May 2012

Exporting from Win ISI / Importing into R

May 29, 2012 | jrcuesta

Chemometric software´s  have the option to export a matrix to a TXT file (in this case a constituents matrix), in a way we can import it easily into R, to work with. It is the first step to go into the R world.I use in this case Win ...
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Project Euler — problem 4

May 29, 2012 | Tony

It’s midnight already. I’m going to bed after I type this. Now the fourth Euler problem: A palindromic number reads the same both ways. The largest palindrome made from the product of two 2-digit numbers is 9009 = 91 99. Find … Continue reading → [Read more...]

Choosing colour palettes. Part I: Introduction

May 29, 2012 | ggplot2

In this series of three posts, we’ll look at colours in R graphics produced with ggplot2: what are the available choices of colour schemes, and how to choose a colour palette most suitable for a particular graphic? In kindergarten, choosing a co... [Read more...]

Example 9.33: Multiple imputation, rounding, and bias

May 29, 2012 | Ken Kleinman

Nick has a paper in the American Statistician warning about bias in multiple imputation arising from rounding data imputed under a normal assumption. One example where you might run afoul of this is if the data are truly dichotomous or count variables, but you model it as normal (either because ...
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knitr, Slideshows, and Dropbox

May 29, 2012 | Christopher Gandrud

I just noticed that Markus Gesmann has a nice post on using RStudio, knitr, Pandoc, and Slidy to create slideshows. After my recent attempt to use deck.rb to turn a Markdown/knitr file into a deck.js presentation I caved in and also decided to go with ...
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Backtesting Classical Technical Patterns

May 28, 2012 | systematicinvestor

In the last post, Classical Technical Patterns, I discussed the algorithm and pattern definitions presented in the Foundations of Technical Analysis by A. Lo, H. Mamaysky, J. Wang (2000) paper. Today, I want to check how different patterns performed historically using SPY. I will follow the rolling window procedure discussed on ... [Read more...]

End of May flotsam

May 28, 2012 | Luis

The end is near! At least the semester is coming to an end, so students have crazy expectations like getting marks back for assignments, and administrators want to see exam scripts. Sigh! What has been happening meanwhile in Quantum Forest? … Continue reading → [Read more...]

The R-Podcast Episode 7: Best Practices for Workflow Management

May 28, 2012 | Eric

Hello everybody, I am finally back with a new episode! In this episode: Hardware issues, major update to RStudio, new forums, and discussion on managing your workflow for projects. I discuss useful functions for executing R scripts and saving/loading R objects for future sessions, and summarize different solutions for ... [Read more...]

Optim, you’re doing it wrong?

May 28, 2012 | diffuseprior

Call me uncouth, but I like my TV loud, my beer cold and my optimization functions as simple as possible. Therefore, what I write in this blog post is very much from a layman’s perspective, and I am happy to be corrected on any fundamental errors. I have recently ... [Read more...]

Industrial Statistics Seminars

May 28, 2012 | Nicola

Andrea Spanò, founder and partner at Quantide, held two seminars about Industrial Statistics at the University of Bergamo. Process Capability Analysis and Gage R&R were topics of seminars. Registered Milano R net users can download presentations from this page. [Read more...]

Again on polar/star/pie charts

May 28, 2012 | Luca Fenu

Haven't had much time to devote to new visualisations, mostly because work and baby have taken the precedence.But I just wanted to take a few minutes to share the latest version of the script I showed last time.It now saves to a pdf file, but that's no...
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Jackknifing portfolio decision returns

May 28, 2012 | Pat

A look at return variability for portfolio changes. The problem Suppose we make some change to our portfolio.  At a later date we can see if that change was good or bad for the portfolio return.  Say, for instance, that it helped by 16 basis points.  How do we properly account ... [Read more...]

ABC+EL=no D(ata)

May 27, 2012 | xi'an

It took us a loooong while [for various and uninteresting reasons] but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/... [Read more...]

The aesthetics of error bars

May 27, 2012 | Thom Baguley

This blog and my other main blog (the companion blog for my book) are now syndicated via R-bloggers (posts tagged R only) and statsblogs.com. The latter is a relatively new blog aggregator but looks to have some interesting content. R-bloggers it quite... [Read more...]
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