ABC+EL=no D(ata)

May 27, 2012
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ABC+EL=no D(ata)

It took us a loooong while but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/o much Bayesian connections and this got me thinking

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The aesthetics of error bars

May 27, 2012
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The aesthetics of error bars

This blog and my other main blog (the companion blog for my book) are now syndicated via R-bloggers (posts tagged R only) and statsblogs.com. The latter is a relatively new blog aggregator but looks to have some interesting content. R-bloggers it quite...

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Ben Schmid took ship’s log data (previously visualized in…

May 27, 2012
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Ben Schmid took ship’s log data (previously visualized in…

Ben Schmid took ship’s log data (previously visualized in static form on the the Spatial Analysis blog), and used ggplot and ffmpeg to animate the paths of individual voyages from 1750-1850. The images above come from the animation that combines all ...

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Project Euler — problem 3

May 27, 2012
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The third problem: The prime factors of 13195 are 5, 7, 13 and 29. What is the largest prime factor of the number 600851475143 ? My solvement is straightforward: firstly to identify all the prime numbers between 2 and sqrt(n); secondly … Continue reading →

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Tweets Analysis about Himpuan Jutaan Belia PutraJaya (Malaysia Youth Day 2012)

May 27, 2012
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Tweets Analysis about Himpuan Jutaan Belia PutraJaya (Malaysia Youth Day 2012)

I’m using the Twitter Listening Robot to know what people is talking Najib Razak, Malaysia Prime Minister. Apparently,  23-27 are the Malaysia Youth Day 2012.  There were many funny retweets (more than 50 times) by the public: RT @Faizrawrr: Be...

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Updating to R 2.15, warnings in R and an updated function list for Serious Stats

May 27, 2012
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Updating to R 2.15, warnings in R and an updated function list for Serious Stats

Whilst writing the book  the latest version of R changed several times. Although I started on an earlier version, the bulk of the book was written with 2.11 and it was finished under R 2.12. The final version of the R scripts were therefore run and checked using R 2.12 and, in the main, the most recent

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PLoS computational biology meets wikipedia

May 26, 2012
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PLoS computational biology meets wikipedia

Robin Ryder pointed out to me this new experiment run by PLoS since March 2012, namely the introduction of a new article type, “called “Topic Pages” and written in the style of a Wikipedia article“. Not only this terrific idea gives more credence to Wikipedia biology pages, at least in their early stage, but also

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Cross-valitation variability example, part I

May 26, 2012
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Cross-valitation variability example, part I

Recently I had a discussion with a student about variability of results obtained from cross-validation procedure. While the subject is well known there are not many examples on the web showing it, so I have written its simple presentation.Results from ...

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Automating repetitive plot elements

May 26, 2012
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Automating repetitive plot elements

The syntax of ggplot2 emphasizes constructing plots by adding components, or layers, using +. Possibly one of the most useful, but least remarked upon, consequences of this syntax is that it allows for an incredible degree of flexibility in saving and...

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MathJax Syntax Change

May 25, 2012
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MathJax Syntax Change

We’ve just a made a change to the syntax for embedding MathJax equations in R Markdown documents. The change was made to eliminate some parsing ambiguities and to support future extensibility to additional formats. The revised syntax adds a “latex” qualifier to the $ or $$ equation begin delimiter. It looks like this: This change

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Sending a Text in R

May 25, 2012
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Sending a Text in R

Don't you hate it when you are running a long piece of code and you keep checking the results every 15 minutes, hoping it will finish? There is a better way.I got the idea from here. He uses a Python script and the text interface is not free. I thought...

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Facebook-class social network analysis with R and Hadoop

May 25, 2012
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Facebook-class social network analysis with R and Hadoop

In computing, social networks are traditionally represented as graphs: a connection of nodes (people), pairs of which may be connected by edges (friend relationships). Visually, the social networks can then be represented like this: Social network analysis often amounts to calculating the statistics on a graph like this: the number of edges (friends) connected to a particular node (person),...

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Forecasting: Principles and Practice

May 25, 2012
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Forecasting: Principles and Practice is the title of a new book by Rob Hyndman and George Athanasopoulos.As Rob says on his webpage:"The book is dif­fer­ent from other fore­cast­ing text­books in sev­eral ways. It is free and online, mak­ing it acces­si­ble to a wide audience. It is based around the fore­cast pack­age for R. It...

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Monitor: Adding "RER" and "RPD" statistics

May 25, 2012
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Monitor: Adding "RER" and "RPD" statistics

I continue developing the Monitor function in R. The idea is to get statistics which help me to understand the performance of my model.Of course the validation set must be free of outliers (X or Y).I add this time two new statistics: RER and ...

