Interactive HTML presentation with R, googleVis, knitr, pandoc and slidy

May 29, 2012
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Interactive HTML presentation with R, googleVis, knitr, pandoc and slidy

Tonight I will give a talk at the Cambridge R user group about googleVis. Following my good experience with knitr and RStudio to create interactive reports, I thought that I should try to create the slides in the same way as well. Christopher Gandrud's...

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Backtesting Classical Technical Patterns

May 28, 2012
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Backtesting Classical Technical Patterns

In the last post, Classical Technical Patterns, I discussed the algorithm and pattern definitions presented in the Foundations of Technical Analysis by A. Lo, H. Mamaysky, J. Wang (2000) paper. Today, I want to check how different patterns performed historically using SPY. I will follow the rolling window procedure discussed on pages 14-15 of the

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End of May flotsam

May 28, 2012
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End of May flotsam

The end is near! At least the semester is coming to an end, so students have crazy expectations like getting marks back for assignments, and administrators want to see exam scripts. Sigh! What has been happening meanwhile in Quantum Forest? … Continue reading →

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The R-Podcast Episode 7: Best Practices for Workflow Management

May 28, 2012
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Hello everybody, I am finally back with a new episode! In this episode: Hardware issues, major update to RStudio, new forums, and discussion on managing your workflow for projects. I discuss useful functions for executing R scripts and saving/loading R objects for future sessions, and summarize different solutions for organizing R code based on task

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Optim, you’re doing it wrong?

May 28, 2012
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Optim, you’re doing it wrong?

Call me uncouth, but I like my TV loud, my beer cold and my optimization functions as simple as possible. Therefore, what I write in this blog post is very much from a layman’s perspective, and I am happy to be corrected on any fundamental errors. I have recently become interested in writing my own

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Industrial Statistics Seminars

May 28, 2012
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Andrea Spanò, founder and partner at Quantide, held two seminars about Industrial Statistics at the University of Bergamo. Process Capability Analysis and Gage R&R were topics of seminars. Registered Milano R net users can download presentations from this page.

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ICES and NAFO statistical areas viewed in Google Earth

May 28, 2012
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ICES and NAFO statistical areas viewed in Google Earth

On the ICES Spatial Facility webpage one can obtain a view of the ICES statistical areas. Now since the projection used is more than a bit misleading I was wandering how these statistical areas would look like in Google Earth. Thankfully the ...

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Again on polar/star/pie charts

May 28, 2012
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Again on polar/star/pie charts

Haven't had much time to devote to new visualisations, mostly because work and baby have taken the precedence.But I just wanted to take a few minutes to share the latest version of the script I showed last time.It now saves to a pdf file, but that's no...

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Jackknifing portfolio decision returns

May 28, 2012
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Jackknifing portfolio decision returns

A look at return variability for portfolio changes. The problem Suppose we make some change to our portfolio.  At a later date we can see if that change was good or bad for the portfolio return.  Say, for instance, that it helped by 16 basis points.  How do we properly account for variability in that … Continue reading...

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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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