Only recently I discovered StackOverflow. I know, as a nerd already programming for many years that is quite late. For those who are not familiar with StackOverflow (aka SO), it is a Question and Answer site for programmers. It is… See more ›

This is another pretty simple function, written to help me solve the simplest representation of a trivial but tedious task. Most biologist are probably familiar with this task. How many nucleotide differences exist between two given sequences? I only faced the easiest part of the problem, i.e. I do not perform alignment, I just assume that

ConPA is an asset allocation application using the classic Markowitz approach. For the calculations the open-source statistical programming language R is used. R scripts are executed on cloudnumbers.com’s computer clusters in the Cloud and the results are displayed by ConPA frontend. ConPA allows to set the investment date of the portfolio, the target return and

Earlier, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in

Happy Thanksgiving, everyone. Earlier today, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in PHP is

I wrote a simple Backtesting library to evaluate and analyze Trading Strategies. I will use this library to present the performance of trading strategies that I will study in the next series of posts. It is very easy to write a simple Backtesting routine in R, for example: The code I implemented in the Systematic

Trying not to fall into Thanksgiving Day, football, coma. So I started looking at the Matrix package.Started out by changing my code from before to create a matrix using the Matrix() function from the Matrix package.n = 4000c = Matrix(.9,n,n)for(...

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times,

The R programming language has become one of the standard tools for statistical data analysis and visualization, and is widely used by Google and many others. The language includes extensive support for working with vectors of integers, numerics (doubles), and many other types, but has lacked support for 64-bit integers. ...

It's Thanksgiving day here in the US: > library(timeDate) > holiday(2011,"USThanksgivingDay") GMT So we're taking a little break today here at Revolutions. We have a special "Because it's Friday" post queued up for tomorrow, and then we'll be back to the usual schedule on Monday. For readers in the US, enjoy the Thanksgiving holiday!

The following function, color.palette(), is a wrapper for colorRampPalette() and allows some increased flexibility in defining the spacing between main color levels. One defines both the main color levels (as with colorRampPalette) and an optional vector containing the number of color levels that should be put in between at equal distances. The above...

The following is a function for the calculation of Empirical Orthogonal Functions (EOF). For those coming from a more biologically-oriented background and are familiar with Principal Component Analysis (PCA), the methods are similar. In the climate sciences the method is usually used for the decomposition of a data field into dominant spatial-temporal modes. Read...

The Objective I wanted to source R scripts hosted on my github repository for use in my blog (i.e. a github version of ?source). This would make it easier for anyone wishing to test out my code snippets on their own computers without having to manually go to my github repo and retrieve a series of R

This post is somewhat marginal to R in that there are several statistical systems that could be used to tackle the problem. Bayesian statistics is one of those topics that I would like to understand better, much better, in fact. … Continue reading →

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the

At the DecisionStats blog, Ajay Ohri has published his review of Revolution R Enterprise 5.0. The review includes a slideshow highlighting some of the features of the new release, including the expanded code snippets manager and the new cluster job manager. It's well worth checking out if you'd like a quick overview of what's new in the latest release....

When I was making the slides for a lecture on using Sweave to incorporate R and LaTeX I was unpleasantly surprised at how tedious it can be to extract statistical values and print them in proper LaTeX code. For example, consider a … Continue reading →

I have given a course on using LaTeX for psychological researchers. This course consisted of four lectures in which I discussed the following subjects: how to obtain a LaTeX distribution How to use LaTeX to write professional scientific reports How to use … Continue reading →