Rooks in the cloud

January 19, 2012
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Ever since R was born (evoked?) geeks have been trying to get it to talk HTML. A list of web interfaces for R is updated on CRAN here. Aims are various. Some seek to replace R with a traditional GUI. Others are more ambitious and open up a glimpse of an architecture that provides live analysis of ever...

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Intro to Ensemble Learning in R

January 19, 2012
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Introduction This post incorporates parts of yesterday's post about bagging. If you are unfamiliar with bagging, I suggest that you read it before continuing with this article. I would like to give a basic overview of ensemble learning. Ensemble learning involves combining multiple predictions derived by different techniques in order to create a stronger overall prediction. For example,...

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GIBBS us a break

January 19, 2012
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So you want to run R in the cloud so you can set your Gibbs sampling off, forget about it, and not be paranoid about power cuts and reboots. Andrew Gelman hosted a good debate on the pros and cons of R in the cloud on his blog. The consensus seems to be RStudio and EC2. P.S. If...

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How to search the R-sig-finance archives

January 19, 2012
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How to search the R-sig-finance archives

A not unusual part of a response on the R-sig-finance mailing list is: “Search the list archives.” In principle that makes sense.  In practice it might not be clear what to do.  Now it should be. The list The R-sig-finance mailing list deals with the intersection of questions about the R language and finance.  It … Continue reading...

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When can we expect the last damn microarray paper?

January 18, 2012
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When can we expect the last damn microarray paper?

With bonus R codeIt came as a shock to learn from PubMed that almost 900 papers were published with the word "microarray" in their titles last year alone, just 12 shy of the 2010 count. More alarming, many of these papers were not of the innocuous "Microarray study of gene expression in dog scrotal tissue" variety, but dry...

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Internet surveys

January 18, 2012
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I received the following email today: I am preparing a thesis … I need to conduct the widest possible poll, and it occurred to me that perhaps you could guide me toward an internet-based way in which this can be done easily. I have a ten-question questionnaire prepared, that I wish to have an random sample of the population...

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non-stationary AR(10)

January 18, 2012
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non-stationary AR(10)

In the revision of Bayesian Core on which Jean-Michel Marin and I worked together most of last week, having missed our CIRM break last summer (!), we have now included an illustration of what happens to an AR(p) time series when the customary stationarity+causality condition on the roots of the associated polynomial is not satisfied. 

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Look Over My Shoulder with Hangout?

January 18, 2012
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Look Over My Shoulder with Hangout?

Inspired by the post More Office Hours in 2012 and the survey results, I thought I would offer office hours while blogging/playing in R.  If anyone is interested, please send me an email at kent.russell at timelyportfolio.com, or just look for me ...

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RInside updated

January 18, 2012
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The RInside package provides C++ classes that make it easier to embed R in C++ code on many platforms. According to a post from package co-maintainer Dirk Eddelbuettel, the package has just been updated to version 0.2.6 with improved support on Windows, and compatibility with R's standard random number generator. You can download the latest version from CRAN or...

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Running R2WinBUGS on a Mac Running OSX

January 18, 2012
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I have long used JAGS to do all of my Bayesian work on my mac. Early on, I tried to figure out how to install WinBUGS and OpenBUGS and their accompanying R libraries on my mac, but, to no avail. I just had too hard of a time getting them running and gave up. But,

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SOPA and PIPA damage the Internet – R-bloggers off-topic post

January 18, 2012
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Dear R people, It is a (VERY) rare event that I allow a non-R related content on R-bloggers. Today is one such rare a day. I do this in order to raise awareness of two bills in congress: H.R.3261 “Stop Online Piracy Act” and S.968 “PROTECT IP”, which could radically change the landscape of the Internet. These bills provide overly broad mechanisms...

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Mining Facebook Data: Most "Liked" Status and Friendship Network

January 18, 2012
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Mining Facebook Data: Most "Liked" Status and Friendship Network

Professional R Enthusiast published a quick manual how to use Facebook Graph API. I particularly like a trick to obtain an access-token using Graph API Explorer.Now, you can easily employ R to get your most "Liked" Facebook status ever. For m...

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SOPA / PIPA

January 18, 2012
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SOPA / PIPA

Graph of the Week is blacked out today (January 18, 2012) to join in the online protest to the SOPA and PIPA bills.Helpful links:http://blog.reddit.com/2012/01/technical-examination-of-sopa-and.htmlhttp://yro.slashdot.org/story/12/01/18/0834219/ask-sla...

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Methodology for Assessment of Environmental Risk Caused by Fires at Illegal Dumps

January 18, 2012
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Methodology for Assessment of Environmental Risk Caused by Fires at Illegal Dumps

It's actually already two month old news, but my research "Developement of the Universal Methodology for Assessement of Environmental Risk Caused by Fires at Illegal Dumps" (download in RUSSIAN), that was made special for Fire Monitoring Challenge (by GIS-Lab, Microsoft, NEXTGIS, several universities and GIS/spatial data corporations), was  awarded the 2-nd pace. The prize consisted...

