## Do they really know what they are doing?

November 13, 2011
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I am talking here about money managers. for those of us who have one. We assume they understand about markets in such a way that they can, and will generate at least the benchmark returns, what ever this benchmark may … Continue reading →

November 13, 2011
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(This is a follow-up to my previous post on the topic.)I was encouraged by the appearance of two R-based Scholar-scrapers, within a week of each other. One, by Kay Cichini, converts the page URLs into text mode and scrapes from there (There's a slightl...

## 5 Interesting Free Books for R from beginner to experts

November 12, 2011
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Always new software language in one technical activity is difficult, normally a good documentation can help, these are three book to use R software for beginner and for experts: ·         “Introduction to the R Project for Statistical Computing for Use at the ITC” by David Rossiter (PDF, 2010-11-21).

## animation with gridSVG

November 12, 2011
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Some time ago I posted a question in stackoverflow to learn how to produce a multipage SVG file. This is …Continuar leyendo »

## Stochastic reserving with R: ChainLadder 0.1.5-1 released

November 12, 2011
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Today we published version 0.1.5-1 of the ChainLadder package for R. It provides methods which are typically used in insurance claims reserving to forecast future claims payments.Claims development and chain-ladder forecast of the RAA data set using the Mack methodThe package started out of presentations given...

## Logistic Power Peak (LPP) Simulated Soil Profiles

November 12, 2011
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A friend of mine recently published a very interesting article on the pedologic interpretation of asymetric peak functions fit to soil profile data (Myers et al., 2011). I won't bother summarizing or paraphrasing the article here, as the original artic...

## Home Runs heating up?

November 12, 2011
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My intuition tells me that objects traveling through the air would meet more resistance when there is more moisture in the air. It turns out that my intuition is wrong. It still doesn’t make sense to me but apparently humid … Continue reading →

## art brut

November 12, 2011
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Filed under: pictures, R Tagged: Le Monde, mathematical puzzle, R

## Visualizing Likert Items

November 11, 2011
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I have become quite a big fan of graphics that combine the features of traditional figures (e.g. bar charts, histograms, etc.) with tables. That is, the combination of numerical results with a visual representation has been quite useful for exploring descriptive statistics. I have wrapped two of my favorites (build around ggplot2) and included them as part

## Web Scraping Google+ via XPath

November 11, 2011
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Google+ just opened up to allow brands, groups, and organizations to create their very own public Pages on the site. This didn’t bother me to much but I’ve been hearing a lot about Google+ lately so figured it might be fun to set up an XPath scraper to extract information from each post of a status

## Harmonic means, reciprocals, and ratios of random variables

In my last few posts, I have considered “long-tailed” distributions whose probability density decays much more slowly than standard distributions like the Gaussian.  For these slowly-decaying distributions, the harmonic mean often turns out to be a much better (i.e., less variable) characterization than the arithmetic mean, which is generally not even well-defined theoretically for these distributions.  Since the harmonic...

## Propagation of error

November 11, 2011
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At the onset, this was strictly an excercise of my own curiosity and I didn't imagine writing this down in any form at all. As someone who has done some modelling work in the past, I'm embarrassed to say that I had never fully grasped how one can gauge the error of a...

## Pre-computing a trading plan in parallel

November 11, 2011
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R version 2.14 introduced a new package, called parallel. This new package combines the functionality from two previous packages: snow and multicore. Since I was using multicore to parallelise my computations, I had to migrate to the new package and decided to publish some code. Often trading strategies are tested using the daily closing price

## A chart for marathoners

November 11, 2011
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Here's a cool application of calendar heat maps: runner Andy used R to catalogue his daily running mileage over the last 2+ years: There are lots of ways to chart data like this (a simple time-series chart, for example), but sometimes looking at data in new ways offers fresh perspectives. For example, Andy notes: "Apparently I missed running on...

## The Marriage of Hadoop and R: Revolution Analytics at Hadoop World

November 11, 2011
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Revolution Analytics CTO David Champagne visited Hadoop World 2011 this week, and delivered a presentation on "The Powerful Marriage of R and Hadoop" to a standing-room-only crowd of R and Hadoop enthusiasts. I've included David's slides below: The talk also generated praise on Twitter, for example: David was also interviewed by The Cube during the conference. In the video...

