Someone asked me how to move a directory full of files from one place to another using R. The easiest way I've found is as follows (where "oldpath" is the existing directory and "newpath" is the new directory):file.copy(list.files(oldpath),newpath)
Monthly Archives: October 2011
A New Dimension to Principal Components Analysis
In general, the standard practice for correcting for population stratification in genetic studies is to use principal components analysis (PCA) to categorize samples along different ethnic axes. Price et al. published on this in 20...
The Most Diversified or The Least Correlated Efficient Frontier
+=+COV%5Cleft+(+%5Csum_%7Bi=1%7D%5E%7Bn%7Dw_%7Bi%7DX_%7Bi%7D,X_%7Bi%7D+%5Cright+)++=w_%7B1%7DCOV%5Cleft+(+X_%7B1%7D,X_%7Bi%7D+%5Cright+)+...+w_%7Bn%7DCOV%5Cleft+(+X_%7Bn%7D,X_%7Bi%7D+%5Cright+)++%5Cnewline%5Cnewline++%5Crho_%7BP,X_%7Bi%7D%7D+=+%5Cfrac%7BCOV%5Cleft+(+P,X_%7Bi%7D+%5Cright+)%7D%7B%5Csigma_%7BP%7D%5Cast%5Csigma_%7BX_%7Bi%7D%7D%7D++%5Cnewline%5Cnewline++Average+Portfolio+Correlation+=+%5Cfrac%7B1%7D%7Bn%7D%5Csum_%7Bi=1%7D%5E%7Bn%7D%5Crho_%7BP,X_%7Bi%7D%7D++&bg=ffffff&fg=555555&s=0)
The “Minimum Correlation Algorithm” is a term I stumbled at the CSS Analytics blog. This is an Interesting Risk Measure that in my interpretation means: minimizing Average Portfolio Correlation with each Asset Class for a given level of return. One might try to use Correlation instead of Covariance matrix in mean-variance optimization, but this approach, 
RStudio Update
With R 2.14 slated to be released next week we wanted to encourage everyone planning to upgrade to also update to the latest release of RStudio (v0.94.110). For R 2.14 users this release includes tweaks related to compatibility with the R 2.14 graphics engine as well as compatibility with the new parallel package. There are 
Two new rOpenSci R packages are on CRAN
Carl Boettiger, a graduate student at UC Davis, just got two packages on CRAN. One is treebase, which which handshakes with the Treebase API. The other is rfishbase, which connects with the Fishbase, although I believe just scrapes XML cont...
Computing on the Language
And now for something a bit more esoteric…. I recently wrote a function to deal with a strange problem. Writing the function ended up being a fun challenge related to computing on the R language itself. Here’s the problem: Write a function that tak...
Introduction to “Numerical Methods and Optimization in Finance”
The book is by Manfred Gilli, Dietmar Maringer and Enrico Schumann. I haven’t actually seen the book, so my judgement of it is mainly by the cover (and knowing the first two authors). The parts of the book closest to my heart are optimization, particularly portfolio optimization, and particularly particularly portfolio optimization via heuristic algorithms. … Continue reading...
R Cookbook with examples
An R Cookbook can be found at http://code.ca-net.org/R%20Cookbook. It is a short web document presenting dozens of examples on - Accessing Database with packages RSQLite, RMySQL, RdbiPgSQL and RODBC; - Reading and Writing Data; - Date/Time variable; - Graphics; - … Continue reading →
Shoe Consumption in the U.S. – GGPlot2 #1
This is the first in a series of blog posts in which I use the R package GGPlot2 to examine real world data. In this post, I construct a line graph of U.S. shoe consumption from 1995 to 2007. A recent survey conducted by Shop Smart magazine found that the average woman in the
Netflix Post-mortem – How to detect Bubbles
Bubbles. I’m no expert in behavioral economics, but bubbles seem to be well understood (after they occur) although they seem hard to detect (at least in the eyes of outsiders and late bubble participants). This post won’t tell you how to avoid bubbles, but might give you some insight. I came across Minsky’s explanation of
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
