On the ICES Spatial Facility webpage one can obtain a view of the ICES statistical areas. Now since the projection used is more than a bit misleading I was wandering how these statistical areas would look like in Google Earth. Thankfully the ...

A look at return variability for portfolio changes. The problem Suppose we make some change to our portfolio. At a later date we can see if that change was good or bad for the portfolio return. Say, for instance, that it helped by 16 basis points. How do we properly account for variability in that … Continue reading...

It took us a loooong while but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/o much Bayesian connections and this got me thinking

The third problem: The prime factors of 13195 are 5, 7, 13 and 29. What is the largest prime factor of the number 600851475143 ? My solvement is straightforward: firstly to identify all the prime numbers between 2 and sqrt(n); secondly … Continue reading →

Whilst writing the book the latest version of R changed several times. Although I started on an earlier version, the bulk of the book was written with 2.11 and it was finished under R 2.12. The final version of the R scripts were therefore run and checked using R 2.12 and, in the main, the most recent

Robin Ryder pointed out to me this new experiment run by PLoS since March 2012, namely the introduction of a new article type, “called “Topic Pages” and written in the style of a Wikipedia article“. Not only this terrific idea gives more credence to Wikipedia biology pages, at least in their early stage, but also

We’ve just a made a change to the syntax for embedding MathJax equations in R Markdown documents. The change was made to eliminate some parsing ambiguities and to support future extensibility to additional formats. The revised syntax adds a “latex” qualifier to the $ or $$ equation begin delimiter. It looks like this: This change

In computing, social networks are traditionally represented as graphs: a connection of nodes (people), pairs of which may be connected by edges (friend relationships). Visually, the social networks can then be represented like this: Social network analysis often amounts to calculating the statistics on a graph like this: the number of edges (friends) connected to a particular node (person),...

Forecasting: Principles and Practice is the title of a new book by Rob Hyndman and George Athanasopoulos.As Rob says on his webpage:"The book is different from other forecasting textbooks in several ways. It is free and online, making it accessible to a wide audience. It is based around the forecast package for R. It...

Graduate students in statistics often take (or at least have the opportunity to take) a statistical computing course, but often such courses are focused on methods (like numerical linear algebra, the EM algorithm, and MCMC) and not on actual coding. For example, here’s a course in “advanced statistical computing” that I taught at Johns Hopkins

I am happy to repost the information I got about the course “Introduction to R” that will be organized by Milano R net in collaboration with Quantide. The course will be held in Milano, Italy, June 7-8, 2012, and is intended to introduce the unexperienced user to R. For furhter info visit milano R net

In a number of previous posts I considered the temperature proxies that have been used to reconstruct global mean temperatures during the past millenium. In this post I want to show how such a temperature reconstruction would look like if the proxies had no relation at all to the actual temperatures. The motivation is the

In this post, I will demonstrate how to quickly visualize correlations using the PerformanceAnalytics package. Thanks to the package creators, it is really easy correlation and many other performance metrics. The first chart looks at the rolling 252 day correlation of nine sector ETFs using SPY as the benchmark. As expected the correlation is rather … Continue reading...

There’s an updated release of RStudio v0.96 available that includes some small enhancements and bugfixes, including: Comment/uncomment for Sweave and LaTeX Additional in-product documentation for R Markdown Offline support for MathJax previews More flexible handling of MathJax inline equations The release notes include a full list all of the changes. We’ve also published some additional documentation on

Another succeessful* year of R/Finance is behind us. It was certainly more: a larger crowd, a longer session, more seminars, more presentations, more sponsors – perhaps even to the point where we’ve reaching a certain capacity. What began as an interesting idea among a few friends has more than credible momentum – it’s now more

This is a guest blog from Alvaro Tejada Galindo, my colleague and fellow R and SAP HANA enthusiast. I am thankful to Alvaro for coming and posting on "AllThingsR". Are you an R developers? Have ever heard of SAP HANA? Would you like to test SAP HANA for free? SAP HANA is an In-Memory Database Technology allowing developers to analyze big data in real-time. Processes that...