Changeability of Value at Risk estimators

August 26, 2013
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Changeability of Value at Risk estimators

How does Value at Risk change through time for the same portfolio? Previously There has been a number of posts on Value at Risk, including a basic introduction to Value at Risk and Expected Shortfall. The components garch model was also described. Issue The historical method for Value at Risk is by far the most commonly … Continue reading...

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Using JavaScript visualization libraries with R

August 26, 2013
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This is a short tutorial on knitr/markdown and JS visualization packages googleVis and rCharts. With these packages you can create web pages with interactive visualizations just using R. This will require minimal or no knowledge of HTML ...

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OpenCPU 1.0 release!

August 26, 2013
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After more than 3 years of development, we release the first official version of the OpenCPU system. Based on feedback and experiences from the beta series, OpenCPU version 1.0 has been rewritten entirely from scratch. The result is simple and flexible API that is easier to understand yet more powerful than before. With the new release also comes a new website and...

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analyze the national longitudinal study of adolescent health (addhealth) with r

August 26, 2013
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the national longitudinal survey of adolescent health (addhealth) is to the health and retirement study what teen people is to aarp magazine.  both surveys have followed a cohort of respondents for almost twenty years now, asking them health behav...

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Use Fluid On MacOS To Build Per-RStudio Server “Dedicated” Clients

August 25, 2013
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Use Fluid On MacOS To Build Per-RStudio Server “Dedicated” Clients

I’m jumping around analytics environments these days and have to leave the comfort of my Mac’s RStudio Desktop application to use various RStudio Server instances via browser. While I prefer to use Chrome, the need to have a “dedicated” RStudio Server client outweighs the utility of my favorite browser. This is where Fluid (@FluidApp by

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GDAT Class October 14-18, 2013

August 25, 2013
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GDAT Class October 14-18, 2013

This is your fast track to enterprise performance analysis and capacity planning with an emphasis on applying R statistical tools to your performance data. Early-bird discounts are available for the Level III Guerrilla Data Analysis Techniques class O...

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RSiteCatalyst Version 1.1 Release Notes

August 25, 2013
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RSiteCatalyst version 1.1 is now available on CRAN. Changes from version 1 include: Support for Correlations/Subrelations in the QueueRanked function Support for Current Data in all ‘Queue‘ functions Support Anomaly Detection for QueueOvertime and QueueTrended functions (example usage with ggplot2 graph) Decrease in wait time for API calls (from 5 seconds to 2 seconds) and extending RSiteCatalyst Version 1.1...

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Non-linear regression in R

August 25, 2013
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Non-linear regression in R

Here is the link to the article: http://rpubs.com/hughes/7812 There you will discover how to simulate and fit: power function, Michaelis-Menten equation and sigmoid curves in R, the fit is done by least-square using the ‘nls’ function.Filed under: R and Stat Tagged: NLS, R

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More REML exercise

August 25, 2013
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Last week I tried exercise 1 of the SAS(R) proc mixed with R libraries lme4 and MCMCglm. So this week I aimed for exercise 2 but ended up redoing exercise 1 with nlme.Exercise 2 results gave me problems with library lme4 and latter parts of the ex...

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From SVG to probability distributions [with R package]

August 25, 2013
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From SVG to probability distributions [with R package]

Hey, To illustrate generally complex probability density functions on continuous spaces, researchers always use the same examples, for instance mixtures of Gaussian distributions or a banana shaped distribution defined on with density function: If we draw a sample from this distribution using MCMC we obtain a plot like this one: Clearly it doesn’t really look

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The Wonders of foreach

August 25, 2013
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The Wonders of foreach

Writing code from scratch to do parallel computations can be rather tricky. However, the packages providing parallel facilities in R make it remarkably easy. One such package is foreach. I am going to document my trail of discovery with foreach, which began some time ago, but has really come into fruition over the last few

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Using R in Used Car Search

August 24, 2013
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Using R in Used Car Search

Recently I was looking to buy a used car. I was using the Edmunds website to estimate the true market value of a used car. It has a nice click through interface where it guides you to input make, model, … Continue reading →

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Exporting Results of Linear Regression with Robust Standard Errors

August 24, 2013
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Geeky Reviews – Madras Cafe via Twitter

August 24, 2013
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Geeky Reviews – Madras Cafe via Twitter

It seems like I have been going south since the blog started, first with the politicians and then Chennai Express. So continuing that journey, this time around I am looking at a Madras Cafe to find out what the TwitterVerse has been talking about it. Now the process is pretty much similar to that of... Read More ...

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Residuals from a logistic regression

August 23, 2013
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Residuals from a logistic regression

I always claim that graphs are important in econometrics and statistics ! Of course, it is usually not that simple. Let me come back to a recent experience. A got an email from Sami yesterday, sending me a graph of residuals, and asking me what could be done with a graph of residuals, obtained from a logistic regression ?...

