NBA Playoff Predictions Update 3 (4-2)

June 5, 2012
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NBA Playoff Predictions Update 3 (4-2)

This is my third update to my original post on predicting the NBA playoffs with an algorithm. Here are updates 1 and 2. The algorithm correctly predicted a Boston win, but missed on the Spurs/Thunder game, so it is currently 4-2. Haven't had any time...

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Digitize linear and (semi-)log scale graphs with multiple point sets

June 5, 2012
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Digitize linear and (semi-)log scale graphs with multiple point sets

Working on a paper, I ran into the problem of needing data from a graph that was not mine, and for which no underlying table was published. With today's software packages, it is however not very difficult to digitize a figure yourself. I remembered rea...

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Announcing Revolution R Enterprise 6.0

June 5, 2012
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Revolution Analytics is proud to announce the latest update to our enhanced, production-grade distribution of R, Revolution R Enterprise. This update expands the range of supported computation platforms, adds new Big Data predictive models, and updates to the latest stable release of open source R (2.14.2), which improves performance of the R interpreter by about 30%. This release expands...

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NBA Playoff Predictions Update 3 (4-2)

June 5, 2012
By
NBA Playoff Predictions Update 3 (4-2)

This is my third update to my original post on predicting the NBA playoffs with an algorithm. Here are updates 1 and 2. The algorithm correctly predicted a Boston win, but missed on the Spurs/Thunder game, so it is currently 4-2. Haven't had any time to update yet, so I will only be able to give you predictions for...

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Book Review: Parallel R

June 5, 2012
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Book Review: Parallel R

You have a problem: R is single-threaded, but your code would be faster if it could simultaneously run on more than one core.  You have access to a cluster and/or your computer has multiple cores.  Parallel R, by Q. Ethan McCallum and Stephen...

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intersect for multiple vectors in R

June 5, 2012
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Say you havea <- c(1,3,5,7,9)b <- c(3,6,8,9,10)c <- c(2,3,4,5,7,9)A straightforward way to do the job is:intersect(intersect(a,b),c)More cleverly, and more conveniently if you have a lot of arguments:Reduce(intersect, list(a,b,c))The Reduce fu...

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NBA Playoff Predictions Update 3 (4-2)

June 5, 2012
By
NBA Playoff Predictions Update 3 (4-2)

This is my third update to my original post on predicting the NBA playoffs with an algorithm. Here are updates 1 and 2. The algorithm correctly predicted a Boston win, but missed on the Spurs/Thunder game, so it is currently 4-2. Haven't had any time ...

Read more »

UK house prices visualised with googleVis-0.2.16

June 5, 2012
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UK house prices visualised with googleVis-0.2.16

A new version of googleVis has been released on CRAN and the project site. Version 0.2.16 adds the functionality to plot quarterly and monthly data as a motion chart. To illustrate the new feature I looked for a quarterly data set and stumbled across t...

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Volatility Quantiles

June 4, 2012
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Volatility Quantiles

Today I want to examine the performance of stocks in the S&P 500 grouped into Quantiles based on one year historical Volatility. The idea is very simple: each week we will form Volatility Quantiles portfolios by grouping stocks in the S&P 500 into Quantiles using one year historical Volatility. Next we will backtest each portfolio

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Applications of R in Government

June 4, 2012
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Following the announcement of the US Government Big Data Initiative, I was asked to write a small article about applications of R in government. The article has just appeared in Government Security News (and I believe will appear in their daily newsletter tomorrow). In the article, I highlighted several R applications that been highlighted here in the blog: In...

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Download and parse EDHEC hedge fund indexes

June 4, 2012
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Download and parse EDHEC hedge fund indexes

In our pre-conference workshop, Brian Peterson and I worked with the EDHEC hedge fund indexes as a way to demonstrate how to use PortfolioAnalytics within the context of long-term allocation problems. Although they are not investible, these indexes are probably more representative than most given that they are, in fact, meta-indexes. Other indexes might be

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Longevity and mortality dynamics with R

June 4, 2012
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Longevity and mortality dynamics with R

Following the previous post on life contingencies and actuarial models in life insurance, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The second part of the talk (on Actuarial models with R) will be dedicated to longevity and mortality. A complete...

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Announcing RPubs: A New Web Publishing Service for R

June 4, 2012
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Announcing RPubs: A New Web Publishing Service for R

Today we’re very excited to announce RPubs, a free service that makes it easy to publish documents to the web from R. RPubs is a quick and easy way to disseminate data analysis and R code and do ad-hoc collaboration with peers. RPubs documents are based on R Markdown, a new feature of knitr 0.5 and RStudio 0.96. To publish

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Longevity and mortality dynamics with R

June 4, 2012
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Longevity and mortality dynamics with R

Following the previous post on life contingencies and actuarial models in life insurance, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial En...

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Extracting an image chunk from a collection of Large MrSid Images

June 4, 2012
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Recently needed to extract a small "chunk" from a collection of adjacent MrSid mosaics, each about 4Gb in size. Once again, GDAL came to the rescue, and saved much time and agony wile working with very large, compressed, and proprietary-format files. T...

