Following the announcement of the US Government Big Data Initiative, I was asked to write a small article about applications of R in government. The article has just appeared in Government Security News (and I believe will appear in their daily newsletter tomorrow). In the article, I highlighted several R applications that been highlighted here in the blog: In...
Monthly Archives: June 2012
Download and parse EDHEC hedge fund indexes
In our pre-conference workshop, Brian Peterson and I worked with the EDHEC hedge fund indexes as a way to demonstrate how to use PortfolioAnalytics within the context of long-term allocation problems. Although they are not investible, these indexes are probably more representative than most given that they are, in fact, meta-indexes. Other indexes might be 
Longevity and mortality dynamics with R
Following the previous post on life contingencies and actuarial models in life insurance, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The second part of the talk (on Actuarial models with R) will be dedicated to longevity and mortality. A complete...
Announcing RPubs: A New Web Publishing Service for R
Today we’re very excited to announce RPubs, a free service that makes it easy to publish documents to the web from R. RPubs is a quick and easy way to disseminate data analysis and R code and do ad-hoc collaboration with peers. RPubs documents are based on R Markdown, a new feature of knitr 0.5 and RStudio 0.96. To publish 
Longevity and mortality dynamics with R
Following the previous post on life contingencies and actuarial models in life insurance, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial En...
Extracting an image chunk from a collection of Large MrSid Images
Recently needed to extract a small "chunk" from a collection of adjacent MrSid mosaics, each about 4Gb in size. Once again, GDAL came to the rescue, and saved much time and agony wile working with very large, compressed, and proprietary-format files. T...
Generate Quasi-Poisson Distribution Variable
Most of regression methods assume that the response variables follow some exponential distribution families, e.g. Guassian, Poisson, Gamma, etc. However, this assumption was frequently violated in real world data by, for example, zero-inflated overdispersion problem. A number of methods were developed to deal with such problem, and among them, Quasi-Poisson and Negative Binomial are the most popular methods perhaps due...
Announcing The R markdown Package
Many of you have heard about RStudio’s latest release and it’s new R Markdown feature. Today, I’d like to announce the markdown package for R, a tool for converting Markdown documents to HTML, created in collaboration with RStudio. It...
Messy matters explores the probability of winning of basketball…
Messy matters explores the probability of winning of basketball game when you’re ahead by x points y minutes before the end of the game.
How to Convert Sweave LaTeX to knitr R Markdown: Winter Olympic Medals Example
The following post shows how to manually convert a Sweave LaTeX document into a knitr R Markdown document. The post (1) reviews many of the required changes; (2) provides an example of a document converted to R Markdown format based on an analysis of Winter Olympic Medal data up to and including 2006; and (3) discusses the pros...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
