Monthly Archives: December 2011

Simple and Profitable

December 8, 2011
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Simple and Profitable

The end of the month effect was examined by MarketSci in the The Last Day of the Month Blahs post. The idea is simple: buy on the last day of the month and sell a few days later. This idea was put into a strategy by Quanting Dutchman in the Strategy 2 – Monthly End-of-the-Month

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Forbes: Big Data needs to earn its keep

December 8, 2011
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Dan Woods at Forbes makes a salient point about Big Data: it's not good enough merely to spend a ton of money to collect and store data -- it needs to earn its keep via data analysis: Let’s say you buy a huge Hadoop cluster along with Revolution Analytics, a productization of the R language that has been adapted...

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Le Monde puzzle [#752]

December 8, 2011
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Le Monde puzzle [#752]

After a loooong break, here is one Le Monde mathematical puzzle I had time to look at, prior to going to Dauphine for a Saturday morning class (in replacement of my R class this week)! The question is as follows: A set of numbers {1,…,N} is such that multiples of 4 are tagged C and

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Code Optimization: One R Problem, Thirteen Solutions – Now Sixteen!

December 8, 2011
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Code Optimization: One R Problem, Thirteen Solutions – Now Sixteen!

Introduction The old r-wiki optimisation challenge describes a string generation problem which I have bloged about previously both here and here. The Objective To code the most efficient algorithm, using R, to produce a sequence of strings based on a single integer input, e.g.: Solutions One Through Thirteen A variety of different approaches are illustrated on the

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RNA-Seq & ChiP-Seq Data Analysis Course at EBI

December 8, 2011
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I just got this announcement from EMBL-EBI about an RNA-seq/ChIP-seq analysis hands-on course. Find the full details, schedule, and speaker list here.Title: Advanced RNA-Seq and Chip-Seq Data Analysis Course Date: May 1-4 2012 Venue: EMBL-EBI, Hinxton,...

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Some example graphs in corrplot 0.60

December 8, 2011
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corrplot 0.60 is on CRAN now, here are some example graphs:

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Statistics with R – Lots of R Examples

December 8, 2011
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Statistics with R – Lots of R Examples

“Statistics with R” is a great R graphics & stats website. It provides lots of R examples, covering many analytics topics. It is also available as a PDF document to download at the website, as well as the R codes. … Continue reading →

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AGU Fall Meeting Day 2

December 8, 2011
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AGU Fall Meeting Day 2

One of the problems of trying to blog a conference when you are going to session talks and socialising in the evening is keeping up to date with your blogging. Day 2 was a little slower in regard to...

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Rcpp talk at Seattle RUG

December 7, 2011
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Thanks to Zach and the Seattle R User Group for the invitation. Earlier this evening I gave a talk about R, C++ and our Rcpp package, focussing on the why, how, what, who, and "one more thing" higher-level aspects of extending R. This was supposed to...

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Plotting BeijingAir Data

December 7, 2011
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Plotting BeijingAir Data

Here’s a bit of R code for scraping the BejingAir Twitter feed and plotting the hourly PM2.5 values for the past 24 hours. The script defaults to the past 24 hours but you can modify that by simply changing the value for the variable ‘n’.  You c...

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