Looping through factor variables

January 10, 2012
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Looping through factor variables

Today I was typing to a friend who is working on a Ph.D thesis about my favor issue on elections: campaign contributions. We discussed about analyzing probabilities of a particular group/category grasp more money than the others, in this case, male and female given a district. A preliminary approach should consider identify in the data

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Time Series Cointegration in R

January 10, 2012
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Cointegration can be a valuable tool in determining the mean reverting properties of 2 time series. A full description of cointegration can be found on Wikipedia. Essentially, it seeks to find stationary linear combinations of the two vectors. The below R code, which has been modified from here, will test two series for integration and...

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Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
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I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competit...

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Eisen and Elsevier have words over bill to end NIH Public Access Policy

January 10, 2012
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This article linked below and the subsequent comments (some apparently from an Elsevier rep.) are interesting. It's not directly related to R, but is related to open source/science philosophy. Elsevier-funded NY Congresswoman Carolyn Maloney Wants to D...

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Statistical Methods for the Chain Ladder Technique Demo (CloudStat)

January 10, 2012
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Statistical Methods for the Chain Ladder Technique Demo (CloudStat)

This demo will use a study case, how a general insurance company use CloudStat to estimate outstanding claims. Background Forecasting outstanding claims and setting up suitable reserves to meet these claims is an important part of the business of a gen...

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Using R in Ruby

January 10, 2012
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Integrating R into more traditional programming languages can be incredibly rewarding due to R's powerful built-in statistical tools, but it can also be extremely frustrating at times. Thankfully, like much else to do with Ruby, integrating R and Ruby...

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Installing quantstrat from R-forge and source

January 10, 2012
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Installing quantstrat from R-forge and source

R is used extensively in the financial industry; many of my recent clients have been working in or developing products for the financial sector. Some common applications are to use R to analyze market data and evaluate quantitative trading strategies. Custom solutions are almost always the best way to do this, but the quantstrat package The post Installing...

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Installing quantstrat from R-forge and source

January 10, 2012
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R is used extensively in the financial industry; many of my recent clients have been working in or developing products for the financial sector. Some common applications are to use R to analyze market data and evaluate quantitative trading strategies. ...

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RStudio v0.95 Preview Available

January 10, 2012
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RStudio v0.95 Preview Available

The next version of RStudio (v0.95) is now available as a preview release. Highlights include: Projects — A new system for managing R projects that enables easy switching between working directories, running multiple instances of RStudio with different projects, and per-project contexts for source documents, workspaces, and history. Code Navigation — Typeahead navigation by file

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Time Series Cointegration in R

January 10, 2012
By

Cointegration can be a valuable tool in determining the mean reverting properties of 2 time series. A full description of cointegration can be found on Wikipedia. Essentially, it seeks to find stationary linear combinations of the two vectors. The below R code, which has been modified from here, will test two series for integration and return the...

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How big is my dog going to get? A regression analysis with R

January 10, 2012
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How big is my dog going to get? A regression analysis with R

The dog on the left is named Maya. She is a labrador retriever (field line), weighs 18 kilograms and is currently eight months old. My girlfriend and I carry the dog several times a day high in the fourth floor. … Weiterlesen →

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Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
By

I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competiti...

Read more »

Using R in Ruby

January 10, 2012
By

Integrating R into more traditional programming languages can be incredibly rewarding due to R's powerful built-in statistical tools, but it can also be extremely frustrating at times. Thankfully, like much else to do with Ruby, integrating R and Ruby...

Read more »

Revolution Analytics 2012 R User Group Sponsorship Program

January 10, 2012
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On of Revolution Analytics' main missions is to support and foster the growth of the R community, and in 2011 we sponsored more than 25 local R user groups and meetings with cash donations for for venue hire, meetup.com dues, refreshments, and other group needs. We also sent hundreds of "I love R" T-shirts and stickers to group members...

