I just put a fresh install of Ubuntu Server (10.04.4 LTS) on one of our machines. As I was doing some post-install config, I accidentally installed Rstudio Server. And subsequently fell down an exciting little rabbit-hole of server configur... [Read more...]
I have thought quite a lot about including regressors (i.e. covariates) in exponential smoothing (ETS) models, and I have done it a couple of times in my published work. See my 2008 exponential smoothing book (chapter 9) and my 2008 Tourism Management paper. However, there are some theoretical issues with these approaches, ... [Read more...]
The Journal of Nature put out an interesting op-ed recently discussing the need to make source code available for scientific articles that require statistical computation to produce their results.
http://www.nature.com/nature/journal/v482/n7386/ful... [Read more...]
I have been posting R solutions to Project Euler problems as a way of polishing my R skills. Here is the next problem in the series, problem 26. The problem is stated as follows:A unit fraction contains 1 in the numerator. The decimal representati... [Read more...]
[This article was first published on twotorials by anthony damico, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to [Read more...]
[This article was first published on twotorials by anthony damico, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to [Read more...]
We saw how to plot the raw spectra (X), how to calculate the mean spectrum, how to center the sprectra (subtracting the mean spectrum from every spectra of the original matrix X). After that we have developed the PCAs with the NIPALS algorithm, getting...
The past couple of years have seen a dramatic growth in the use of the R language in the enterprise. R has always been pervasive in academia for research and teaching in statistics and data science, and as new graduates trained in R have migrated to the workplace the demand ... [Read more...]
Revolution Analytics' open-source RHadoop project, which provides integration between R and Hadoop, has been updated with the release of version 1.2 of the "rmr" package. New in this version: support for binary I/O formats, which improves on the text-only interfact by allowing use of faster and more space-efficient data formats ... [Read more...]
One of my favourite conferences, Strata: Making Data Work, starts tomorrow in Santa Clara, CA. Revolution Analytics is a proud sponsor, and I'll be there with the team to listen to some great talks and to meet other R users at our booth in the exhibition hall. There will be ... [Read more...]
Calculating characteristics such as median, mean,… of a subset of data is quite straightforward in R: For a data set containing results from several “models”, a subset for the model “base” is created by Then, the median of the variable … Continue reading → [Read more...]
This is a small example of how custom contrasts can easily be applied with the contrast-package. The package-manual has several useful explanations and the below example was actually grabbed from there.This example can also be applied to a GLM but I ch...
A look at the distortion from predicted to realized. The idea The efficient frontier is a mainstay of academic quant. I’ve made fun of it before. This post explores the efficient frontier in a slightly less snarky fashion. Data The universe is 474 stocks in the S&P 500. The predictions ... [Read more...]
I had mentioned the Guardian's data blog and the need for more data journalism earlier here. What I really like about the Guardian's approach in particular is that they share the data of their articles and encourage readers to use it.Of course there ar...
In this episode: A couple of site updates, our first listener feedback, an overview of installing R on each major platform, and an overview of R IDEs and helpful resources for getting started with R. If you would like to provide feedback, please send an email or audio comment to ... [Read more...]
In the last post, Multiple Factor Model – Building Risk Model, I have shown how to build a multiple factor risk model. In this post I want to explain why do we need a risk model and how it is used during portfolio construction process. The covariance matrix is used during ... [Read more...]
This plot in 2D, help us to decide the number of PCs, it is easy to create in R, once we have discompose the X matrix into a P matrix (loadings) and a T matrix (scores).For this plot, we just need the T matrix.__ CPs matp...
Yesterday I found out about ‘mplayer’, which is a movie/music player for Unix that can be completely controlled from the terminal (http://www.mplayerhq.hu/). I started playing around with it while at the same time learning reference classes. The result, a music … Continue reading →
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Here's the numbers of yearly sunspots, 1700-1988, brought to you by the nimble marimba of R: See ?sunspot.year in R for more information about the data. I did this last spring and just discovered it again. I've been so caught up in the current sound world of playitbyr (see ... [Read more...]