February 2012

another X’idated question

February 23, 2012 | xi'an

An X’idated reader of Monte Carlo Statistical Methods had trouble with our Example 3.13, the very one our academic book reviewer disliked so much as to “diverse [sic] a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we ... [Read more...]

Setting up FastRWeb on Mac OS X

February 23, 2012 | ronan

FastRWeb is an infrastructure that allows any webserver to use R scripts for generating dynamic content, such as web pages and graphics. In this post, you’ll learn how to install and set up FastRWeb on a Mac. This tutorial is expendable to any Unix-like operating system. It is an ... [Read more...]

What to do about publishing data?

February 22, 2012 | brobar

There seems to be a scale that’s tipping at the moment: Data or code that should be published* is often not.  This should seem like an odd statement for anyone in science, but it should be easy to show that most publications … Continue reading → [Read more...]

Introduction to R and Revolution R Enterprise: Slides

February 22, 2012 | David Smith

If you missed this morning's webinar, Revolution R Enterprise, 100% R and More, I've embedded the slides below. Interestingly, about half of today's participants were SAS users, and the remainder R users. The first section introduces open-source R, and the second describes the additional features of Revolution R Enterprise. View more ... [Read more...]

Diamonds vs. water smackdown in playitbyr-powered podcast

February 22, 2012 | Ethan Brown

Apparent Reason, my new monthly podcast, is a boisterous and non-technical discussion of economics and statistics. In that format I don't have the luxury of showing charts and graphs to complement my discussion, so I use the playitbyr package to represent the data as sound. (Apparently February is a great ... [Read more...]

A Sequence Clustering Model in R

February 22, 2012 | RGuy

I’ve just released my first R package! Over the past 1.5 years or so, I’ve been studying an obscure statistical model over ranking (full, or partial) data called Mallows’ model.  It hypothesizes that a set of sequence data has a “modal” sequence about which the data cluster, and that ... [Read more...]

Non overlapping labels on a ggplot scatterplot

February 22, 2012 | simonraper

This is a very quick post just to share a quick tip on how to add non overlapping labels to a scatterplot in ggplot using a great package called directlabels. The trick is to make each point a single member group using an aesthetic like colour and then apply the ... [Read more...]

Log File Analysis with R

February 21, 2012 | C

 R often comes up in discussions of heavy duty scientific and statistical analysis (and so it should).  However, it is also incredibly handy for a variety of more routine developer activities.   And so I give you… log file analysis with R!  I was just involved in the launch of gradesquare.... [Read more...]

A Heartfelt Thank You and the Resulting GSoC Project

February 21, 2012 | Peter Carl

PerformanceAnalytics has long enjoyed contributions from users who would like to see specific functionality included. Diethelm Wuertz at ETHZ, who is the author and sponsor of all the various R/Metrics packages is one of those contributors. I first met Diethelm when he hosted a conference on high-frequency data in ... [Read more...]

Berkeley Earth Surface Temperature: V1.5

February 21, 2012 | Steven Mosher

My R package designed to import all of the Berkeley Earth Surface temperature data is officially on CRAN, as BerkeleyEarth.  The version there is 1.3 and I’ve completed some testing with the help of David Vavra. The result of that is version 1.5 which is available here at the drop box. ... [Read more...]

polar histogram: pretty and useful

February 21, 2012 | CL

Do you have tens of histograms to show but no room to put them all on the page? As I was reading this paper in Nature Genetics, I came across a simple and clever way of packing all this information … Continue reading → [Read more...]

Multiple Factor Model – Building Risk Model

February 20, 2012 | systematicinvestor

This is the fourth post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building CSFB Factors, and I will show how to build a multiple factor risk model. For an example of the multiple factor risk models, ... [Read more...]
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