match vs. %in%

November 4, 2011
By

match and %in% are two very commonly-used function in R. So, what's the difference of them?First, how to use them -- (copy from R manual)match returns a vector of the positions of (first) matches of its first argument in its second.%in% is a ...

Read more »

Confidence interval for predictions with GLMs

November 4, 2011
By
Confidence interval for predictions with GLMs

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

Read more »

Confidence interval for predictions with GLMs

November 4, 2011
By
Confidence interval for predictions with GLMs

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation, i.e. the dot on the graph below > r=glm(dist~speed,data=cars,family=poisson) > P=predict(r,type="response", + newdata=data.frame(speed=seq(-1,35,by=.2))) > plot(cars,xlim=c(0,31),ylim=c(0,170)) > abline(v=30,lty=2)...

Read more »

Factor to class-membership matrix

November 4, 2011
By
Factor to class-membership matrix

Recently on R-bloggers I found a post from chem-bla-ics blog concerning conversion of factors to integer vectors. At the end it stated a problem of conversion of factor variable to class-membership matrix. In comments several nice solutions were p...

Read more »

Help: stemming and stem completion with package tm in R

November 3, 2011
By
Help: stemming and stem completion with package tm in R

I came across a problem below when doing stemming and stem completion with package tm in R. Word “mining” was stemmed to “mine” with stemDocument(), and then completed to “miners”with stemCompletion(). However, I prefer to keep “mining” intact. For stemCompletion(), … Continue reading →

Read more »

Webinar on Portfolio Rebalancing with R and Sybase

November 3, 2011
By

R users in the financial industry may be interested in the following webinar hosted by Revolution Analytics' partner Sybase on November 10: Portfolio Rebalancing Using R and Sybase RAP for Intraday Risk Management With volatility and violent intraday swings becoming the new normal, intraday risk controls are now needed to not only reduce your exposures across multiple asset classes,...

Read more »

By: Super Nerdy Cool » Build multiarch R (32 bit and 64 bit) on Debian/Ubuntu

have the 64 bit version of R compiled from source on my Ubuntu laptop. I recently had a need for R based on 32 bit since a package I

Read more »

Modern Portfolio Optimization Theory: The idea

November 3, 2011
By
Modern Portfolio Optimization Theory: The idea

We were recently given a lecture (by Dr. Susan Thomas) on Harry Markowitz portfolio optimization theory, and I was really fascinating with the noble laureate's story of how he found it difficult to convince his guide about the importance of h...

Read more »

Variability of volatility estimates from daily returns

November 3, 2011
By
Variability of volatility estimates from daily returns

Investment Performance Guy has a post “Periodicity of risk statistcs (and other measures)” in which it is wondered how valid volatility estimates are from a month of daily returns. Here is a quick look.  Figure 1 shows the variability (and a 95% confidence interval) of volatility estimates for the S&P 500 index in January 2011.  … Continue reading...

Read more »

Maximizing Omega Ratio

November 3, 2011
By
Maximizing Omega Ratio

The Omega Ratio was introduced by Keating and Shadwick in 2002. It measures the ratio of average portfolio wins over average portfolio losses for a given target return L. Let x.i, i= 1,…,n be weights of instruments in the portfolio. We suppose that j= 1,…,T scenarios of returns with equal probabilities are available. I will

Read more »

Some Simple but Propably Useful Regex Examples with R-Package stringr…

November 3, 2011
By
Some Simple but Propably Useful Regex Examples with R-Package stringr…

I found that examples for the use of regex in R are rather rare. Thus, I will provide some examples from my own learning materials - mostly stolen from the help pages, with small but maybe illustrative adaptions.ps: I will extent this list of examples...

Read more »

First thoughts on R

November 2, 2011
By
First thoughts on R

Having worked just a little with R, I have some first impressions to share.  I'll give you some links to resources I found helpful with writing the previous project. First, the documentation is not very good.  I struggled on previous attempts to figure things out.  I still find it crap shoot when I Google, looking for an answer....

Read more »

Code Optimization: One R Problem, Ten Solutions – Now Eleven!

November 2, 2011
By
Code Optimization: One R Problem, Ten Solutions – Now Eleven!

Earlier this year I came across a rather interesting page about optimisation in R from rwiki. The goal was to find the most efficient code to produce strings which follow the pattern below given a single integer input n: From this we can see that the general pattern for n is: It is rather heart

Read more »

Please use sensible colours in your maps

November 2, 2011
By

If you are creating maps then for goodness sake Use sensible colours!  I was helping some undergraduates with some work the other day, and they decided to use the following colour scheme for representing river depth: Deep water: Red Medium-depth water: Bright green Shallow water: Pink Why did they do this? Well, either they were

Read more »

The next generation of parallel R

November 2, 2011
By
The next generation of parallel R

In view of open-source parallel computing with R this week presents a big step to the future. R 2.14.0 was released at October 31th, 2011. Now, R base ships with a parallel computing package called “parallel”.  library(parallel) It combines advantages of the packages multicore and snow and it contains support for multiple RNG streams. The

Read more »

Strange behavior of correlation estimation

November 2, 2011
By
Strange behavior of correlation estimation

The Gaussian vector is extremely interesting since it remains Gaussian when conditioning. More precisely, if is a Gaussian random vector, then the conditional distribution of is also Gaussian. Further, it is possible to derive explicitly the cova...

