Monthly Archives: December 2012

Italian Bio R Day 2012 – Slides on Reproducible Research using R and Bioconductor

December 3, 2012
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Italian Bio R Day 2012 – Slides on Reproducible Research using R and Bioconductor

Thanks to Parco Tecnologico Padano (PTP), I was invited to speak at the first Italian Bio R Day that was held in Lodi on 30 November 2012. It was a nice opportunity to talk and listen about different aspects of R from practitioners with different backg...

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Scaling legislative roll call votes with wnominate

December 3, 2012
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Scaling legislative roll call votes with wnominate

We’ve used NOMINATE scaling data before here at is.R(), but today’s Gist shows, in just a few lines of code, how to download up-to-date roll call data and run those votes through Keith Poole (et. al.)’s DW-NOMINATE procedure. It&#82...

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analyze the basic stand alone medicare claims public use files (bsapufs) with r and monetdb

December 3, 2012
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the centers for medicare and medicaid services (cms) took the plunge.  the famous medicare 5% sample has been released to the public, free of charge.  jfyi - medicare is the u.s. government program that provides health insurance to 50 million...

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Variability in long-short decile strategy tests

December 3, 2012
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Variability in long-short decile strategy tests

How to capture return variability when testing strategies with long-short deciles. Traditional practice Question: Does variable X have predictive power for our universe of assets? A common scheme of quants to answer the question is to form a series of portfolios over time.  The portfolio at each time point: is long the equal weighting of … Continue reading...

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Follow-up: So … daylight savings time does not minimize variance in sunrises

December 3, 2012
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Follow-up: So … daylight savings time does not minimize variance in sunrises

Last week we posted a nice theory about daylight savings time, in particular, that its dates were chosen to reduce variance in the time of sunrise. It looked plausible from the graph. We were talking to our Microsoft Research colleague Jake Hofman who suggested "why don't you just find the optimal dates to change the clock by one hour?" So...

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Google analytics data extraction in R

December 3, 2012
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Google analytics data extraction in R

Unlike other posts on this blog this particular post is more focused on coding using R so audience with the developer mindset would like it more than pure business analysts. My goal is to describe an alternate method to use to extract the data from Google Analytics via API into R. I have been using

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Exchange Data between Python and R with SQLite

December 2, 2012
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Exchange Data between Python and R with SQLite

SQLite is a light-weight database with zero-configuration. Being fast, reliable, and simple, SQLite is a good choice to store / query large data, e.g. terabytes, and is well supported by both Python and R.

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forecast package v4.0

December 2, 2012
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forecast package v4.0

A few days ago I released version 4.0 of the forecast package for R. There were quite a few changes and new features, so I thought it deserved a new version number. I keep a list of changes in the Changelog for the package, but I doubt that many people look at it. So for the record, here are...

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Closures in R: A useful abstraction

December 2, 2012
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People who have been using R for any length of time have probably become accustomed to passing functions as arguments to other functions. From my experience, however, people are much less likely to return functions from their own custom code. … Continue reading →

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Helper Function Contest

December 2, 2012
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Helper Function Contest

Just in time for the holidays, ProgrammingR is giving you the opportunity to win a gift for yourself or someone who loves R. And in the spirit of the holidays, you’ll also be giving back to the R community. In the last article I presented two helper functions I use often. I also teased an The post Helper...

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