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A course in statistical programming

May 25, 2012
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A course in statistical programming

Graduate students in statistics often take (or at least have the opportunity to take) a statistical computing course, but often such courses are focused on methods (like numerical linear algebra, the EM algorithm, and MCMC) and not on actual coding. For example, here’s a course in “advanced statistical computing” that I taught at Johns Hopkins

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Trend Following Factors from Hsieh and Fung

May 25, 2012
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Trend Following Factors from Hsieh and Fung

The beauty of R and academic replication is that on the Friday before Memorial Day weekend I can read an academic paper and do some analysis all before breakfast.  In this case, the paper is Hsieh, David A. and Fung, William, The Risk in Hedge F...

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Introduction to R

May 25, 2012
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Introduction to R

I am happy to repost the information I got about the course “Introduction to R” that will be organized by Milano R net in collaboration with Quantide. The course will be held in Milano, Italy, June 7-8, 2012, and is intended to introduce the unexperienced user to R. For furhter info visit milano R net

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Temperature reconstruction with useless proxies

May 25, 2012
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Temperature reconstruction with useless proxies

In a number of previous posts I considered the temperature proxies that have been used to reconstruct global mean temperatures during the past millenium. In this post I want to show how such a temperature reconstruction would look like if the proxies had no relation at all to the actual temperatures. The motivation is the

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Quick View on Correlations of Different Instruments

May 24, 2012
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Quick View on Correlations of Different Instruments

In this post, I will demonstrate how to quickly visualize correlations using the PerformanceAnalytics package. Thanks to the package creators, it is really easy correlation and many other performance metrics. The first chart looks at the rolling 252 day correlation of nine sector ETFs using SPY as the benchmark. As expected the correlation is rather … Continue reading...

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Grexit stage left: visualizing the online discussion around Greece’s possible Euro exit

May 24, 2012
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Grexit stage left: visualizing the online discussion around Greece’s possible Euro exit

  While Tsipras and his Syriza coalition have been busy in Greek parliament, the Internet has been a-buzz with speculation that their platform will result in a Greek exit from the Euro currency.  This prospect, affectionately dubbed “Grexit” by Citi… Read more ›

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French dataset: population and GPS coordinates

May 24, 2012
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French dataset: population and GPS coordinates

A short post today based on recent work by @3wen (Ewen Galic, graduate Student in Rennes, spending a year in Montreal). Since we were working on a detailed French dataset (per commune), we needed a dataset containing a list all communes, with popu...

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NYC Meetup: What’s Next for R Markdown

May 24, 2012
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NYC Meetup: What’s Next for R Markdown

There’s been lots of excitement about the new R Markdown feature introduced as part of knitr 0.5 and RStudio 0.96. People see R Markdown as both a simpler way to do reproducible research and as a great way to publish to the web from R. Jeromy Anglim has a nice write up on getting started with

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Quick dprint Experiment

May 24, 2012
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Quick dprint Experiment

As a quick dprint experiment, I thought I would try to do a quarterly return table that might potentially fit in knitR Performance Report 3 (really with knitr) and dprint.  Although I do not think I will use it in the final report, I do think it i...

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RStudio v0.96.225 Update

May 24, 2012
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RStudio v0.96.225 Update

There’s an updated release of RStudio v0.96 available that includes some small enhancements and bugfixes, including: Comment/uncomment for Sweave and LaTeX Additional in-product documentation for R Markdown Offline support for MathJax previews More flexible handling of MathJax inline equations The release notes include a full list all of the changes. We’ve also published some additional documentation on

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Slides for R/Finance 2012

May 23, 2012
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Slides for R/Finance 2012

Another succeessful* year of R/Finance is behind us. It was certainly more: a larger crowd, a longer session, more seminars, more presentations, more sponsors – perhaps even to the point where we’ve reaching a certain capacity. What began as an interesting idea among a few friends has more than credible momentum – it’s now more

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If You are a R Developer, Then You Must Try SAP HANA for Free.

May 23, 2012
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This is a guest blog from Alvaro Tejada Galindo, my colleague and fellow R and SAP HANA enthusiast.  I am thankful to Alvaro for coming and posting on "AllThingsR". Are you an R developers? Have ever heard of SAP HANA? Would you like to test SAP HANA for free? SAP HANA is an In-Memory Database Technology allowing developers to analyze big data in real-time. Processes that...

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NYT charts the Facebook IPO with R

May 23, 2012
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NYT charts the Facebook IPO with R

In conjunction with Facebook's record-setting IPO last Thursday, the New York Times created an infographic to put the size of the offer in context with other recent IPOs. A detail of the graphic as it appeared in the print edition appears below: ChartsNThings gives a fascinating peek into the weeklong process that went into creating this chart, where about...

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Global Fires, the Amazon and Humans

May 23, 2012
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Global Fires, the Amazon and Humans

Fires are natural - most of the time (click on image for larger view). Natural Global Fires Many plants and animals have evolved to depend on fires periodically occurring in certain parts of the world. This phenomenon has been occurring for...

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knitR Performance Report 3 (really with knitr) and dprint

May 23, 2012
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knitR Performance Report 3 (really with knitr) and dprint

please see knitr Performance Report–Attempt 3, knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1 alstated’s asked a very good question in his comment on knitr Performance Report–Attempt 3, and I’m not sure I could have a...

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