November 2012

Parallelized Back Testing

November 16, 2012 | ivannp

As mentioned earlier, currently I am playing with trading strategies based on Support Vector Machines. At a high level, the approach is quite similar to what I have implemented for my ARMA+GARCH strategy. Briefly, the simulation goes as follows: we step through the series one period (day, week, etc) ... [Read more...]

Making sense of random effects

November 16, 2012 | Ted Hart

The other night in my office I got into a discussion with my office mate, the brilliant scientist / amazing skier Dr. Thor Veen about how to understand the random effect variance term in a mixed-effects model. Thor teaches the R statistics course here at UBC, and last night a student ... [Read more...]

Which programming language is the most concise?

November 16, 2012 | David Smith

An expressive programming language allows developers to implement algorithms quickly, by using high-level concepts and leaving the details to the language implementation. The result is clearer, more maintainable code that can be created in less time. (Although shorter code isn't always better, especially when taken to extremes.) So which programming ... [Read more...]

Simulating Sudden Oak Death Dynamics

November 16, 2012 | Noam Ross

I am working on a project with the Rizzo Lab examining the dynamics of Sudden Oak Death (SOD). I really have to write more about this, but today I’m just going to post the results of an initial exercise. Here I attempt to replicate model results from Cobb et ... [Read more...]

Revolution Newsletter: November 2012

November 16, 2012 | David Smith

The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full November edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Now Available: Revolution R Enterprise 6.1 ... [Read more...]

Excel + Cytoscape + R = ExCytR

November 16, 2012 | dgrapov

My new project is coming along nicely and should be released early 2013. It builds on the structures developed in imDEV to link Excel, Cytoscape and R using RExcel,  RCytoscape, and CytoscapeRPC . This trio can be used to rapidly generate beautiful and  informative network representations of data. Here is an example ... [Read more...]

Logo Contest Winner

November 16, 2012 | simplystatistics

Congratulations to Bradley Saul, the winner of the Simply Statistics Logo contest! We had some great entries which made it difficult to choose between them. You can see the new logo to the right of our home page or the … Continue reading → [Read more...]

Hjust and Vjust

November 16, 2012 | is.R()

So, when you’re setting the position of text in ggplot, you may have to use the hjust and vjust commands. Depending on your demands, and if you don’t understand what they’re doing, they might seem hard to use. I found one script that... [Read more...]

Exit PEBOS – Enter exit polls

November 16, 2012 | distantobserver

PEBOS is over. Time to look at the details of the Election. The final results are not yet in, but the exit polls are there, and up for grabs. Just to get warm: here's a tiny example.Obviously Romney had an age problem. But for now I don't want to ... [Read more...]

GEE QIC update

November 15, 2012 | Daniel Hocking

Here is improved code for calculating QIC from geeglm in geepack in R (original post). Let me know how it works. I haven’t tested it much, but is seems that QIC may select overparameterized models. In the code below, I … Continue reading → [Read more...]

What does R do? Bring people together, of course!

November 15, 2012 | Corey Chivers

Last night we had a great meet up of the Montreal R User Group. I got things started with a little presentation asking the question “What does R do?” (slides). I made the presentation using Montreal R User Group member Ramnath Vaidyanathan‘s Slidify package. Slidify allows you to generate ... [Read more...]

Innovation in Statistical Computing

November 15, 2012 | Jeffrey Horner

In A Capitalist’s Dilemma, Whoever Wins on Tuesday, Clayton Christensen lays out three kinds of innovations through which an industry cycles: Empowering Innovations - those that offer products and services to a new customer base. The classic empowering (or disruptive) innovation is Ford Motor Company’s introduction of the ... [Read more...]

Reproducible Research: With Us or Against Us?

November 15, 2012 | rdpeng

Last night this article by Chris Drummond of the Canadian National Research Council (Conseil national de recherches Canada) popped up in my Google Scholar alert. The title of the article, “Reproducible Research: a Dissenting Opinion” would seem to indicate that he disagrees … Continue reading → [Read more...]

Textual Healing Part II

November 15, 2012 | is.R()

Yesterday’s post showed a number of quick coding options for changing text in a basic ggplot. Here’s another two tricks for fine-tuning faceted plots. Again, let’s load our made up data about tooth growth (a real dataset in R, ToothGr... [Read more...]
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