## Train neural network in R, predict in SAS

November 11, 2011
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This R code fits an artificial neural network in R and generates Base SAS code, so new records can be scored entirely in Base SAS. This is intended to be a simple, elegant, fast solution. You don’t need SAS Enterprise … Continue reading →

## RStudio: a cross-platform IDE for R

November 11, 2011
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Which text editor do you use? Once in a while this question pops up on the R-help mailing list. Up until recently I used the KDE text editor Kate under Linux. Recently, I came across a new text editor for… See more ›

## Resampling and Shrinkage : Solutions to Instability of mean-variance efficient portfolios

November 11, 2011
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Small changes in the input assumptions often lead to very different efficient portfolios constructed with mean-variance optimization. I will discuss Resampling and Covariance Shrinkage Estimator – two common techniques to make portfolios in the mean-variance efficient frontier more diversified and immune to small changes in the input assumptions. Resampling was introduced by Michaud in Efficient

## What you wish you knew before you started a PhD

November 11, 2011
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I asked my research group recently what they wished they had learned before they started work on a PhD. Here are some of the responses. More mathematics. Particular topics they named included real analysis, functional analysis, measure theory, algebra, linear algebra. That would have been my response also. I still wish I knew more mathematics than

## Another look at autocorrelation in the S&P 500

November 11, 2011
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Casting doubt on the possibility of mean reversion in the S&P 500 lately. Previously A look at volatility estimates in “The mystery of volatility estimates from daily versus monthly returns” led to considering the possibility of autocorrelation in the returns.  I estimated an AR(1) model through time and added a naive confidence interval to the … Continue reading...

## Surviving a binomial mixed model

November 11, 2011
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A few years ago we had this really cool idea: we had to establish a trial to understand wood quality in context. Sort of following the saying “we don’t know who discovered water, but we are sure that it wasn’t … Continue reading →

## Visualizing Likert Items

November 11, 2011
By

I have become quite a big fan of graphics that combine the features of traditional figures (e.g. bar charts, histograms, etc.) with tables. That is, the combination of numerical results with a visual representation has been quite useful for exploring...

## Visualizing Likert Items

November 11, 2011
By

I have become quite a big fan of graphics that combine the features of traditional figures (e.g. bar charts, histograms, etc.) with tables. That is, the combination of numerical results with a visual representation has been quite useful for exploring...

## Plotting implicit functions in R

November 11, 2011
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So in prepping for my latest manuscript on population dynamics I have been creating all the necessary figures.  One of them I considered was a 2-d surface plot of a modified Ricker equation showing the transitions from extinction stability, and stability to limit cycles.  Inconveniently though the only way to do this is with an implicit function.  Since becoming...

## What 5,728.986 miles look like…

November 10, 2011
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Time Series as calendar heat maps + All of my running data since April 1, 2009 = Generated by the following code: #Sample Code based on example program at: source(file = "calendarHeat.R") run<- read.csv("log.csv", header = TRUE, sep=",") sum(run$Distance) date <- c() for (i in 1: dim(run)){ if(run$DistanceUnit== 'Kilometer'){ miles <- c(miles,run\$Distance * 0.62) }

## Managing a Local R Repository

November 10, 2011
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I will be teaching a workshop on R and LaTeX at NEAIR in just under a month. One of the issues I will encounter is a lack of Internet access. I also work with restricted data from NCES which requires the computer to be secured including no network access. As such, I need to manage software from removable

## Applying multiple functions to data frame

November 10, 2011
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A very typical task in data analysis is calculation of summary statistics for each variable in data frame. Standard lapply or sapply functions work very nice for this but operate only on single function. The problem is that I o...

## PostGIS Quickie

November 10, 2011
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Today I needed to cut out a rectangle of geologic data from a state-wide map in an AEA coordinate system, using a bounding box from a UTM zone 10 region, with the output saved in UTM zone 10 coordinates. PostGIS makes this type of operation very simple...