R function/package to create better looking IDs, to which I didn’t find one, if there is, please let me know. In the mean time 
In preparation for The 4th Annual Conference of the Comparative Policy Agendas Project in Catania, Sicily, our development team has been busy drafting the documentation for RTextTools. In addition to standard documentation of functions, we want to provide quick-start guides, sample datasets, example scripts, and
A new paper out in Ecology by Xiao and colleagues (in press, here) compares the use of log-transformation to non-linear regression for analyzing power-laws.They suggest that the error distribution should determine which method performs better. When you...
As I explore additional functionality of quantstrat and make changes to my original post A Quantstrat to Build On, I will write multiple posts, and hopefully, the finished product will not be so overwhelming to comprehend. Also, it might highligh...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