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Suicide vs Divorce rates by country using ggplot

January 10, 2012
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Suicide vs Divorce rates by country using ggplot

I was looking for data I could use with the geom_text() object in ggplot2 and came across this data from the World Health Organization about the suicide rates by country which I found very handy for my example. I used the scale_colour_gradient2() with 3 colors, red, gray and black but it only picked up gray and

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Coming of Age: R and Spatial Data Visualisation

January 10, 2012
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Coming of Age: R and Spatial Data Visualisation

I have been using R (a free statistics and graphics sof

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Presenting results of logistic regression

January 10, 2012
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Presenting results of logistic regression

So my advisor pointed out this 'new' (well, 2004), way of plotting results of logistic regression results. The idea was presented in a 2004 Bulletin of the Ecological Society of America issue (here). I tried to come up with a solution using, what el...

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Presenting results of logistic regression

January 10, 2012
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Presenting results of logistic regression

So my advisor pointed out this 'new' (well, 2004), way of plotting results of logistic regression results. The idea was presented in a 2004 Bulletin of the Ecological Society of America issue (here). I tried to come up with a solution using, what el...

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Words in Politics: Some extensions of the word cloud

January 10, 2012
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Words in Politics: Some extensions of the word cloud

The word cloud is a commonly used plot to visualize a speech or set of documents in a succinct way. I really like them. They can be extremely visually pleasing, and you can spend a lot of time perusing over the words gaining new insights. That said, they don't convey a great deal of information. From a

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Aggregation and Restructuring data (from “R in Action”)

January 9, 2012
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Aggregation and Restructuring data (from “R in Action”)

The followings introductory post is intended for new users of R.  It deals with the restructuring of data: what it is and how to perform it using base R functions and the {reshape} package. This is a guest article by Dr. Robert I. Kabacoff, the founder of (one of) the first online R tutorials websites: Quick-R. Kabacoff Read more...

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Honing Your R Skills for Job Interviews

January 9, 2012
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Honing Your R Skills for Job Interviews

My time as a grad student will soon draw to a close. With this comes the terrifying realisation that I'm going to start applying for jobs and, hopefully, interviewing soon, forever leaving my comfortable security blanket of academia. With that horrible thought in mind, I've been doing some poking around to see what various kinds of technical interviews are...

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Harmonic means, again again

January 9, 2012
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Harmonic means, again again

Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of Statistical Decision

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R in Axys (Impossible Dream)

January 9, 2012
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R in Axys (Impossible Dream)

It has always been a dream of mine to incorporate R graphs and analysis in an Advent Axys report.  The unbelievable work from the guys at Statconn http://rcom.univie.ac.at/ make this dream possible.  If we use the same perhstsp.rep created fo...

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Optimization for Finance with R

January 9, 2012
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Last year, the Statistics and Mathematics Department of the Vienna University School of Economics and Business presented a research seminar series on optimization, taught by R Core Group member Kurt Hornik (with Ronald Hochreiter and Stefan Theussl). Even if you couldn't make it to Austria to attend the course, the course materials are available online, and make an excellent...

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Creating LaTeX Tables from Zelig and Statnet objects

January 9, 2012
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As a PhD student that uses quantitative methods a lot, one annoying part of my job is to type up my results, especially formatting tables with regression models can be a lot of work. Luckily there is an excellent package in R, apsrtable, which will gen...

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Goals for 2012

January 9, 2012
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I have never been one to set New Year’s resolutions. Personally, they instill a dangerous personal freedom that often yield naive, subconscious mentalities, such as I can do anything I want until December 31, and I will change abruptly the next day. ...

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Sensitivity of risk parity to variance differences

January 9, 2012
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Sensitivity of risk parity to variance differences

Equal risk contribution of assets determines the asset weights given the variance matrix.  How sensitive are those weights to the variance estimate? Previously The post “Risk parity” gave an overview of the idea. In particular it distinguished the cases: the assets have equal risk contribution groups of assets have equal risk contribution A key difference … Continue reading...

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Feedback from vignette survey

January 8, 2012
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Feedback from vignette survey

Many thanks to all who participated in the survey about writing R package vignettes.Following my post last Thursday the responses came in quickly in the evening and all day on Friday. Since Saturday the response rate has been decreasing constantly and ...

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Testing twitterfeed

January 8, 2012
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Testing twitterfeed

Does this work on twitterfeed?

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