Monthly Archives: December 2012

"Economics-style" graphs with bezier() from Hmisc

December 10, 2012
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"Economics-style" graphs with bezier() from Hmisc

So, I really think this one is pretty cool. We spend much of our time in R making graphs with data, but what if you have a theory that you’d like to express graphically? Something like what I’ll call “economics-style” graphs, i...

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Shiny apps are awesome

December 10, 2012
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Shiny apps are awesome

RStudio has a new product called Shiny that, quoting from their website, "makes it super simple for R users like you to turn analyses into interactive web applications that anyone can use". See here for more information. A Shiny basically consists of two files: a ui.r file and a server.r file. The ui.r file, as it says, provides...

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Shiny apps are awesome

December 10, 2012
By
Shiny apps are awesome

RStudio has a new product called Shiny that, quoting from their website, "makes it super simple for R users like you to turn analyses into interactive web applications that anyone can use". See here for more information. A Shiny basically consists of two files: a ui.r file and a server.r file. The ui.r file, as it says, provides...

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ICERM Reproducibility Workshop: Day 1

December 10, 2012
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I'm attending a workshop on reproducibility at ICERM (Brown University) this week. I really appreciate this great opportunity offered by ICERM, Randy and Victoria. It is pretty exciting to meet people that you only knew before through indirect ways. O...

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Using (R) Markdown, Jekyll, & GitHub for a Website

December 10, 2012
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Introduction Markdown has been growing in popularity for writing documents on the web. With the introduction of R Markdown (see also Jeromy Anglim’s post on getting started with R Markdown) and knitr, R Markdown has simplified the publishing of R analysis on the web. I recently converted my website from Wordpress to Jekyll. Jekyll...

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A Simple Model for Realized Volatility

December 9, 2012
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A Simple Model for Realized Volatility

The post has two goals: (1) Explain how to forecast volatility using a simple Heterogeneous Auto-Regressive (HAR) model. (Corsi, 2002) (2) Check if higher moments like Skewness and Kurtosis add forecast value to this model. It will be a high … Continue reading →

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Handling missing data with Amelia

December 9, 2012
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Handling missing data with Amelia

So, what if you have data, but some of the observations are missing? Many statistical techniques assume no missingness, so we might want to “fill in” or rectangularize our data, by replacing missing observations with plausible substitutes....

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How to explore your heartbeat

December 8, 2012
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A few months ago, I bought a really cool book: Exploring Everyday Things (with R and Ruby). I learned many interesting and mostly useless things from the author, Sau Sheong Chang. Chapter 6 for example explains how to build a … Weiterlesen →

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Rcpp attributes: Even easier integration of GSL code into R

December 8, 2012
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Rcpp attributes: Even easier integration of GSL code into R

Following the Rcpp 0.10.0 release, I had written about simulating pi easily by using the wonderful new Rcpp Attributes feature. Now with Rcpp 0.10.1 released a good week ago, it is time to look at how Rcpp Attributes can help with external libraries. As this posts aims to show, it is a breeze! One key aspect is the use of...

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Evaluating term popularity with twitteR

December 8, 2012
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Evaluating term popularity with twitteR

I really wanted to put something together for this series on the twitteR package. Unfortunately, at the moment the number of interesting things than can be done with twitteR, as opposed to through API calls and RCurl, is limited. Regardless, I have Ye...

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