Update your Windows PATH – revisited

December 15, 2011
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Update your Windows PATH – revisited

Yihui got me psyched a little about GitHub After my last post about running your R infrastructure from an USB drive, he commented on my function that would update the Windows PATH (which is at least important for R and Rtools). Now I found some time to polish it a little. Feel free to test … Continue reading...

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EMC survey differentiates BI and Data Science

December 15, 2011
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EMC survey differentiates BI and Data Science

EMC last week published the results of a survey of 462 IT decision makers who self-identified as either a data scientist or business intelligence professional (plus 35 invitees who were attendees at the EMC Data Scientist Summity and/or Kaggle competitors). There's a nice summary of the conclusions at the EMC blog, (where data scientists are described as "The New...

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Bayesian inference and the parametric bootstrap

December 15, 2011
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Bayesian inference and the parametric bootstrap

This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper relies on parametric bootstrap—a frequentist

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Query a MySQL Database from R using RMySQL

December 15, 2011
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I use this all the time, and the setup is dead simple. Follow the code below to load the RMySQL package, connect to a database (here the UCSC genome browser's public MySQL instance), set up a function to make querying easier, and query the database to ...

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With Size, Does Risk–>Return?

December 15, 2011
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With Size, Does Risk–>Return?

A basic tenet in finance is that higher risk should lead to higher return as the time horizon stretches to infinity.  However, in bonds, higher risk has not meant higher return with either credit risk (high-yield) or long duration risk (maturity &...

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RMySQL: using the latest MySQL version

December 15, 2011
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RMySQL: using the latest MySQL version

In order to connect my R related stuff to a webserver and MySQL I went all the way from using xampp to setting up my own (W)AMPP  (Apache MySQL PHP Perl) to finally back to xampp. And I’m quite happy about this very last switch to xampp! Why I like xampp it can be run … Continue reading...

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Conversion of Several Variables to Factors

December 15, 2011
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Conversion of Several Variables to Factors

..often needed when preparing data for analysis (and usually forgotten until I need it for the next time).With the below code I convert a set of variables to factors - it could be that there are slicker ways to do it (if you know one let me know!) > da...

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R / Finance 2012 Call for Papers

December 15, 2011
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Last night, the text below went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page; followed by some tweeting and Goggle+'ing (and please do feel free to retweet and share at will...) Call for Papers: ...

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Volatility estimation and time-adjusted returns

December 15, 2011
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Volatility estimation and time-adjusted returns

Do non-trading days explain the mystery of volatility estimation? Previously The post “The volatility mystery continues” showed that volatility estimated with daily data tends to be larger (in recent years) than when estimated with lower frequency returns. Time adjusting One of the comments — from Joseph Wilson — was that there is a problem with … Continue reading...

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R pitfall #3: friggin’ factors

December 15, 2011
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I received an email from one of my students expressing deep frustation with a seemingly simple problem. He had a factor containing names of potato lines and wanted to set some levels to NA. Using simple letters as example names … Continue reading →

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R/Finance 2012 Call for Papers

December 15, 2011
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I'm excited to share the call for papers for the upcoming R/Finance conference.  Even if you don't submit a presentation, I hope to see you there!Call for Papers:R/Finance 2012: Applied Finance with RMay 11 and 12, 2012University of Illinois, Chic...

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More orthodox ARMA/GARCH trading

December 14, 2011
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More orthodox ARMA/GARCH trading

The system described in the earlier series for ARMA trading was in fact an “extreme” version of the more common, orthodox approach prevailing in the literature. Recently I tried using R to reproduce the results of a particular paper, and that lead to a lot of new developments … How is typically ARMA trading simulated?

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CalendaR 2012 with ggplot2

December 14, 2011
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CalendaR 2012 with ggplot2

Season’s Greetings Hi, dear R-bloggers and its readers. Here in Japan it’s very cold now. The end

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CloudStat’s Infographic with…

December 14, 2011
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CloudStat’s Infographic with…

CloudStat’s Infographic with Piktocharthttp://visual.ly/cloudstat-infographic CloudStat is a cloud-based statistical platform that allows users to analyze data in the cloud at anywhere, any time, across multiple platform while connecting with the exp...

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List of public databases from the Washington Post

December 14, 2011
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The Washington Post has put together an excellent list of publicly-accessible databases, ideal for analysis using the R language. You'll find databases from the domains of Census and Demographics (for example, the American Community Survey), Crime and Courts (like this list of federal prosecutions), Transportation and Development (e.g. older driver crash statistics); Health and Safety; Real Estate and Business;...

