Interactive Brokers is a discount brokerage that provides a good API for programatically accessing their platform. The purpose of this post is to create an application that will capture tick level data and save that data into a database for futur...

The problem of outliers – data points that are substantially inconsistent with the majority of the other points in a dataset – arises frequently in the analysis of numerical data. The practical importance of outliers lies in the fact that even a few of these points can badly distort the results of an otherwise reasonable data analysis. This outlier-sensitivity...

I've used both R and Stata for a long time, but these days I use Stata much more frequently than R. While R is useful for some kinds of graphics (especially three-dimensional graphics) and some statistical procedures (for example, finite mixture models...

The german DIN33430 defines quality standards that must be met in “job-related proficiency assessments”, the qualifications of the responsible parties involved, as well as the creation, execution and evaluation of such assessments. Licensed persons are published on a website (german). … Weiterlesen →

Hadley Wickham has just released an update to the ggplot2 graphics package for R. Version 0.9.0 significantly speeds up the process of rendering graphics, and the documentation is much improved (including the addition of many new examples). This update also adds a bunch of new features, which are documented in this 40-page "changes and additions" guide. Here's a sampling...

I recently thought about ways to visualize medications and their co-occurences in a group of children. As long as you want to visualize up to 4 different medications you can simply use Venn diagrams. There is a very nice R-package to generate these kind of graphics for you (for a description see: Chen and Boutros, 2011). But