Monthly Archives: May 2014

A quick look at FX realized vol

May 31, 2014
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A quick look at FX realized vol

Much has been said about the decline in volatility. At the moment I am very active in FX spot trading and as a generalization do better the more vol there is. I wanted to see how things stood on the crosses I am most active in, namely EUR/USD, GBP/USD and USD/JPY. I took hourly data from FxPro (not my broker, nor...

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RcppGSL 0.2.1 and 0.2.2

A few days ago, version 0.2.1 of RcppGSL---our interface package between R and the GNU GSL using our Rcpp package for seamless R and C++ integration---appeared on CRAN making it the first release in some time. And it turned that this version tickle...

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Retrospective: Writing an O’Reilly Book

May 31, 2014
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Retrospective: Writing an O’Reilly Book

A number of people have asked me about the amount of time and effort involved in writing a book as I just completed one for O'Reilly (published in April and is available on Amazon).   The process at O'Reilly is unique in that a book is written and initially formatted on an application called...

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Mindoro Digital Elevation Map Updated

May 30, 2014
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Mindoro Digital Elevation Map Updated

Almost 2 years ago, I made a post on creating digital elevation map using R. For that post, I used the basic R plotting function to create the map. Recently, I started learning to use ggplot2 package for visualizing data. Today, I created the same map ...

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Tools for Online Teaching

May 30, 2014
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Last semester (Fall 2014), I organized and taught an interdisciplinary, collaborative class titled Probability for Scientists. Getting 4 separate teachers on the same page was a challenge, but as scientists we're used to communicating over email, and ...

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Trimming the Fat from glm() Models in R

May 30, 2014
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Trimming the Fat from glm() Models in R

One of the attractive aspects of logistic regression models (and linear models in general) is their compactness: the size of the model grows in the number of coefficients, not in the size of the training data. With R, though, glm models are not so concise; we noticed this to our dismay when we tried to Related posts:

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Modeling data with functional programming in R – Vector mechanics

May 30, 2014
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Modeling data with functional programming in R – Vector mechanics

I’m pleased to announce the completion of the second chapter of my book, Modeling data with functional programming in R. …Continue reading →

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hipsteR: Learn what you missed in R as an early adopter

May 30, 2014
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If you learned R in its early days (say, the early 2000's or even the late 1990's) you may still be using some — ahem — old-fashioned ways to accomplish some tasks better served by newer functions and packages. To help those of us who have may missed some of R's more recent innovations, Karl Broman created hipsteR, a...

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Visualizing asylum statistics

May 30, 2014
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Visualizing asylum statistics

Note: of potential interest to R users for the dynamic Google chart generated via googleVis in R and discussed towards the end of the post. Here you can go directly to the graph. An emergency refugee center, opened in September … Continue reading →

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Step-by-Step Guide to Setting Up an R-Hadoop System

May 30, 2014
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Step-by-Step Guide to Setting Up an R-Hadoop System

by Yanchang Zhao RDataMining.com Following my first R-Hadoop system setup guide written in Sept 2013, I have further tested setting up a Hadoop system for running R code, as well as using HBase. I have tested it both on a … Continue reading →

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