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New Webinar: High Performance Predictive Analytics in R and Hadoop

August 23, 2013
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This coming Tuesday, August 27, our US Chief Scientist Mario Inchosa will reveal some details of the forthcoming in-Hadoop predictive analytics capabilities of Revolution R Enterprise 7, due for release later this year. Here's the abtract of his webinar, High Performance Predictive Analytics in R and Hadoop: Hadoop is rapidly being adopted as a major platform for storing and...

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Update to metvurst

August 23, 2013
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Update to metvurst

Here's a quick update to metvurst in response to some issues encountered over the last weeks. The most important change is that the strip() function now returns the plot object rather than printing it. This means that we can work … Continue reading →

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Exploring the robustness of Bayes Factors: A convenient plotting function

August 23, 2013
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Exploring the robustness of Bayes Factors: A convenient plotting function

One critique frequently heard about Bayesian statistics is the subjectivity of the assumed prior distribution. If one is cherry-picking a prior, of course the posterior can be tweaked, especially when only few data points are at hand. For example, see the Scholarpedia article on Bayesian statistics: In the uncommon situation that the data are extensive

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Rcmdr version 2.0-0 now on CRAN

August 23, 2013
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Rcmdr version 2.0-0 now on CRAN

Guest post by John Fox (based on his announcement in the mailing list) Dear R-help list members, Version 2.0-0 of the Rcmdr package is now on CRAN and should appear presently on the various CRAN mirrors. As its number implies, this version represents a milestone in the development of the package, which first appeared on CRAN more than 10 years ago. The...

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GitHub renders CSV in the browser, becomes even better for social data set creation

August 22, 2013
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GitHub renders CSV in the browser, becomes even better for social data set creation

I've written in a number of places about how GitHub can be a great place to store data. Unlike basically all other web data storage sites (many of which I really like such as Dataverse and FigShare) GitHub enables deep social data set development and f...

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Quantifying uncertainty around R-squared for generalized linear mixed models

August 22, 2013
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Quantifying uncertainty around R-squared for generalized linear mixed models

People love $R^2$. As such, when Nakagawa and Schielzeth published an article in the journal Methods in Ecology and Evolution earlier this year, ecologists (amid increasing use of generalized linear mixed models (GLMMs)) rejoiced. Now there’s an R function that automates $R^2$ calculations for GLMMs fit with the lme4 package. $R^2$ is usually reported as a...

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‘Tis the Season for September Bearishness?

August 22, 2013
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‘Tis the Season for September Bearishness?

Is September Bearish? Traders love discussing seasonality, and September declines in US equity markets are a favorite topic. Historically September has underperformed every other month of the year, offering a mean return of -.56% on the S&P 500 index from 1950 to 2012; 54% of Septembers were bearish over the same period – more than any other month. Empirically, September...

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‘Tis the Season for September Bearishness?

August 22, 2013
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‘Tis the Season for September Bearishness?

Is September Bearish? Traders love discussing seasonality, and September declines in US equity markets are a favorite topic. Historically September has underperformed every other month of the year, offering a mean return of -.56% on the S&P 500 index from 1950 to 2012; 54% of Septembers were bearish over the same period – more than any other month. Empirically, September...

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Date Formats in R

August 22, 2013
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Importing DatesDates can be imported from character, numeric, POSIXlt, and POSIXct formats using the as.Date function from the base package.If your data were exported from Excel, they will possibly be in numeric format. Otherwise, they will m...

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Zurich, July 2013 – Stability Analytics

August 22, 2013
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on their blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave,...

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Forecasting From Log-Linear Regressions

August 22, 2013
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Forecasting From Log-Linear Regressions

I was in (yet another) session with my analyst, "Jane", the other day, and quite unintentionally the conversation turned, once again, to the subject of "semi-log" regression equations.After my previous rant to discussion with her about this matter, I've tried to stay on the straight and narrow. It's better for my blood pressure, apart from anything else! Anyway, somehow...

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Big Data Sets you can use with R

August 22, 2013
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Big Data Sets you can use with R

by Joseph Rickert The world may indeed be awash with data, however, it is not always easy to find a suitable data set when you need one. As the number of people becoming involved with R and data science increases so does the need for interesting data sets for creating examples, showcasing machine learning algorithms and developing statistical analyses....

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Forecasting with Neural Network (using SAP HANA and R)

Forecasting with Neural Network (using SAP HANA and R)

Usually...when I use R...I try to use it with SAP HANA as well...and the most simple way to make them work is for sure an ODBC connection....fast and simple...First, I went to my SAP HANA Studio to get the query...which is basically...get all the seats...

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Exploring the robustness of Bayes Factors: A convenient plotting function

August 22, 2013
By
Exploring the robustness of Bayes Factors: A convenient plotting function

One critique frequently heard about Bayesian statistics is the subjectivity of the assumed prior distribution. If one is cherry-picking a prior, of course the posterior can be tweaked, especially when only few data points are at hand. For example, see the Scholarpedia article on Bayesian statistics: In the uncommon situation that the data are extensive

Read more »

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