Facebook-class social network analysis with R and Hadoop

May 25, 2012
By
Facebook-class social network analysis with R and Hadoop

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),...

Read more »

Forecasting: Principles and Practice

May 25, 2012
By

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...

Read more »

Monitor: Adding "RER" and "RPD" statistics

May 25, 2012
By
Monitor: Adding "RER" and "RPD" statistics

I continue developing the Monitor function in R. The idea is to get statistics which help me to understand the performance of my model.Of course the validation set must be free of outliers (X or Y).I add this time two new statistics: RER and ...

Read more »

A course in statistical programming

May 25, 2012
By
A course in statistical programming

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

Read more »

Trend Following Factors from Hsieh and Fung

May 25, 2012
By
Trend Following Factors from Hsieh and Fung

The beauty of R and academic replication is that on the Friday before Memorial Day weekend I can read an academic paper and do some analysis all before breakfast.  In this case, the paper is Hsieh, David A. and Fung, William, The Risk in Hedge F...

Read more »

Introduction to R

May 25, 2012
By
Introduction to R

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

Read more »

Temperature reconstruction with useless proxies

May 25, 2012
By
Temperature reconstruction with useless proxies

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

Read more »

Quick View on Correlations of Different Instruments

May 24, 2012
By
Quick View on Correlations of Different Instruments

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...

Read more »

Grexit stage left: visualizing the online discussion around Greece’s possible Euro exit

May 24, 2012
By
Grexit stage left: visualizing the online discussion around Greece’s possible Euro exit

  While Tsipras and his Syriza coalition have been busy in Greek parliament, the Internet has been a-buzz with speculation that their platform will result in a Greek exit from the Euro currency.  This prospect, affectionately dubbed “Grexit” by Citi… Read more ›

Read more »

French dataset: population and GPS coordinates

May 24, 2012
By
French dataset: population and GPS coordinates

A short post today based on recent work by @3wen (Ewen Galic, graduate Student in Rennes, spending a year in Montreal). Since we were working on a detailed French dataset (per commune), we needed a dataset containing a list all communes, with popu...

Read more »

NYC Meetup: What’s Next for R Markdown

May 24, 2012
By
NYC Meetup: What’s Next for R Markdown

There’s been lots of excitement about the new R Markdown feature introduced as part of knitr 0.5 and RStudio 0.96. People see R Markdown as both a simpler way to do reproducible research and as a great way to publish to the web from R. Jeromy Anglim has a nice write up on getting started with

Read more »

Quick dprint Experiment

May 24, 2012
By
Quick dprint Experiment

As a quick dprint experiment, I thought I would try to do a quarterly return table that might potentially fit in knitR Performance Report 3 (really with knitr) and dprint.  Although I do not think I will use it in the final report, I do think it i...

Read more »

RStudio v0.96.225 Update

May 24, 2012
By
RStudio v0.96.225 Update

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

Read more »

Slides for R/Finance 2012

May 23, 2012
By
Slides for R/Finance 2012

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

Read more »

If You are a R Developer, Then You Must Try SAP HANA for Free.

May 23, 2012
By

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...

Read more »

NYT charts the Facebook IPO with R

May 23, 2012
By
NYT charts the Facebook IPO with R

In conjunction with Facebook's record-setting IPO last Thursday, the New York Times created an infographic to put the size of the offer in context with other recent IPOs. A detail of the graphic as it appeared in the print edition appears below: ChartsNThings gives a fascinating peek into the weeklong process that went into creating this chart, where about...

Read more »

Global Fires, the Amazon and Humans

May 23, 2012
By
Global Fires, the Amazon and Humans

Fires are natural - most of the time (click on image for larger view). Natural Global Fires Many plants and animals have evolved to depend on fires periodically occurring in certain parts of the world. This phenomenon has been occurring for...

Read more »

knitR Performance Report 3 (really with knitr) and dprint

May 23, 2012
By
knitR Performance Report 3 (really with knitr) and dprint

please see knitr Performance Report–Attempt 3, knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1 alstated’s asked a very good question in his comment on knitr Performance Report–Attempt 3, and I’m not sure I could have a...

Read more »

R-NOLD 2012-05-23 05:48:00

May 23, 2012
By
R-NOLD 2012-05-23 05:48:00

Mapping Global Earthquake using XML and MaptoolsEveryday the US Geological Survey (USGS) publish earthquake data (http://earthquake.usgs.gov/earthquakes/recenteqsww/Quakes/quakes_all.html) all over the globe. Using XML and maptool packages of R I d...

Read more »

Are scatterplots too complex for lay folks?

May 23, 2012
By
Are scatterplots too complex for lay folks?

Usually, I like to write about the solutions to problems I’ve had, but today I only have a problem to write about. This is the second research job I’ve had outside of academia, and in both cases I’ve met with … Continue reading →

Read more »

My On-Job Training Analytics

May 22, 2012
By
My On-Job Training Analytics

I have been working at Provincial Statistics Office of Tawi-Tawi (Philippines) which was part of the training on my OJT (On-Job Training). One of the requirements of the training is at least 80 hours of services, so I decided to work from April 19 to M...

Read more »

My new forecasting textbook

May 22, 2012
By

After years of saying that I was going to write a book to replace Makridakis, Wheelwright and Hyndman (1998), I’m finally ready to make an announcement! My new book is Forecasting: principles and practice, co-authored with George Athanasopoulos. It is available online and free-of-charge. We have written about 2/3 of the book so far (all of which is already...

Read more »

The grade level of Congress speeches, analyzed with R

May 22, 2012
By
The grade level of Congress speeches, analyzed with R

As widely reported by CNN, the Huffington Post, Talking Points Memo, the sophistication of speeches by US politicians has declined in recent years, dropping from an 11th-grade level in 2005 to a 10th-grade level today. The reports are based on an analysis by the Sunlight Foundation, based on textual analysis of congressional speeches given since 1996 provided by the...

Read more »

knitr Performance Report–Attempt 3

May 22, 2012
By
knitr Performance Report–Attempt 3

please see knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1 Since the time of my last reporting post, RStudio, knitr, and Sweave have worked extremely hard to make document creation easier by becoming even more streamlined and ...

Read more »

read.odbc.ffdf & read.dbi.ffdf for fetching large corporate SQL data

If you are into large data but not enormeoulsy big data everyone is talking about and you are tired of finding a solution to get your data with several 10's of millions of records in R without having RAM issues, having a look at the packages ff, ffbase and ETLUtils might be the solution to your...

Read more »

Sunlight foundation analyses complexity of congressional speech

May 22, 2012
By

Sunlight foundation analyses complexity of congressional speech

Read more »

A complete Bayesian model for sensory profiling data

May 22, 2012
By
A complete Bayesian model for sensory profiling data

In this post I will try to add an important parts in the sensory profiling model I have been building. This concerns the question: 'Are all panelists equally reproducible?'. Obviously the answer is no, some are better than others. From this observation...

Read more »

Adding watermarks to plots

May 22, 2012
By
Adding watermarks to plots

A question was raised today on the mailing list: Is there an easy way to add a watermark to a ggplot? There are several options, depending on the type of watermark and the required level of control over the output, add a text label using annotate (th...

Read more »

Correlations and postive-definiteness

May 22, 2012
By
Correlations and postive-definiteness

On the way to another destination, I found some curious behavior with average correlations. The data Daily log returns from almost all of the constituents of the S&P 500 for years 2006 through 2011. The behavior Figure 1 shows the actual mean correlation among stocks for the set of years and the mean correlation with … Continue reading...

Read more »