For the last course MAT8886 of this (long) winter session, on copulas (and extremes), we will discuss risk aggregation. The course will be mainly on the problem of bounding the distribution (or some risk measure, say the Value-at-Risk) for two random variables with given marginal distribution. For instance, we have two Gaussian risks. What could be be worst-case scenario...
Monthly Archives: September 2012
Simplest possible heatmap with ggplot2
Featuring the lovely “spectral” palette from Colorbrewer. This really just serves as a reminder of how to do four things I frequently want to do: Make a heatmap of some kind of matrix, often a square correlation matrix Reorder a factor vari...
Calling Minimum Correlation Algorithm from Excel using RExcel & VBA
I want to show the example of calling the Minimum Correlation Algorithm from Excel. I will use RExcel to connect R and Excel and will create a small VBA cell array function to communicate between Excel and R. I have previously discussed the concept of connecting R and Excel in the “Calling Systematic Investor Toolbox 
eeptools 0.1 Available on CRAN Now!
eeptools 0.1 is available now on CRAN! You can install it by simply typing:install.packages('eeptools')in your R console now. The package allows users to play with a number of built in datasets for folks in education beginning to learn R, custom themes...
structure and uncertainty, Bristol, Sept. 26
Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. He did bring a new perspective on 
Association Rule Learning and the Apriori Algorithm
Association Rule Learning (also called Association Rule Mining) is a common technique used to find associations between many variables. It is often used by grocery stores, retailers, and anyone with a large transactional databases. It’s the same way that Target knows your pregnant or when you’re buying an item on Amazon.com they know what else you want
Merging Data Sets Based on Partially Matched Data Elements
A tweet from @coneee yesterday about merging two datasets using columns of data that don’t quite match got me wondering about a possible R recipe for handling partial matching. The data in question related to country names in a datafile that needed fusing with country names in a listing of ISO country codes. The original 
R courses in Belgium
Every year, the Leuven Statistics Research Center (Belgium) is offering short courses for professionals and researchers in statistics and statistical tools.
The following link shows the overview of the courses: http://lstat.kuleuven.be/consulting/shortcourses/ENcourse%20overview.htm or get it here in pdf: http://lstat.kuleuven.be/consulting/shortcourses/BRO_LSTAT_2012-2013.pdf
This year, BNOSAC is presenting the course on Advanced R Programming Topics, which will be held on Oktober 18-19.
This course...
Creating Scientific Posters using R, Latex, Beamer and Beamerposter
A while ago I had the need to produce some posters that included lots of data (scientific style). Having recently got back into R and learning LaTex I googled for a way to do this using R. Here's what I found and ended up with, using R, LaT...
Using R in production: industry experts share their experiences
I had a great time yesterday moderating the "R in Action" panel discussion at the DataWeek conference in San Francisco. Each of the panelists represented a company that is actively using R and/or Revolution R Enterprise. Here (from memory, since I couldn't take notes) are some the things they shared: Jesse Bridgewater from eBay talked about how R is...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
