Monthly Archives: December 2012

pbdR Updates – Distributed lm.fit() and More

December 3, 2012
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Over the weekend, we updated all of the pbdR packages currently available on the CRAN.  The updates include tons of internal housecleaning as well as many new features. Notably, pbdBASE_0.1-1 and pbdDMAT_0.1-1 were released, which contain lm.fit() methods.  This function in particular has been available at my github for over a month, but didn't make its way to the...

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It’s Time For A Change: A Shiny One

December 3, 2012
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I presented rApache to the public for the first time at the Directions in Statistical Computing workshop in August 2005 (paper), almost seven years ago. It might have been novel, maybe even crazy at the time, but I think rApache showed people a new way to bring R to the web. I presented brew, a templating framework for...

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To Transform or Not To Transform

December 3, 2012
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Many of the forecasting packages in R requires a time series that is covariance stationary. For those who are not familiar with this term, there is an excellent online textbook by Hyndman and Athanasopoulos, Forecasting: Principles and Practice. Click ...

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The surprisingly weak case for global warming

December 3, 2012
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The surprisingly weak case for global warming

I welcome your thoughts on this post, but please read through to the end before commenting. Also, you’ll find the related code (in R) at the end. For those new to this blog, you may be taken aback (though hopefully not bored or shocked!) by how I expose my full process and reasoning. This is

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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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