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Improve Predictive Performance in R with Bagging

January 18, 2012
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Bagging, aka bootstrap aggregation, is a relatively simple way to increase the power of a predictive statistical model by taking multiple random samples(with replacement) from your training data set, and using each of these samples to construct a separate model and separate predictions for your test set. These predictions are then averaged to create a, hopefully more accurate,...

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Gold price and fear

January 18, 2012
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Gold price and fear

Via @theEconomist, I understood that there might be connections between the price of Gold (which is said to be extremely high nowadays) and the VIX SP500 index (the option volatility index, i.e. the so-called "fear index", as discussed - in French-...

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R Cloud Services

January 18, 2012
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Ever since R was born (evoked?) geeks have been trying to get it to talk HTML. A list of web interfaces for R is updated on CRAN here. Aims are various. Some seek to replace R with a traditional GUI. Others are more ambitious and open up a glimpse of a...

Read more »

Improve Predictive Performance in R with Bagging

January 18, 2012
By

Bagging, aka bootstrap aggregation, is a relatively simple way to increase the power of a predictive statistical model by taking multiple random samples(with replacement) from your training data set, and using each of these samples to construct a separate model and separate predictions for your test set. These predictions are then averaged to create a, hopefully more accurate, final...

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Time Based Arbitrage Opportunities in Tick Data

January 17, 2012
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Time Based Arbitrage Opportunities in Tick Data

I recently posted an introduction to the Kaggle Algorithmic Trading Challenge, which I competed in.I said that I would post about my experiences, and this is hopefully the first of a series. We were given tick data from the London Stock Exchange(speci...

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Some code to help you remember numbers

January 17, 2012
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Some code to help you remember numbers

Two posts ago we showed you the digit sound system for remembering numbers. This week we provide two computer programs to help you create mnemonics.

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Parallel R Loops for Windows and Linux

January 17, 2012
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Parallel computation may seem difficult to implement and a pain to use, but it is actually quite simple to use. The foreach package provides the basic loop structure, which can utilize various parallel backends to execute the loop in parallel. First,...

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Credit rating by country

January 17, 2012
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Credit rating by country

The financial crisis has put a lot of pressure on countries' long-term foreign currency credit ratings, with France recently being downgraded by S&P. Wikipedia provides a list of countries by credit ratings as report by US rating agencies S&P, Fitch, ...

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Infidelity and econometrics

January 17, 2012
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Infidelity and econometrics

On http://www.bakadesuyo.com, there was recently an interesting discussion about infidelity, the key question being "at what ages are men and women most likely to have affairs?" The discussion is based on some graphs, e.g. The source is a paper b...

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Illustrating the Deferred Acceptance Algorithm with R

January 17, 2012
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Illustrating the Deferred Acceptance Algorithm with R

The Deferred Acceptance Algorithm (DAA) goes back to Gale and Shapley (1962). They introduce a rather simple algorithm that finds a stable matching for example for college admissions or in a marriage market. In a marriage market where M men have prefer...

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Time Series Matching strategy backtest

January 17, 2012
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Time Series Matching strategy backtest

This is a quick post to address comments raised in the Time Series Matching post. I will show a very simple example of backtesting a Time Series Matching strategy using a distance weighted prediction. I have to warn you, the strategy’s performance is worse then the Buy and Hold. I used the code from Time

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Quick Introduction to ggplot2

January 17, 2012
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Quick Introduction to ggplot2

For a much better looking version of this post (where code is actually readable!), see this Github repository, which also contains some of the example datasets I use and a literate programming version of this tutorial. Introduction This is a bare-bones introduction to ggplot2, a visualization package in R. It assumes no knowledge of R

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Annotating limma Results with Gene Names for Affy Microarrays

January 17, 2012
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Annotating limma Results with Gene Names for Affy Microarrays

Lately I've been using the limma package often for analyzing microarray data. When I read in Affy CEL files using ReadAffy(), the resulting ExpressionSet won't contain any featureData annotation. Consequentially, when I run topTable to get a list of di...

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Foreign Currencies and US 10y Treasury Yields

January 17, 2012
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Foreign Currencies and US 10y Treasury Yields

Since I explored the relationship between the Japanese Yen and the US 10y Treasury Yield on Friday, I thought it might be worthwhile to extend the exploration to a much broader range of currencies. I personally am most interested on how Asian Central B...

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NYT uses R to map the 1%

January 17, 2012
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NYT uses R to map the 1%

Last Saturday, the New York Times published a feature article on the wealthiest 1% of Americans. The on-line version of the article included interactive features like this interactive map showing where your household ranks in the country and in local regions. The print edition, however, included some different (and necessarily static) representations of US wealth data, such as this...

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