Registration for R/Finance 2012 is Open

April 15, 2012
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Registration for R/Finance 2012 is Open

Registration has been open for a while, but I wanted to point out the pre-conference seminars. Registrations are strong this year, so if you’re interested you’ll need to sign up before they sell out. Register here… As you probably know by now, the fourth annual R/Finance conference for applied finance using R will be held

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Visualization of Reading Level Frequency by Congressional Bill Stage

April 15, 2012
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Visualization of Reading Level Frequency by Congressional Bill Stage

  Here’s a fun example of how you might use my data on Congressional bill length and complexity.  Imagine you want to understand the empirical distribution of Flesch-Kincaid reading level for Congressional bills and how this distribution is related to … Continue reading →

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R can write R code, too

April 14, 2012
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In a recent blog post by CMastication, a little meme puzzle is presented with the introduction that a preschooler could solve it in 5-10 minutes, a programmer in an hour. I took the bait. The original problem goes like this: … Continue reading →

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Linguistic Notation Inside of R Plots!

April 14, 2012
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Linguistic Notation Inside of R Plots!

So, I've been playing around with learning knitr, which is a Sweave-like R package for combining LaTeX and R code into one document. There's almost no learning curve if you already use Sweave, and I find a lot of knitr's design and usage to be a lot nicer.I wasn't going to make a blog post or tutorial about...

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Sweeping through data in R

April 14, 2012
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Sweeping through data in R

How do you apply one particular row of your data to all other rows?Today I came across a data set which showed the revenue split by product and location. The data was formated to show only the split by product for each location and the overall split by...

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Implementing the Exact Binomial Test in Julia

April 14, 2012
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One major benefit of spending my time recently adding statistical functionality to Julia is that I’ve learned a lot about the inner guts of algorithmic null hypothesis significance testing. Implementing Welch’s two-sample t-test last week was a trivial task because of the symmetry of the null hypothesis, but implementing the exact binomial test has proven

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Instrumental Variables without Traditional Instruments

April 14, 2012
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Instrumental Variables without Traditional Instruments

Typically, regression models in empirical economic research suffer from at least one form of endogeneity bias. The classic example is economic returns to schooling, where researchers want to know how much increased levels of education affect income. Estimation using a simple linear model, regressing income on schooling, alongside a bunch of control variables, will typically

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Plotting conditional densities

April 14, 2012
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Plotting conditional densities

Recently I have read a post on Comparing all quantiles of two distributions simultaneously on R-bloggers. In the post author plots two conditional density plots on one graph. I often use such a plot to visualize conditional densities of score...

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Introduction to Markov Chains and modeling DNA sequences in R

April 13, 2012
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Introduction to Markov Chains and modeling DNA sequences in R

Markov chains are probabilistic models which can be used for the modeling of sequences given a probability distribution and then, they are also very useful for the characterization of certain parts of a DNA or protein string given for example, a bias t...

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knitr Performance Report-Attempt 1

April 13, 2012
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knitr Performance Report-Attempt 1

I get very excited about new R packages, but rarely is my excitement so fulfilled as with knitr.  Even with no skill, I have already been able to adapt the example Yihui Xie provides in his knitr Graphics Manual into a crude first version of a per...

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Floating Point Arithmetic and The Descent into Madness

April 13, 2012
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While I should confess upfront that I’ve always had a weaker command of the details of floating point arithmetic than I feel I ought to have, this sort of thing still blows my mind when I stumble upon it. These moments invariably make me realize that floating point math will simply never satisfy my naive

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Case Study: Network visualization with data from a 360° feedback – often wasted potential!

April 13, 2012
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Case Study: Network visualization with data from a 360° feedback – often wasted potential!

I assume that the reader of this paper knows the 360-degree method (also known as: multi-source feedback or management feedback). Reported is an authentic case. A total of 128 people participated as feedback receivers. Several thousand questionnaires were filled from … Weiterlesen →

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[not] Le Monde puzzle (solution)

April 13, 2012
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[not] Le Monde puzzle (solution)

Following the question on dinner table permutations on StackExchange (mathematics) and the reply that the right number was six, provided by hardmath, I was looking for a constructive solution how to build the resolvable 2-(20,5,1) covering. A few hours later. hardmath again came up with an answer, found in the paper Equitable Resolvable Coverings by van

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R Statistics Mobile Console (iPhone)

April 13, 2012
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R Statistics Mobile Console (iPhone)

I’m trying to make a mobile version of R-GUI, here is one (trying with iPhone emulator), not so beautiful, but still work. Try at CloudStat Mobile. Below are the screenshots: Homepage Web-based R Console Statistical Apps Directory ( R Apps ) ...

