Registration is now open for R/Finance 2012 in Chicago, the conference devoted to applications of R in the financial sector. The program has also been announced, with topics including: modelling insurance claim reserves; risk management in power markets; peer performance of hedge funds; hedging event risk; operational risk measurement with R and RevoScaleR; and...
Blog Archives
New R User Group in Montréal
The Biology Department at McGill University in Québec, Canada has been running a series of R workshops since 2010. Past topics have included Generalized Additive Models, Linear Mixed-effects Models and a four-part Intro to R series -- follow the links and look at the bottom of each page for some very useful course notes....
Revolution Newsletter: March 2012
The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full March edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Download Revolution R Enterprise, free for Academics. The new...
Simplify working with times and dates in R
R has some very powerful built-in features for working with dates, times, and time-zones. But power and flexibility rarely correlate with ease-of-use, and this is no exception. The lubridate package comes to the rescue, make things a bit easier when working with chronological data in R. The paper Dates and Times Made Easy with...
SAP integrates R with HANA
We can add SAP to the list of vendors offering R integration with their products. InformationWeek reports that the new SAP BusinessObjects Predictive Analysis model provides a graphical user interface to R. Created in reaction to "competitive and market forces, including the momentum of open source R", the new module provides in-database processing (presumably...
The Anachronism Machine: The Language of Downton Abbey
I've recently become hooked on the TV series Downton Abbey. I'm not usually one for costume dramas, but the mix of fine acting, the intriguing social relationships, and the larger WW1-era story make for compelling viewing. (Also: Maggie Smith is a treasure.) Despite the widespread criticial acclaim, Downton has met with criticism for some...
R and Hadoop: Step-by-step tutorials
At the recent Big Data Workshop held by the Boston Predictive Analytics group, airline analyst and R user Jeffrey Breen gave a step-by-step guide to setting up an R and Hadoop infrastructure. Firstly, as a local virtual instance of Hadoop with R, using VMWare and Cloudera's Hadoop Demo VM. (This is a great way...
Video: Using R in Academic Finance
The slides and replay for Dr Sanjiv Das's webinar, Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice are now available. I've embedded the slides below: they tell a great story of how Das, after being mistaken for the then-CEO of Citibank (with whom he shares a name) was...
In case you missed it: February Roundup
In case you missed them, here are some articles from February of particular interest to R users. February 29 marked the 12th anniversary of the release of R 1.0.0, and the release of R 2.14.2. A list of commercial vendors who have integrated R with their products for data, analysis, and presentation. The rmr...
New R User Group in Milan
Italy now has three local R user groups, thanks to the recent formation of MilanoR in the city of Milan. Founded by R consulting company Quantide's Andrea Spanò, R-core member and University of Milan professor Stefano Iacus, and quantitative consultant Daniele Amberti, MilanoR will be a forum to "exchange knowledge, learn and share tricks...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
