Monthly Archives: September 2011

Revolution Analytics Fall Webinar Series

September 14, 2011
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We've lined up what we think is an amazing series of R-related webinars over the next couple of months. These free 30-60 minute webinars will cover a wide range of topics: big-data analysis in R with the RevoScaleR package, Hadoop and Netezza; introductions to R for SAS users and for R users new to Revolution R; and applications of...

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Example 9.5: New stuff in SAS 9.3– proc FMM

September 13, 2011
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Example 9.5: New stuff in SAS 9.3– proc FMM

Finite mixture models (FMMs) can be used in settings where some unmeasured classification separates the observed data into groups with different exposure/outcome relationships. One familiar example of this is a zero-inflated model, where some observat...

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How to program MapReduce jobs in Hadoop with R

September 13, 2011
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MapReduce is a powerful programming framework for efficiently processing very large amounts of data stored in the Hadoop distributed filesystem. But while several programming frameworks for Hadoop exist, few are tuned to the needs of data analysts who typically work in the R environment as opposed to general-purpose languages like Java. That's why the dev team at Revolution Analytics...

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More sas7bdat progress

September 13, 2011
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The development version of the read.sas7bdat function (in the sas7bdat package) now reads field labels and formats. In addition, errors of the type "found <x> <type> subheaders where 1 expected" are now a thing of the past. These improvements are largely due to work by Clint Cummins. The function also works on some files generated

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Backtesting a Simple Stock Trading Strategy

September 13, 2011
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Backtesting a Simple Stock Trading Strategy

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...

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Speed up recursion in R 600-fold with Rcpp

September 12, 2011
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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,...

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Why you should care about reproducible research

September 12, 2011
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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...

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Testing and significance

September 12, 2011
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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)

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Forbush events

September 12, 2011
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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

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RQuantLib 0.3.8

September 12, 2011
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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...

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