Monthly Archives: May 2013

Companies using Open Source R in 2013

May 28, 2013
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A recent quora post asked an interesting question: What interesting companies, open source projects are using R in 2013? Since we've been tracking applications of R here on the blog for a while now, I listed just some of the most recent examples: The New York Times routinely uses R for interactive and print data visualization. Google has more...

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Why doesn’t R have a MaxDiff package?

May 28, 2013
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Almost once every year someone asks if R has a package for running the MaxDiff procedure sold by Sawtooth.  One such inquiry recently received a reply with a link showing in some detail the R code needed to generate a balanced incomplete...

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Intended or Unintended Consequences

May 28, 2013
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Intended or Unintended Consequences

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) A quick glimpse at the US 10y Treasury Bond rate since 2000 seems benign with low volatility and a general downward trend.require(latticeExtra)require(quantmod)US10y <- getSymbols("^TNX", from = "2000-01-01", auto.assign = FALSE)asTheEconomist(xyplot(US10y, scales = list(y = list(rot = 1)), main = "US 10y Yield Since 2000"))From TimelyPortfolioHowever,...

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Using R to communicate via a socket connection

May 28, 2013
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Occasionally, the need arises to communicate with R via another process. There are packages available to facilitate this communication, but for simple problems, a socket connection may be the answer. Nearly all software languages have a socket communic...

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Converting Existing R Scripts to ORE – Getting Started

May 28, 2013
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Converting Existing R Scripts to ORE – Getting Started

Normal 0 false false false EN-US X-NONE X-NONE ...

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R/Finance 2013 Review

May 28, 2013
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It's been one week since the 5th Annual R/Finance conference, and I finally feel sufficiently recovered enough to share my thoughts. The conference is a two-day whirlwind of applied quantitative finance, fantastic networking, and general geekery.The comments below are based on my personal experience.  If I don't comment on a seminar or presentation, it doesn't mean I...

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Value at Risk with exponential smoothing

May 28, 2013
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Value at Risk with exponential smoothing

More accurate than historical, simpler than garch. Previously We’ve discussed exponential smoothing in “Exponential decay models”. The same portfolios were submitted to the same sort of analysis in “A look at historical Value at Risk”. Issue Markets experience volatility clustering.  As the previous post makes clear, historical VaR suffers dramatically from this.  An alternative is … Continue reading...

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Interactive presentation with slidify and googleVis

May 28, 2013
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Interactive presentation with slidify and googleVis

Last week I was invited to give an introduction to googleVis at Lancaster University. This time I decided to use the R package slidify for my talk. Slidify, like knitr, is built on Markdown and makes it very easy to create beautiful HTML5 presentations...

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The heat is on…. or is it? Trend Analysis of Toronto Climate Data

May 27, 2013
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The heat is on…. or is it? Trend Analysis of Toronto Climate Data

The following is a guest post from Joel Harrrison, PhD, consulting Aquatic Scientist.For a luddite like me, this is a big step – posting something on the inter-web.  I’m not on Facebook.  I don’t know what Twitter is.  Hell, I don’t even own a smartphone.  But, I’ve been a devoted follower of Myles’ blog for some time,...

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Writing a Minimal Working Example (MWE) in R

May 27, 2013
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Writing a Minimal Working Example (MWE) in R

How to Ask for Help using R How to Ask for Help using RThe key to getting good help with an R problem is to provide a minimally working reproducible example (MWRE). Making an MWRE is really easy with R, and it will help ensure that...

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