Blog Archives

Quantitative Finance Applications in R – 2

January 9, 2014
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Quantitative Finance Applications in R – 2

by Daniel Hanson QA Data Scientist, Revolution Analytics Some Applications of the xts Time Series Package In our previous discussion, we looked at accessing financial data using the quantmod and Quandl R packages. As noted there, the data series returned by quantmod comes in the form of an xts time series object, and Quandl provides a parameter that sets...

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Forecasting By Combining Expert Opinion

January 3, 2014
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Forecasting By Combining Expert Opinion

by Michael Helbraun Michael is member of Revolution Analytics Sales Support team. In the following post, he shows how to synthesize a probability distribution from the opinion of multiple experts: an excellent way to construct a Bayesian prior. There are lots of different ways to forecast. Depending on whether there’s historical data, trend, or seasonality you might choose to...

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How to ask for R help

January 2, 2014
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by Stephen Welle, Senior Support Engineer at Revolution Alalytics and Joseph Rickert For someone trying to learn any new technology getting help with a problem on a public forum can be stressful. Knowing where to go, deciding how to pose a question and figuring out how to deal with a response can be challenging. Moreover, an unpleasant interaction could...

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Quantitative Finance Applications in R

December 27, 2013
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Quantitative Finance Applications in R

by Daniel Hanson, QA Data Scientist, Revolution Analytics Extracting Financial Data from Internet Source Using R (first in a series) Earlier this month, a colleague and I attended a presentation on Computational Finance in R, given by Guy Yollin of the University of Washington Applied Mathematics faculty, at a meeting of the Seattle useR Group. The first among several...

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Tips on Computing with Big Data in R

December 26, 2013
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by Joseph Rickert The Revolution R Enterprise 7.0 Getting started Guide makes a distinction between High Performance Computing (HPC) which is CPU centric, focusing on using many cores to perform lots of processing on small amounts of data, and High Performance Analytics (HPA), data centric computing that concentrates on feeding data to cores, disk I/O, data locality, efficient threading,...

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Catastrophe Modeling for the Insurance Industry

December 19, 2013
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Catastrophe Modeling for the Insurance Industry

by Joseph Rickert At a Bay Area R User Group (BARUG) meeting this month hosted by Cisco, Dag Lohmann (the co-founder of Katrisk) gave an electrifying talk on catastrophe modeling for the insurance industry. Catastrophes: cyclones, hurricanes, floods earthquakes, terrorist attacks are rare events (from a statistical point of view) that cause losses and human suffering over large geographic...

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A look at the distribution of R package dependencies

December 12, 2013
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A look at the distribution of R package dependencies

by Joseph Rickert For a knitty gritty look at what’s new with R there is no better place to start than Dirk Eddelbuettel’s CRANberries site. Since 2007, the site has been reliably providing near real-time status on CRAN packages. Now, every two hours, CRANberries displays updated information on new R packages, updated R packages and R packages that have...

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2013 was a good year for R User Group Meetings

December 4, 2013
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2013 was a good year for R User Group Meetings

by Joseph Rickert R user groups are thriving. By our count of events listed on Revolution Analytics' Community Calendar, there were about 441 face-to-face R meetups worldwide in 2013; up 41% from 312 in 2012. The plot below indicates what the activity looks like on a monthly basis. (Download the data and R code behind this chart here.) My...

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The R Backpages 2

November 27, 2013
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The R Backpages 2

by Joseph Rickert In this roundup of R-related news: Domino enables data science collaboration; Plotly adds an R graphics gallery; Revolution Analytics R user group sponsorship applications are open; and Quandl adds new data sets. San Francisco startup takes on collaborative Data Science Domino, a San Francisco based startup, is inviting users to sign up to beta test its...

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R and Bayesian Statistics

November 21, 2013
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R and Bayesian Statistics

by Joseph Rickert Drew Linzer, the Bayesian statistician who attracted considerable attention last year with his spot-on, R-based forecast of the 2012 presidential election, recently gave a tutorial on Bayesian statistics to the Bay Area useR Group (BARUG). Drew covered quite a bit of ground running R code that showed how to make use of WinBugs, JAGS and Stan,...

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