Read more »

"Applications of R" contest submissions online

November 2, 2011
By

Thanks to everyone for participating in the "Applications of R in Business" contest. R users submitted more than 25 entries, describing how R is used in industries including life sciences, finance, manufacturing, sentiment analysis, and even sports. Some entries are just outlines for now (competitors have until November 30 to finalize their entries), but already there are some quite...

Read more »

Using Sweave with Beamer: A note on fonts

November 2, 2011
By

Recently, I've been preparing a poster using the LaTeX packages Beamer and beamerposter. The poster discusses a bunch of R stuff that I've been doing lately, so I successfully used Sweave to incorporate R code into the poster. However, I had some troub...

Read more »

Cycles in finite populations: A reproducible seminar in three acts

November 1, 2011
By
Cycles in finite populations: A reproducible seminar in three acts

For this years Halloween I presented the mathematical biology seminar at the Centre for Mathematical Biology. Here is the title and the abstract… Cycles in finite populations: a reproducible seminar in three acts Many natural populations exhibit cyclic fluctuations. Explaining the underlying … Continue reading →

Read more »

Generating PPC Keywords in R

November 1, 2011
By

Paid search marketing refers to the process of driving traffic to a website by purchasing ads on search engines. Advertisers bid on certain keywords that users might search for, and that determines when and where their ads appear. For example, an individual who owns an auto dealership would want to bid on keywords relating to automobiles

Read more »

Selecting statistics for ABC model choice [R code]

November 1, 2011
By
Selecting statistics for ABC model choice [R code]

As supplementary material to the ABC paper we just arXived, here is the R code I used to produce the Bayes factor comparisons between summary statistics in the normal versus Laplace example. (Warning: running the R code takes a while!) Filed under: R, Statistics, University life Tagged: ABC, Bayesian model choice, Laplace distribution, R, summary

Read more »

How much does "Beta" change depending on time?

November 1, 2011
By
How much does "Beta" change depending on time?

You may often use "Beta" to measure the market exposure of your portfolio because it's easy to calculate.Since I have been wondering how much "Beta" change depending on time, more precisely writing, data-set and the period of return time series, I...

Read more »

R 2.14 for Windows: now with SVG support

November 1, 2011
By

One additional new feature in the latest release of R: the standard binaries of R 2.14 from the R Project now include Cairo support. For Windows users, this means that you can now create SVG graphics in R -- the best format for displaying R graphics on the web -- without having to compile R yourself. Note that if...

Read more »

Evolving Domestic Frontier

November 1, 2011
By
Evolving Domestic Frontier

When we learn the efficient frontier, most are misled to believe that the frontier is static and unchanging.  However, we should have all learned by recent experience that the frontier is as volatile as the assets that construct it.  If we lo...

Read more »

Use case: combining taxize and rgbif

November 1, 2011
By
Use case: combining taxize and rgbif

Sure thing….this is just the sort of thing for which rOpenSci is being built. A colleague of mine recently saw our packages in development and thought, “Hey, that could totally make my life easier.”   What was made easier you ask?   This was his situation: He had a list of ca. 1200 species of

Read more »

Computing on the Language Followup

November 1, 2011
By

My article on computing on the language was unexpectedly popular and so I wanted to quickly follow up on my own solution. Many of you got the answer, and in fact many got solutions that were quite a bit shorter than mine. Here’s how I did it: makeList

Read more »

Teaching with R: the tools

November 1, 2011
By

I bought an Android phone, nothing fancy just my first foray in the smartphone world, which is a big change coming from the dumb phone world(*). Everything is different and I am back at being a newbie; this is what … Continue reading →

Read more »

Code Optimization: One R Problem, Ten Solutions – Now Eleven!

November 1, 2011
By
Code Optimization: One R Problem, Ten Solutions – Now Eleven!

Earlier this year I came across a rather interesting page about optimisation in R from rwiki. The goal was to find the most efficient code to produce strings which follow the pattern below given a single integer input n: From this we can see that the general pattern for n is: It is rather heart

Read more »

Bootstrapping a Single Statistic (k=1) The following example…

November 1, 2011
By
Bootstrapping a Single Statistic (k=1)

The following example…

Bootstrapping a Single Statistic (k=1) The following example generates the bootstrapped 95% confidence interval for R-squared in the linear regression of miles per gallon (mpg) on car weight (wt) and displacement (disp). The data source is mtcars. The...

Read more »