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Revolution Newsletter: December 2011

December 14, 2011
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full December edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Applications of R in Business Contest. A judging panel of industry experts and R...

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… And now for solution 17, still using Rcpp

December 14, 2011
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Here comes yet another sequel of the code optimization problem from the R wiki, still using Rcpp, but with a different strategy this time Essentially, my previous version (15) was using stringstream although we don't really need its functionality ...

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R / Finance 2012 Call for Papers

December 13, 2011
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Last night, the text below went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page; followed by some tweeting and Goggle+'ing (and please do feel free to retweet and share at will...) Call for Papers: ...

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RcppArmadillo 0.2.34

December 13, 2011
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And another quick bugfix release by Conrad Sanderson made it version 2.4.2 bug of Armadillo. And this is in RcppArmadillo release 0.2.34 which got to CRAN this morning The NEWS entry below summarises the changes. 0.2.34 2011-12-12 o Upgr...

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Maximum Covariance Analysis (MCA)

December 13, 2011
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Maximum Covariance Analysis (MCA)

Maximum Covariance Analysis (MCA) (Mode 1; scaled) of Sea Level Pressure (SLP) and Sea Surface Temperature (SST) monthly anomalies for the region between -180 °W to -70 °W and +30 °N to -30 °S.  MCA coefficients (scaled) are below. The mode represents 94% of the squared covariance fraction (SCF).Maximum Correlation Analysis...

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Data is the new gold

December 13, 2011
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Data is the new gold

We need more data journalism. How else will we find the nuggets of data and information worth reading? Life should become easier for data journalists, as the Guardian, one of the data journalism pioneers, points out in this article about the new open ...

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Unshorten (almost) any URL with R

December 13, 2011
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Unshorten (almost) any URL with R

Introduction I was asked by a friend how to find the full final address of an URL which had been shortened via a shortening service (e.g., Twitter’s t.co, Google’s goo.gl, Facebook’s fb.me, dft.ba, bit.ly, TinyURL, tr.im, Ow.ly, etc.). I replied I had no idea and maybe he should have a look over on StackOverflow.com or, possibly,

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Create maps with maptools R package

December 13, 2011
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Create maps with maptools R package

Baptiste Coulmont explains on his blog how to use the R package maptools. It is based on shapefile files, for example the ones offered by the French geography agency IGN (at départements and communes level). Some additional material like roads and railways are provided by the OpenStreetMap project, here. For the above map, you need

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RHadoop update: new tools for Hadoop map-reduce tasks in R

December 13, 2011
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The open-source RHadoop project to integrate R and Hadoop continues apace, with a new version of the rmr package released this week. Changes in this version improve performance when storing and retrieving R objects from Hadoop with a native serialization process, support for equijoins (a MapReduce-style merge) and some new higher-level R functions to make writing map-reduce tasks simpler....

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I Work For The Internet !

December 13, 2011
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I Work For The Internet !

UPDATE: code and figure updated at 647 AM CST on 19 Dec '11.  Also, see Jarrett Byrnes (improved) fork of my gist  here.The site I WORK FOR THE INTERNET is collecting pictures and first names (last name initials only) to show collective suppo...

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I Work For The Internet !

December 13, 2011
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I Work For The Internet !

UPDATE: code and figure updated at 647 AM CST on 19 Dec '11.  Also, see Jarrett Byrnes (improved) fork of my gist  here.The site I WORK FOR THE INTERNET is collecting pictures and first names (last name initials only) to show collective suppo...

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I Work For The Internet !

December 13, 2011
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I Work For The Internet !

UPDATE: code and figure updated at 1150 am CST.The site I WORK FOR THE INTERNET is collecting pictures and first names (last name initials only) to show collective support against SOPA (the Stop Online Piracy Act).  Please stop by their site and a...

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A prize of US$3,000,000 for a data mining competition to improve healthcare

December 13, 2011
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A prize of US$3,000,000 for a data mining competition to improve healthcare

There is a data mining competition with a prize of $3,000,000. The target is to improve healthcare in US by identifying patients who will be admitted to a hospital within the next year, using historical claims data. The algorithm to … Continue reading →

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Some Fun with googleVis – Mapping Blog Visits on Google Map

December 13, 2011
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Some Fun with googleVis – Mapping Blog Visits on Google Map

See stand-alone code to produce this map below.Read more »

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