Thanks to everyone at who attended last night's Bay Area R User Group meeting, and a special thanks to our hosts Socialize (a company that makes a mobile SDK for application developers that increases user engagement) who were very generous in letting the group use their San Francisco digs for ... [Read more...]

The header of my blog (above) shows the latest prices on offer in some of Australia’s election betting markets.  I convert the prices to an implied probability of ALP win (factoring out the bookie’s profit margin, the so-called “overround”). I’m using some Javascript by John Resig to ... [Read more...]

I was pleasantly surprised to have my recreational reading about baseball in the New Yorker interrupted by a digression on statistics. Sam Fuld of the Tampa Bay Rays, was the subjet of a Ben McGrath profile in the 4 July 2011 issue of the New Yorker, in an article titled Super Sam. ... [Read more...]

I’ve often selected columns or rows of a data frame using grep or which, based on some property. That is inherently sound, but the trouble comes when you wish to remove rows or columns based on that grep or which call, e.g., which would remove columns with a .1 ... [Read more...]

Here’s a funny story – friend of my, avid gamer at that time, was going downhill on a bicycle when wonderful idea flashed his mind: I need to save the current status… Just in case if I crash, I will start again from the top of the hill. If you ... [Read more...]

One of the disappointing problems in SAS (as I need PROC MIXED for some analysis) is to recode categorical variables to have a particular reference category. In R, my usual tool, this is rather easy both to set and to modify using the  relevel command available in base R (in ... [Read more...]

Yet again, I have conjured up an (academically) unusual dataset on democracy! This time it’s the Economist Intelligence Unit’s Democracy Index, a weird little gem.  The dataset is the basis for a paper the Economist publishes every two years.  Because of this biannuality, there is data estimating the “... [Read more...]

Financial analyst Greg Troccoli was a lone wolf when he predicted in July 2010 that “If the [S&P500] Index held at or above our proprietary support zone (1000.00- 950.00 region), it would eventually trade to a new historical high within 12 - 18 months (July- December 2011 timeframe)”. For reference, the S&P500 all-time ... [Read more...]

Yesterday, we had a meeting of our EMILE network on statistics for population genetics (in Montpellier) and we were discussing our respective recent advances in ABC model choice. One of our colleagues mentioned the constant request (from referees) to include the post-ABC processing devised by Fagundes et al. in their 2007 ... [Read more...]

I wish I knew everything about R. I wish I could vectorise in my sleep. I wish there were perfect R packages out there to solve all my data transformation problems. I wish there were perfect data. If I were Paul Graham, would I ever write code like the... [Read more...]

In some previous posts I have mentioned my struggles with the performance of the computations needed to implement the ARMA strategies in practice. Finally I have found a worthy solution, and as usual, there is a programming pattern to learn from it – avoid loops in R. My first approach was ... [Read more...]

R (www.r-project.org) is a free and strongly functional language and environment for statistical computing. You can explore data sets, make graphical displays of data, run statistical simulations and many more. If you never used R you should give it a try! R beginners: There are many courses, slides ... [Read more...]

Since RTextTool's unveiling at the 2011 Cap Conference in Catania, the development team has been busy working on refinements to the package. This includes a number of changes to simplify the API, improve analytics, decrease memory use, and increase functionality. We've added support for another low-memory algorithm (GLMNET) in addition to ... [Read more...]

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The following are notes for myself. I like to use the bleeding edge version of R: svn checkout https://svn.r-project.org/R/trunk/ r-devel cd r-devel ./tools/rsync-recommended ## use the following to update sources: svn update ## pre-reqs sudo apt-get build-dep r-base #sudo apt-get install gcc g++ gfortran libreadline-dev libx11... [Read more...]

In case you missed them, here are some articles from June of particular interest to R users. Highlights of presentations from the R/Finance 2011 conference. Trulia uses R and statistical models to map local crime. Resources for data mining with R. K-means clustering on large data sets with the RevoScaleR ... [Read more...]

“We have seen that a perfect correlation is perfectly linear, so an imperfect correlation will be `imperfectly linear’.” page 128 This book has been written by two linguists, Shravan Vasishth and Michael Broe, in order to teach statistics “in  areas that are traditionally not mathematically demanding” at a deeper level than ... [Read more...]

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Mirai Solutions GmbH (http://www.mirai-solutions.com) is pleased to announce the availability of XLConnect 0.1-5. This release adds the following new features: Support for setting/getting cell formulas. See methods set/getCellFormula. Support for setting/getting the force formula recalculation flag on worksheets. See methods … Continue reading → [Read more...]

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