The final table in Universal Portfolios introduces leverage.  It indirectly also shows the dangers of rebalancing on margin, while Kin Ark increases 4.2 times, at 50% margin it goes to nothing.The code below reproduces Table 8.4, again a... [Read more...]

Situation and Outlook for Primary Industries (2012) just published by New Zealand’s Ministry for Primary Industries (click to download page) demonstrates well that R is a limitless tool for analysis and graphing, and the capability of using R is growing in … Continue reading → [Read more...]

Over the course of my PhD, I will be doing a fair amount of georeferencing. This involves obtaining geographic coordinates for localities where weevil specimens have been collected. When I'm the one who has collected them, this is fairly straightforward—Google Maps has made obtaining coordinates a breeze. When it's ... [Read more...]

I have a little delinquent on this whole blogging thing but here is a talk I gave to the DC R Group. On a twisted and Rpy2 web application framework that I built for my company. Enjoy http://bit.ly/NW0Neg J [Read more...]

For German-spoken users I added the function floraweb_scrape.R that allows you to conveniently collect species data and print to a PDF-file (see this example output). The function accesses data provided by the  web-site FloraWeb.de (BfN - Bundesministerium für Naturschutz).You can use it as an interactive ... [Read more...]

In my last post, I considered the shifts in two interestingness measures as possible tools for selecting variables in classification problems.  Specifically, I considered the Gini and Shannon interestingness measures applied to the 22 categorical mushroom characteristics from the UCI mushroom dataset.  The proposed variable selection strategy was to compare these ... [Read more...]

Recommender systems are pervasive. You have encountered them while buying a book on barnesandnoble, renting a movie on Netflix, listening to music on Pandora, to finding the bar visit (FourSquare). Saar for Revolution Analytics, had demonstrated how to get started with some techniques for R here. We will build some ... [Read more...]

The first three tables in Universal Portfolios presents the same information in numerical form as some of the plots.  The following code generates all three tables by defining a function then calling it with suitable parameters.  Th... [Read more...]

This past week for work I had to create some plots to show the max, min, and median of a measure across the levels of a qualitative variable, and show the max and min of the same variable within a … Continue reading → [Read more...]

Mango Solutions announces the next LondonR meeting which will take place on June 19th. The meeting is free and open to anyone interested in R.  If you would like to attend [Read more...]

While speeding up some code the other day working on a project with a colleague I ended up trying Rcpp for the first time. I re-implemented the cosine distance function using RcppArmadillo relatively easily using bits and pieces of code I found scattered around the web. But the speed increase ... [Read more...]

If you spend some time on Twitter, you might have some followers and some people that you follow...the more time you spend, the more people you're going to interact with...Sometimes, you just realized that you're following some many people that might o... [Read more...]

The eight problem of Project Euler: Find the greatest product of five consecutive digits in the 1000-digit number. … The solution is as straightforward as the problem, although the 1000-digit number needs some format changes before product calculation. ?View Code … Continue reading → [Read more...]

The following post documents the steps I needed to take in order to convert a project using Sweave LaTeX into one using knitr LaTeX. Additional Resources It is fairly straightforward to convert a document from Sweave LaTeX to knitr LaTeX. Yihui Xie on... [Read more...]

This is the sixth post in my series on predicting the NBA playoffs with an algorithm. After the Boston loss in their last game, the algorithm is now 5-4 in the playoffs. Hopefully it is correct tonight! Open Sourcing the CodeI have had a couple of re... [Read more...]

After scanning this paper by Zeileis, Leitner & Hornik, I thought it would be interesting to see how the victory odds for each team changes as Euro 2012 progresses. To do this, I am going to collect the daily inverse odds of a tournament victory offered by a popular betting site for ... [Read more...]

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OpenCPU will be presented at useR 2012 in Nashville! Have a look at the abstract and the conference program. In the presentation we will introduce 3 inter-related projects which build on R: OpenCPU An open source framework for web development with R. Ohmage An open source system for large scale participatory sensing ... [Read more...]

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I’m hardly the first person you would want to talk to about learning statistics in R. But if you’re bent on teaching yourself R, and you’ve ended up at my blog, here are some resources I found useful. (No opinions here about whether R is good/bad ... [Read more...]