Monthly Archives: August 2011

A first go at ‘manipulate’ in RStudio

August 26, 2011
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A first go at ‘manipulate’ in RStudio

Something I’m missing from R (especially coming from Mathematica) is the ability to quickly build interactive graphs, which I find very useful for getting a good intuition of the impact of parameters on a mathematical function. Richie Cotton’s post about … Continue reading →

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Quick labels within figures

August 26, 2011
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Quick labels within figures

One of the coolest R packages I heard about at the useR! Conference: Toby Dylan Hocking‘s directlabels package for putting labels directly next to the relevant curves or point clouds in a figure. I think I first learned about this idea from Andrew Gelman: that a separate legend requires a lot of back-and-forth glances, so

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Friday quote: what is the question to which this number is the answer?

August 26, 2011
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Friday quote: what is the question to which this number is the answer?

John Kay muses on interpreting statistical data: Always ask of such data “what is the question to which this number is the answer?”. “Earnings before interest, tax, depreciation and amortisation on a like-for-like basis before allowance for exceptional restructuring costs” is the answer to the question “what is the highest profit number we can present without attracting...

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Friday quote: what is the question to which this number is the answer?

August 26, 2011
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Friday quote: what is the question to which this number is the answer?

John Kay muses on interpreting statistical data: Always ask of such data “what is the question to which this number is the answer?”. “Earnings before interest, tax, depreciation and amortisation on a like-for-like basis before allowance for exceptional restructuring costs” is the answer to the question “what is the highest profit number we can present without attracting flat disbelief?”.

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Le Monde puzzle [#737]

August 26, 2011
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Le Monde puzzle [#737]

The puzzle in the weekend edition of Le Monde this week can be expressed as follows: Consider four integer sequences (xn), (yn), (zn), and (wn), such that and, if u=(xn,yn,zn,wn), for i=1,…,4, if ui is not the maximum of u and otherwise. Find the first return time n (if any) such that xn=0. Find the value

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Time series cross-validation: an R example

August 25, 2011
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Time series cross-validation: an R example

I was recently asked how to implement time series cross-validation in R. Time series people would normally call this “forecast evaluation with a rolling origin” or something similar, but it is the natural and obvious analogue to leave-one-out cross-validation for cross-sectional data, so I prefer to call it “time series cross-validation”. Here is some example

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Examples on Clustering with R

August 25, 2011
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Examples on Clustering with R

R code examples on various clustering techniques are available as “Clustering in R” in Chapter 4 of R & Bioconductor Manual by Thomas Girke, UC Riverside. It provides R examples on - Hierarchical Clustering, including tree cutting/coloring and heatmaps, - … Continue reading →

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Mode vs Mean in Tactical Allocation

August 25, 2011
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Mode vs Mean in Tactical Allocation

Let’s take Modest Modeest for Moving Average one step further and use it in a basic tactical allocation system using Vanguard funds.  THIS IS NOT INVESTMENT ADVICE AND VERY EASILY MIGHT CAUSE LARGE LOSSES.  VANGUARD FUNDS IMPOSE EARLY REDEM...

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Major changes to the forecast package

August 25, 2011
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Major changes to the forecast package

The forecast package for R has undergone a major upgrade, and I’ve given it version number 3 as a result. Some of these changes were suggestions from the forecasting workshop I ran in Switzerland a couple of months ago, and some have been on the drawing board for a long time. Here are the main

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String functions in R

August 25, 2011
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Here's a quick cheat-sheet on string manipulation functions in R, mostly cribbed from Quick-R's list of String Functions with a few additional links. substr(x, start=n1, stop=n2) grep(pattern,x, value=FALSE, ignore.case=FALSE, fixed=FALSE) gsub(pattern, replacement, x, ignore.case=FALSE, fixed=FALSE) gregexpr(pattern, text, ignore.case=FALSE, perl=FALSE, fixed=FALSE) strsplit(x, split) paste(..., sep="", collapse=NULL) sprintf(fmt, ...)

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