How symmetric are the returns of the S&P 500? How does the skewness change over time? Previously We looked at the predictability of kurtosis and skewness in S&P constituents.  We didn’t see any predictability of skewness among the constituents.  Here we look at skewness from a different angle. ... [Read more...]

If you’re one of the R-bloggers or useRs, most probably you had heard about Crdata.org. In the early day, they are two very R related cloud computing services, one is CloudNumbers, another is CrData.org. Recently, we (may) received an email by Hamid ... [Read more...]

I was just looking through the programming language statistics on Project Euler. It shows that only 7% of the problems have been solved in R, whereas 8% have been solved on any kind of spreadsheet.  This is outrageous!Let's look at the solution of... [Read more...]

Scraping table from any web page with R or CloudStat: You need to use the data from internet, but don’t type, you can just extract or scrape them if you know the web URL. Thanks to XML package from R. It provides amazing readHTMLtable() function. For... [Read more...]

So, let's crawl some data out of facebook using R. Don't get too excited though, this is just a weekend whatif project. Anyway, so for example, I want to download some photos where I'm tagged. First, we need an access token from facebook. I don't know how to get this ... [Read more...]

Statistical Methods for the Chain Ladder Technique Revisited: Source: Statistical Methods for the Chain Ladder Technique Demo Background Forecasting outstanding claims and setting up suitable reserves to meet these claims is an important part of the b... [Read more...]

Fred Schiff writes: I’m writing to you to ask about the “R-squared” approximation procedure you suggest in your 2004 book with Dr. Hill. [See also this paper with Pardoe---ed.] I’m a media sociologist at the University of Houston. I’ve been using HLM3 for about two years. Briefly about ... [Read more...]

Merging two data.frame objects in R is very easily done by using the merge function. While being very powerful, the merge function does not (as of yet) offer to return a merged data.frame that preserved the original order of, one of the two merged, data.frame objects. In ... [Read more...]

Here are some functions for reading and writing MODFLOW files from R. I hope to update this in the future!################################################################################### read.modflow.pval ############################################... [Read more...]

A recent Globe and Mail column points out that by 2018 in the United States alone there will be a shortfall of 190,000 specialists with deep analytical talent. It is good to see that the mainstream media is waking up to the need for applied training in data analytics. At the management ... [Read more...]

I've been tied up with other work, so things have been a bit slow on the mixed methods development. I hope to do another post on the analysis in about a week, but today I would like to do an introduction to ggplot2 and demonstrate some of its... [Read more...]

In my last post, I discussed the Hampel filter, a useful moving window nonlinear data cleaning filter that is available in the R package pracma.  In this post, I briefly discuss this moving window filter in a little more detail, focusing on two important practical points: the choice of the ... [Read more...]

It's been a few weeks since I last posted.  Sorry about that.  Unfortunately, sometimes you come home from work just not wanting to look at a computer.I'm working on a series of posts requested by a few friends.  They would like to see m... [Read more...]

These days, I have been reading and playing a lot with R, and I really come to love it...of course, I don't have a clue on those weird statistics formulas, but it doesn't mean I can't use R and try do some awesome stuff with it.So, yesterday I ... [Read more...]

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No, I don’t mean late night coding. R is constantly changing – both as a language and a platform. Updates containing new functionality are frequent. New and revised packages appear several times a week.  Staying current with these myriad changes can … Continue reading → [Read more...]

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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full January edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Reflections on 2011. Last year was ... [Read more...]

THIS IS NOT INVESTMENT ADVICE. The information is provided for informational purposes only. If it looks like a duck, swims like a duck, and quacks like a duck, then it probably is a duck. Do you want to know what S&P 500 will do in the next week, month, quarter? ... [Read more...]

I have been working on a new package makeR to help manage Sweave projects where you wish to create multiple versions of documents that are based on a single source. For example, I create lots of monthly and quarterly reports using Sweave and the only differences between versions are a ... [Read more...]