Missing data hinders statistical analyses. Estimating missing values (imputation) prior to analysis is one way to deal with that. In some cases however, the missings need not be estimated at all, since they can be derived with certainty from other … Continue reading →
The Google Open Source Programs Office sponsored me to create the new int64 package that has been released to CRAN a few days ago. The package has been mentionned in an article in the open source blog from Google. The package defines classes i...
One of the first things I do over coffee each morning is scroll through the USGS earthquake RSS feeds. In the era of free data and open source computing I asked myself, "Wouldn't it be better to visualize all of the earthquakes around the world r...
This week I was running computations transforming some input files into output files. The problem was that it was a repeated process. If new input files were generated or old ones were updated I needed to calculate new output files. The transformation ...
ConPA is an asset allocation application using the classic Markowitz approach. For the calculations the open-source statistical programming language R is used. R scripts are executed on cloudnumbers.com’s computer clusters in the Cloud and the results are displayed by ConPA frontend. ConPA allows to set the investment date of the portfolio, the target return and
Like a lot of other R users I’ve felt the need for sending email from R. I haven’t surveyed CRAN for such a package but looked for the possibility of sending command line email in Windows. Found a nice application called sendEmail that can be found here Below are code snippets in R that will 
Happy Thanksgiving, everyone. Earlier today, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in PHP is
Earlier, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in
I wrote a simple Backtesting library to evaluate and analyze Trading Strategies. I will use this library to present the performance of trading strategies that I will study in the next series of posts. It is very easy to write a simple Backtesting routine in R, for example: The code I implemented in the Systematic 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
