Monthly Archives: November 2012

R BLAS: GotoBLAS2 vs OpenBLAS vs MKL

November 6, 2012
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R BLAS: GotoBLAS2 vs OpenBLAS vs MKL

Short update to Speed up R by using a different BLAS implementation/: MKL is overall the fastest OpenBLAS is faster than its parent GotoBLAS and comes close to MKL A = matrix(rnorm(n*n),n,n) A %*% A solve(A) svd(A)

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Reverse engineering the SAS data file format

November 6, 2012
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Reverse engineering the SAS data file format

I think it’s rather marvellous that a few expert coders are working on dispelling the cloud of mystery around the proprietary file format used by SAS software. Essentially, saving your data in a SAS format (with a name like mydata.sas7bdat) … Continue reading →

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EPS Market Map in R

November 6, 2012
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EPS Market Map in R

There are a few minor tweaks renaming on this map before it is complete, but I wanted to share the EPS Market Map I put together.  It can be downloaded using this link. This file is meant to be used with R and divides the lower 48 states into the CollegeBoard’s Enrollment Planning Service markets.

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ggplot graphs in publications?

November 6, 2012
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ggplot graphs in publications?

The grey background and/or default choice of colours for groups makes a ggplot graph stand out to any R user when seen in a presentation. But ggplot graphs get all ninja when it comes to publications, either that or not … Continue reading →

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Forest plots in R (ggplot) with side table

November 6, 2012
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Forest plots in R (ggplot) with side table

A friend asked me to help with a forest plot recently. After chatting about what she wanted the end result to look like, this is what I came up with. grid.arrange(data_table, p, ncol=2) ## Warning: Removed 1 rows containing missing … Continue reading →

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analyze the national survey on drug use and health (nsduh) with r

November 6, 2012
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the national survey on drug use and health (nsduh) monitors illicit drug, alcohol, and tobacco use with more detail than any other survey out there.  if you wanna know the average age at first chewing tobacco dip, the prevalence of needle-sharing,...

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Simulating Multiple Asset Paths in R

November 5, 2012
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Simulating Multiple Asset Paths in R

I recently came across the Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios by W. Sun, A. Fan, L. Chen, T. Schouwenaars, M. Albota paper that examines the cost of different rebablancing methods. For example, one might use calendar rebalancing: i.e. rebalance every month / quarter / year. Or one might use threshold rebalancing:

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Quick Post About Getting and Plotting Polls in R

November 5, 2012
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Quick Post About Getting and Plotting Polls in R

With the election nearly upon us, I wanted to share an easy way I just found to download polling data and graph a few with ggplot2. dlinzer at github created a function to download poll data from the Huffington Post's Pollster API.The default is to dow...

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Another look at ideology of the US congress

November 5, 2012
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Another look at ideology of the US congress

In response to last week's post on the rapidly increasing ideology of the US Republican Party, Mike Lawrence suggested another way of looking at the DW-NOMINATE ideology data. Rather than simply looking at boxplots of the congress scores by party over time, we could fit a smooth curve to get a better sense of the trends over time. Mike...

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RInside 0.2.9

November 5, 2012
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A new version 0.2.9 of RInside arrived on CRAN earlier today; Windows binaries have already been built too. RInside provides a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and ...

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