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Generate Quasi-Poisson Distribution Variable

June 4, 2012
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Most of regression methods assume that the response variables follow some exponential distribution families, e.g. Guassian, Poisson, Gamma, etc. However, this assumption was frequently violated in real world data by, for example, zero-inflated overdispersion problem. A number of methods were developed to deal with such problem, and among them, Quasi-Poisson and Negative Binomial are the most popular methods perhaps due...

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Announcing The R markdown Package

June 4, 2012
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Many of you have heard about RStudio’s latest release and it’s new R Markdown feature. Today, I’d like to announce the markdown package for R, a tool for converting Markdown documents to HTML, created in collaboration with RStudio. It...

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Messy matters explores the probability of winning of basketball…

June 4, 2012
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Messy matters explores the probability of winning of basketball…

Messy matters explores the probability of winning of basketball game when you’re ahead by x points y minutes before the end of the game.

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How to Convert Sweave LaTeX to knitr R Markdown: Winter Olympic Medals Example

June 4, 2012
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How to Convert Sweave LaTeX to knitr R Markdown: Winter Olympic Medals Example

The following post shows how to manually convert a Sweave LaTeX document into a knitr R Markdown document. The post (1) reviews many of the required changes; (2) provides an example of a document converted to R Markdown format based on an analysis of Winter Olympic Medal data up to and including 2006; and (3) discusses the pros...

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Slidify: Things are coming together fast

June 4, 2012
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Slidify: Things are coming together fast

Tools for using R/RStudio as a one-stop shop for research and presentation have been coming out quickly. I think this one has a good shot of being included in future releases of RStudio: The other day I ran across a new R package called slidify by Ramn...

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Variability in maximum drawdown

June 4, 2012
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Variability in maximum drawdown

Maximum drawdown is blazingly variable. Psychology Probably the most salient feature that an investor notices is the amount lost since the peak: that is, the maximum drawdown. Just because drawdown is noticeable doesn’t mean it is best to notice. Statistics The paper “About the statistics of the maximum drawdown in financial time series” explores drawdown … Continue reading...

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PDF slides and R code examples on Data Mining and Exploration

June 4, 2012
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PDF slides and R code examples on Data Mining and Exploration

by Yanchang Zhao, RDataMining.com There are some nice slides and R code examples on Data Mining and Exploration at http://www.inf.ed.ac.uk/teaching/courses/dme/, which are listed below. PDF Slides: - Overview of Data Mining http://www.inf.ed.ac.uk/teaching/courses/dme/2012/slides/datamining_intro4up.pdf - Visualizing Data http://www.inf.ed.ac.uk/teaching/courses/dme/2012/slides/visualisation4up.pdf - Decision trees http://www.inf.ed.ac.uk/teaching/courses/dme/2012/slides/classification4up.pdf … Continue reading →

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Make R analysis Modules just like MS Excel Templates: Derivative Calculator study case

June 4, 2012
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In this video tutorial, it will show you how to make R analysis Modules just like MS Excel Templates using the Building Derivative Calculator app as study case. Let’s say we wanted to know the derivative of tan(x^2 + 3), commonly, we will use th...

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Grid2Polygons

June 4, 2012
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Grid2Polygons

I’d like to introduce you to the Grid2Polygons function; an R function for converting sp spatial objects from class SpatialGridDataFrame to SpatialPolygonsDataFrame. The significance of this conversion is that spatial polygons can be transformed ...

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Obtaining a protein-protein interaction network for a gene list in R

June 3, 2012
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Obtaining a protein-protein interaction network for a gene list in R

Building a network of interaction between a bunch of genes can help a great deal in understanding the relationships between the seemingly disparate elements from your list. It can seems challenging at first to build such network but it's less complicat...

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How to draw a curve() with ggplot2

June 3, 2012
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How to draw a curve() with ggplot2

ggplot2 improves the graphics drawn with R. A (very) short adaptation time is needed to find how to make graphs equivalent to the ones of graphics. For example, to draw the curve of a function, there is no function similar to curve(). You have to use qplot() by setting the stat and geom arguments as

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Universal portfolio, part 3

June 3, 2012
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Universal portfolio, part 3

After the theoretical analysis, section 8 of Universal Portfolios provides examples.  We now use logopt and R to reproduce them, the first three in this post.The examples of Universal Portfolios use a long time series...

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Screencast: The Making of 3dfcc505dc

June 3, 2012
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Screencast: The Making of 3dfcc505dc

It was all going so well. Until my MacBook began experiencing memory issues. At around the 20 minute mark (which is close to the end), I lost some video explaining the use of the density plot auto-creation super-wizard function. The good news is that i...

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NBA Playoff Predictions Update 2 and Results (3-1)

June 3, 2012
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NBA Playoff Predictions Update 2 and Results (3-1)

This is my second follow-up to my previous two posts which were about predicting NBA games with an algorithm, and my first update to the algorithm. The algorithm's record is now 3-1, as it correctly predicted Boston and Oklahoma City as winners of the...

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