(bis repetita) Consider the following regression summary,Call: lm(formula = y1 ~ x1) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.0001 1.1247 2.667 0.02573 * x1 0.5001 0.1179 4.241 0.00217 **...
Monthly Archives: October 2012
Regime Detection
Regime Detection comes handy when you are trying to decide which strategy to deploy. For example there are periods (regimes) when Trend Following strategies work better and there are periods when Mean Reversion strategies work better. Today I want to show you one way to detect market Regimes. To detect market Regimes, I will fit 
More data apps spawned by Sandy
As the clean-up continues on the eastern seaboard, I wanted to follow up on Monday's post on tracking Hurricane Sandy with Open Data with a couple of other R-based data applications spawned by the storm. Josef Fruehwald created an R script to tap into local weather sensors to keep track of air pressure, wind speed and rainfall near his...
Using R with Routino to provide road network paths between random Tweets and an iconic Smiths landmark
A couple of days ago I posted how you can go about installing Routino on OSX; and now I have just finished writing a quick post over on my Rpubs blog about how you go about using it from within R. I also wanted to know a bit more about how R and Twitter play
Hierarchical linear models and lmer
Article by Ben Ogorek
Graphics by Bob Forrest
Background
My last article featured linear models with random slopes. For estimation and prediction, we used the lmer function from the lme4 package.
Today we'll consider another level in the hierarchy, one...
Today we'll consider another level in the hierarchy, one...
GGtutorial: Day 3 – Introduction to Colors
So, where does ggplot get its colors? If you’ve ever asked ggplot to color on the basis of a factor, you might have beeen surprised by the default color choices. The fact is, ggplot colors factors on the basis of finding evenly spaced colors a...
Fitting Distributions to Data with R
In “Fitting Distributions with R” Vito Ricci writes;
“Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable. A statistician often is facing with this problem: he has some observations of a quantitative character and he wishes to test if those observations, being a sample of an unknown population, belong from a...
Edmonton R User Group is going live
Edmonton has made a name for itself as the City of Champions, The Gateway to the North and the most northern city in North America with a population of over 1 
Makefiles for R/LaTeX projects
Updated: 21 November 2012 Make is a marvellous tool used by programmers to build software, but it can be used for much more than that. I use make whenever I have a large project involving R files and LaTeX files, which means I use it for almost all of the papers I write, and almost of the consulting reports...
R among TechCrunch’s 5 Trendy Open-Source Techs for Big Data
Tim Gasper (Product Manager at Big Data platform Infochimps) has an informative article at TechCrunch that provides an overview of five open-source technologies trending now for Big Data applications. They are: Storm and Kafka (for processing stream data) Drill and Dremel (for ad-hoc queries of big data) R (for data science with big data) Gremlin and Giraph (for graph...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