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RDieHarder 0.1.2

April 13, 2012
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RDieHarder 0.1.2

RDieHarder is an R package providing access to the DieHarder battery of tests for random number generators developed by Robert G. Brown and others. DieHarder had been updated to version 3.1.1 a while back, and I had been a little behind with updating...

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R’s continued growth in academia

April 13, 2012
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R’s continued growth in academia

Bob Muenchen has recently updated his report on the popularity of statistical software. With the updated analysis, we see that the R community remains as strong as ever: the number of contributed R packages continues its exponential growth rate, R maintains its dominance in online discussion, and has 20x the content of other statistics packages on social programming sites...

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CORRGRAM: Correlation Matrix (Wavelengths)

April 13, 2012
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CORRGRAM: Correlation Matrix (Wavelengths)

With the "Corrgram" package we can see patterns that can help us to recognize possible inter-correlations in a big matrix. This could be the case to see the correlation to every wavelength respect to all others. This way we can see the high correlation...

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One app, three languages

April 13, 2012
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This past week at work I had the opportunity to code the same algorithm using each of the three scientific programming/scripting languages I'm familiar with:MatlabPythonRThe list above is the order that the (re)-coding was done and serves as a beginnin...

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Surveys measure what people do, not what people think

April 13, 2012
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In my previous post, I wrote about ways scale choice could distort the ways survey results portray the things they are supposed to measure. This certainly isn’t a new issue – researchers who use surveys often go to great lengths to ensure that their surveys are valid and reliable, which in this context usually means

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Oracle R Enterprise 1.1 Download Available

April 13, 2012
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Oracle just released the latest update to Oracle R Enterprise, version 1.1. This release includes the Oracle R Distribution (based on open source R, version 2.13.2), an improved server installation, and much more.  The key new features include: ...

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Oracle R Distribution 2-13.2 Update Available

April 13, 2012
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Oracle has released an update to the Oracle R Distribution, an Oracle-supported distribution of open source R. Oracle R Distribution 2-13.2 now contains the ability to dynamically link the following libraries on both Windows and Linux: The I...

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Mebane Faber Tactical Asset Allocation in R

April 13, 2012
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In 2006 Mebane Faber published a great piece of research detailing an asset allocation system that was both very easy to understand and implement, as well as carrying very respectable risk adjusted returns.The details are available in his paper&nb...

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US House Prices, Default and Bankruptcy Rates in R

April 13, 2012
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US House Prices, Default and Bankruptcy Rates in R

Some time ago I got inspired by a post on r-bloggers.com, showing the housing bubble in several US cities, nicely done with ggplot. I extended this to incorporate two measures of problems in the consumer credit markets: the percentage of people with a ...

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Getting knitr to work with StatET

April 13, 2012
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Getting knitr to work with StatET

StatET (an Eclipse plug-in that can handle, among other things, R) offers support for writing Sweave (.Rnw) documents. This is done via the external tool dialog, where one creates a new “device” that takes in a document and runs it over appropriate functions and programs. In this case, Sweave and LaTeX. This dialog can, however,

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Comparing all quantiles of two distributions simultaneously

April 13, 2012
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Comparing all quantiles of two distributions simultaneously

Summary: A new function in the WRS package compares many quantiles of two distributions simultaneously while controlling the overall alpha error. When comparing data from two groups, approximately 99.6% of all psychological research compares the central tendency (that is a … Continue reading →

Low Volatility with R

Low volatility and minimum variance strategies have been getting a lot of attention lately due to their outperformance in recent years. Let’s take a look at how we can incorporate this low volatility effect into a monthly rotational strategy with a basket of ETFs. Performance Summary from Low Volatility Test in quantstrat Starting Equity: 100,000 … Continue reading...

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R in the CPB and the role of Open Source in Promoting Transparency and Austerity

April 12, 2012
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The Revolution blog links to an O'Reilly  interview with two CIO's from the Consumer Protection Bureau. The gist of the interview is "Open Source is Great, we are using it for everything; R and Big Data are the next hot thing, et cetera".  I ...

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R in the CPB and the role of Open Source in Promoting Transparency and Austerity

April 12, 2012
By

The Revolution blog links to an O'Reilly  interview with two CIO's from the Consumer Protection Bureau. The gist of the interview is "Open Source is Great, we are using it for everything; R and Big Data are the next hot thing, et cetera".  I ...

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RcppArmadillo 0.3.0.1 released and on CRAN

April 12, 2012
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Conrad Sanderson released a bug-fix version 3.0.1 following up on the very recent 3.0.0 version of his excellent Armadillo C++ template library for linear algebra. I made a new RcppArmadillo release 0.3.0.1 which just appeared on CRAN. The short ...

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