Almost always, when I see a system backtested, the backtest assumes a static portfolio with no contributions or withdrawals. This assumption only covers an extremely limited subset of my clients. Cash flows in and out of a portfolio or syst...

I am one of the organizers of ESSA2013 conference that will take place in September 2013 in Warsaw, Poland. The conference scope is social simulation and in particular methods of statistical analysis of simulation output (metamodeling). As we have just issued Call for Papers for the conference so I decided to post a simple example of a metamodel.Recently I had...

I did a screencast for my co-workers to show how to get started with R, specifically what a base installation of R looks like, then showing how to improve your workflow using RStudio, Rcmdr or rattle. The examples are somewhat … Continue reading →Video: R, RStudio, Rcmdr & rattle is an article from randyzwitch.com, a...

I'm heading out on vacation to my Australian homeland for the next two weeks, but fear not reader friends: we have an awesome lineup of guest bloggers to fill in while I'm away. I don't want to ruin the surprise, but you'll be seeing posts from: experts in data visualization about how they use R; members of the R...

The main changes in this version are to the theming system. There are also a number of enhancements to the theming system that make it easier to modify themes and we’ve renamed a number of functions to have more informative names. Your existing code should continue to work, although you may receive warnings about functions

You might remember a second proposal I put forward for this summer’s Google Summer of Code (GSoC). This project was ambitious, looking to convert a subset of Attillio Meucci’s MatLab code to R. Thankfully, Brian Peterson took the lead mentor position for this particular project. Coincidently, the day before GSoC started we received a very

Because I am self-taught in many of the areas of computer science and more advanced statistics and probability theory I am most interested in, and because I have a deep aversion both to looking foolish and being full of it...

A new major released of Armadillo came out earlier today. I prepared the corresponding RcppArmadillo package 0.3.4.0 which also arrived on CRAN earlier today. This released contains a few performance improvements, the beginnings of support of sparse matrices and more, see below. We also post the NEWS entry for the beta release which was prepared, but not uploaded to CRAN to...

The social crowdfunding site Kickstarter announced today that it has enabled, via community contributions, $50M in funding in 2012 for new indie games. The second largest category of funding was for independent films. The blog post announcing the news includes analysis (using R, natch) of the breakdown in categories and funding sources. On a personal note, two Kickstarter projects...

My first book on probability is completed. HTML version is freely available at theanalysisofdata.com and print version coming soon at a discounted price. Also, check out chapters 4 and 5 (available in pdf format) of the upcoming second volume on R programming and R graphics. http://theanalysisofdata.com/probability/viewer1.html (single page viewer) http://theanalysisofdata.com/probability/viewer2.html (two page viewer) http://theanalysisofdata.com/probability/0/0-2.pdf (table

Hi internet, we’re happy to be here. We’ll be covering a range of topics in this blog — we’ll talk to inventors and creative people as they launch their projects from Kickstarter and IndieGoGo, we’ll talk about the crowd-funding industry and where it’s headed, and we’ll dig into the details of pricing and success rates … Continue reading...

In case you missed them, here are some articles from June of particular interest to R users. RStan is a new package for Bayesian modeling with R. It's faster and can fit more highly-correlated models than the MCMC sampler of BUGS and JAGS. Biostatistician Corey Chivers used R to animate the epidemic-like growth of retailer Walmart in the US....

Mango Solutions host BaselR, a free, open and informal R user group for those using or interested in using R. There will be a few short R related presentations and an opportunity to meet and chat with other R users over a drink. Date: Thursday 13th September at 6.30pm. Venue : transBarent, Viaduktstrasse 3, Basel (by the train station)...

Update Oct-23: Added a new parameter add to the function. Now multiple groups can be plotted in a single plot (see example in my comment) As a follow-up on my R implementation of Solomon’s watercolor plots, I made some improvements to the function. I fine-tuned the graphical parameters (the median smoother line now diminishes faster

Stan is a new, open source, Bayesian inference tool. Stan is based on the the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. In order to compare Stan with JAGS, a gibbs sampler approach to Bayesian inference, I used the classic WinBUGS rats example. The rats example uses a hierarchical model to look at...

(This article was first published on Christopher Gandrud (간드루드 크리스토파), and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on their blog: Christopher Gandrud (간드루드 크리스토파). R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL,...

An update to the ggplot2 "grammar of graphics" package for R is now available on CRAN. This version introduces "Themes" for ggplot2 charts, and makes it possible to define and re-use your own preferences for title fonts and sizes, tick marks, grid color, etc. The system is heirarchically defined, so for example you can choose a font and have...

One of the main attractions of R (for me) is the ability to produce high quality graphics that look just the way you want them to. The basic plot functions are generally excellent for exploratory work and for getting to know your data. Most packages have additional functions for appropriate exploratory work or for summarizing