Still gettin' it? I'm off to Montreal for Jazzfest.

This article gives a brief overview of the data.table package written by M. Dowle, T. Short, S. Lianoglou. A data.table is an extension of a data.frame created to reduce the working time of the user in two ways programming time … Continue reading →

Introduction I've been incredibly busy the last month, amongst other things I've moved about 400 miles from Umeå, in the north of sweden, to Stockholm. However, I've been working a lot with R and especially with power analysis both via Monte Carlo simulations and via analytical approaches. I will not write about power analysis here, but I will write about a closely related concept about...

Part II – Solving Big Problems with Oracle R Enterprise In the first post in this series (see https://blogs.oracle.com/R/entry/solving_big_problems_with_oracle), we showed how you can use R to perform historical rate of return calculations against investment data sourced from a spreadsheet. We demonstrated the calculations against sample data for a small set of accounts. While this worked...

I want to continue with Factor Attribution theme that I presented in the Factor Attribution post. I have re-organized the code logic into the following 4 functions: factor.rolling.regression – Factor Attribution over given rolling window factor.rolling.regression.detail.plot – detail time-series plot and histogram for each factor factor.rolling.regression.style.plot – historical style plot for selected 2 factors factor.rolling.regression.bt.plot

While the US's Major League Soccer is using advanced analytics to analyze ball movement and improve team composition, they might want to think about a smaller, but possibly more impactful, goal for analytics. Like, how to explain to an American audience what a 1-2 game means to a basketball or baseball fan not familiar with scoring in the beautiful...

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