Blog Archives

GSOC 2014: Let’s do it again!

March 11, 2014
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GSOC 2014: Let’s do it again!

Google Summer of Code opened for students on Monday, March 10, more than a month earlier than last year.  If you weren’t following the announcements and that deadline caught you wrong-footed, all I can say is that the good news is that students will know their fate by April 21, well before the summer starts.

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Some belated spring cleaning

August 11, 2013
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Some belated spring cleaning

A very busy spring has transitioned into a very busy summer, so let me recap a few topics that probably deserve more time than I’ll give them here. Here are the things I’m overdue on, in no particular order: Publications In the March edition of the Journal of Risk, Kris Boudt, Brian Peterson and I

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R/Finance 2013 Is Coming Quickly…

May 5, 2013
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R/Finance 2013 Is Coming Quickly…

There is about two weeks remaining until R/Finance 2013 - being held on May 17th and 18th at UIC in Chicago.  Make sure you register beforehand to ensure you have a spot, and – yes - you do want to come to the conference dinner on Friday.   I am particularly excited about the lineup of keynotes

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Writing from R to Excel with xlsx

May 1, 2013
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Writing from R to Excel with xlsx

Paul Teetor, who is doing yeoman’s duty as one of the organizers of the Chicago R User Group (CRUG), asked recently if I would do a short presentation about a “favorite package”.  I picked xlsx, one of the many packages that provides a bridge between spreadsheets and R.  Here are the slides from my presentation

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GSoC and R: Off to the Races

April 25, 2013
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GSoC and R: Off to the Races

Google Summer of Code has now opened for student applications, and the R Project has once again been selected as a mentoring organization.  I’ve discussed before that a variety of mentors have proposed a number of projects for students to work on during this summer, but I wanted to emphasize some points about the schedule. The deadline for

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GSoC 2013: At the starting line

April 18, 2013
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GSoC 2013: At the starting line

Google Summer of Code will be open for students on Monday, April 22.  The R Project has once again been selected as a mentoring organization , and a variety of mentors have proposed a number of projects for students to work on during this summer.  Here’s a bit about the program, and more on the

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GSOC 2013: IID Assumptions in Performance Measurement

March 9, 2013
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GSOC 2013: IID Assumptions in Performance Measurement

Google Summer of Code for 2013 has been announced and organizations such as R are beginning to assemble ideas for student projects this summer. If you’re an interested student, there’s a list of project proposals on the R wiki. If you’re considering being a mentor, post a project idea on the site soon – project

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The Paul Tol 21-color salute

February 27, 2013
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The Paul Tol 21-color salute

You may or may not know that PerformanceAnalytics contains a number of specific color schemes designed for charting data in R (they aren’t documented well, but they show up in some of the chart examples). I’ve been collecting color palates for years in search of good combinations of attractiveness, relative weight, and distinctiveness, helped along

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Visually Comparing Return Distributions

January 18, 2013
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Visually Comparing Return Distributions

Here is a spot of code to create a series of small multiples for comparing return distributions. You may have spotted this in a presentation I posted about earlier, but I’ve been using it here and there and am finally satisfied that it is a generally useful view, so I functionalized it. When visually comparing

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R/Finance 2013 Call for Papers

January 5, 2013
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R/Finance 2013 Call for Papers

It’s that time of year again – we’ve just posted our Call for Papers for the R/Finance 2013 conference, which focuses on applied finance using R. This is our fifth annual conference, again organized by a group of R package authors and community contributors and hosted by the International Center for Futures and Derivatives (ICFD)

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