Blog Archives

Visualize violent crime rates in US with choroplethr package

April 11, 2014
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Visualize violent crime rates in US with choroplethr package

Visualize violent crime rates in different US States with choroplethr package Visualize violent crime rates in different US States with choroplethr package I knew choroplethr package by the blog post Animated Choropleths in R a few days ago. As a another visualization tool in R language, I wana try this one. To install the...

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Seamless analytical environment by WDI, dplyr, and rMaps

March 22, 2014
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Recently I found that My R Guru @ramnath_vaidya is developping a new visualization package rMaps. I was so excited when I saw it for the first time and I think that it's really awesome for plotting any data on a map....

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SABR calibration on Shiny

September 16, 2013
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As you already know(if you often use R!!), Shiny allows us to create web applications in R easily. It doesn't require the knowledge of HTML, CSS, javascript, I mean, we don't need to write HTML, CSS and javascript directly to create web application.The...

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Pricing defaultable discount bond with reduced form model

February 14, 2012
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Pricing defaultable discount bond with reduced form model

I often use R language to write "prototype" program. As you know, It has very high productivity and smart grammar. In this article, I would like to show you how to write the program to evaluate the price of defaultable bond by "reduced-form model".Before write a program, we need to understand how to price these bond.Under risk neutral measure, we can...

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Changing world, Changing JGB term structure

November 10, 2011
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Changing world, Changing JGB term structure

Writing the article "How much does "Beta" change depending on time?", I learned how to create an animation by using R language. Then, I would like to continue do that in this article.In this article, I visualize time series of JGB term struct...

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How much does "Beta" change depending on time?

November 1, 2011
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How much does "Beta" change depending on time?

You may often use "Beta" to measure the market exposure of your portfolio because it's easy to calculate.Since I have been wondering how much "Beta" change depending on time, more precisely writing, data-set and the period of return time series, I...

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Pair trading strategy : how to use "PairTrading" package

October 25, 2011
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Pair trading strategy : how to use "PairTrading" package

Mr.Ishikawa(my old friend) and I developed "PairTrading" package, and uploaded it on CRAN.This article shows you how you can use it.The pair trading is a market neutral trading strategy and gives traders a chance to profit regardless of market conditions. The idea of this strategy is quite simple. 1 : Select two stocks(or any assets) moving similarly 2 : Short...

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Yet another way to use R in Excel for .NET programmer

July 6, 2011
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Yet another way to use R in Excel for .NET programmer

I wrote the article whose title is "Another way to use R in Excel for .NET programmer" last night.In that article, We need to use IDE to write C# program.On ther other hand, Excel-DNA give us easier way to create XLL.Let me show you one ...

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Another way to use R in Excel for .NET programmer

July 5, 2011
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Another way to use R in Excel for .NET programmer

As you know, RExcel give us a way to combine R with Excel.But, It just bothering to install some COMs and maybe not be programming but excel manipulation!If you are a .NET programmer, there is another way to call R from Excel.I would like to ...

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Easy way to get yield curve : what you need is only "FRBData" package !

April 28, 2011
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Easy way to get yield curve : what you need is only "FRBData" package !

I made FRBData package and registerd it on CRAN.This package allow you to download financial data from FRB's website.This website provide many economical data such as consumer credit, money stock.This article show you how to use this package.(But, it has only a function about interest rate now. I will create other functions to download other macro-economical data in next version.) First,...

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