Note: This post is NOT financial advice! This is just a fun way to explore some of the capabilities R has for importing and manipulating data. I recently read a post on ETF Prophet that explored an interesting stock trading strategy in Ex...
Monthly Archives: September 2011
Speed up recursion in R 600-fold with Rcpp
Rcpp package co-author Dirk Eddelbuettel provides another case study in speeding up R code by rewriting repeatedly-called R code as inline C++ functions, using the classic Fibonacci recursion algorithm as an example. The speed gains here are impressive -- over 600x compared to native recursive R code -- but you could also improve performance by using a more efficient,...
Why you should care about reproducible research
This week's Economist has an in-depth article on the consequences of failures reproducible research, adding more detail to the report in the New York Times in July. Errors in data analysis by researchers at Duke University led to patients in clinical trials being assigned the wrong drug: Dr Potti and his colleagues had mislabelled the cell lines they used...
Testing and significance
Julien Cornebise pointed me to this Guardian article that itself summarises the findings of a Nature Neuroscience article I cannot access. The core of the paper is that a large portion of comparative studies conclude to a significant difference between protocols when one protocol result is significantly different from zero and the other one(s) is(are) 
Forbush events
As noted here there is a new paper linking Forbush events with changes in DTR. Simply, during a Forbush event cosmic rays are modulated ( the flux reaching the earth decreases. The theory goes something like this. If GCRs play a role in cloud formation, then when they decrease you should be able to detect an 
RQuantLib 0.3.8
A bug-fix release RQuantLib 0.3.8 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Thanks to Helmut Heiming who noticed a side-effec t f...
R to Word, revisited
In a previous post (a long time ago) I discussed a way to get a R data frame into a Word table. The code in that entry was essentially a brute force way of wrapping R data in RTF code, but that RTF code was the bare minimum. There was no optimization of widths, or borders, or...
Converting values to color levels
Adding color to a plot is helpful in many situations for visualizing an additional dimension of the data. Again, I wrote the below function "val2col" in R after having coded this manually over and over in the past. It uses similar arguments as the image function in that one defines the...
Solve your R problems
download ‘The R Inferno’ Epilogue I’m not a lawyer, but here is my understanding of the rules should you want to extract images from this page: Most of the images are from istockphoto.com. You would need to pay for each image that you want to use. It is unlikely that Sandro Botticelli is going … Continue reading...
Call by reference in R
Sometimes it is convenient to use “call by reference evaluation” inside an R function. For example, if you want to have multiple return value for your function, then either you return a list of return value and split them afterward or you can return the value via the argument. For some reasons(I would like to 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
