# Monthly Archives: August 2013

## R Video Blog! 2013-08-26 08:39:00

August 26, 2013
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For more R resources, check out R-Bloggers! I seriously learn something every day from this site.

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## International Summer School on Social Network Analysis: Introduction and Methods of Analysis in R

August 26, 2013
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As mentioned in a previous post, Alex Hanna and I had the opportunity to teach last week at the Higher School of Economic’s International Social Network Analysis Summer School in St. Petersburg.  While last year’s workshop emphasized smaller social networks, this year’s workshop focused on online networks.  For my part, I provided an introductory lecture to… Continue reading →

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## Estimation and simulation of the geometric Ornstein-Uhlenbeck process

August 26, 2013
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The Ornstein-Uhlenbeck process is mean reverting process commonly used to model commodity prices. I demonstrate how to estimate the process using a set of price data and provide a function for simulation.

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## R vs Python: Practical Data Analysis (Nonlinear Regression)

August 26, 2013
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I’ve written a few previous posts comparing R to Python in terms of symbolic math, optimization, and bootstrapping. All of these posts were pretty popular. The last one especially. Many of the commenters brought up the fact that R, while … Continue reading →

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## predictNLS (Part 2, Taylor approximation): confidence intervals for ‘nls’ models

August 26, 2013
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$predictNLS (Part 2, Taylor approximation): confidence intervals for ‘nls’ models$

Initial Remark: Reload this page if formulas don’t display well! As promised, here is the second part on how to obtain confidence intervals for fitted values obtained from nonlinear regression via nls or nlsLM (package ‘minpack.lm’). I covered a Monte Carlo approach in http://rmazing.wordpress.com/2013/08/14/predictnls-part-1-monte-carlo-simulation-confidence-intervals-for-nls-models/, but here we will take a different approach: First- and second-order

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## Changeability of Value at Risk estimators

August 26, 2013
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How does Value at Risk change through time for the same portfolio? Previously There has been a number of posts on Value at Risk, including a basic introduction to Value at Risk and Expected Shortfall. The components garch model was also described. Issue The historical method for Value at Risk is by far the most commonly … Continue reading...

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## Using JavaScript visualization libraries with R

August 26, 2013
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This is a short tutorial on knitr/markdown and JS visualization packages googleVis and rCharts. With these packages you can create web pages with interactive visualizations just using R. This will require minimal or no knowledge of HTML ...

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## OpenCPU 1.0 release!

August 26, 2013
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After more than 3 years of development, we release the first official version of the OpenCPU system. Based on feedback and experiences from the beta series, OpenCPU version 1.0 has been rewritten entirely from scratch. The result is simple and flexible API that is easier to understand yet more powerful than before. With the new release also comes a new website and...

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## analyze the national longitudinal study of adolescent health (addhealth) with r

August 26, 2013
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the national longitudinal survey of adolescent health (addhealth) is to the health and retirement study what teen people is to aarp magazine.  both surveys have followed a cohort of respondents for almost twenty years now, asking them health behav...

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## Use Fluid On MacOS To Build Per-RStudio Server “Dedicated” Clients

August 25, 2013
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I’m jumping around analytics environments these days and have to leave the comfort of my Mac’s RStudio Desktop application to use various RStudio Server instances via browser. While I prefer to use Chrome, the need to have a “dedicated” RStudio Server client outweighs the utility of my favorite browser. This is where Fluid (@FluidApp by

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