RQuantLib 0.3.8

September 12, 2011
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A bug-fix release RQuantLib 0.3.8 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Thanks to Helmut Heiming who noticed a side-effec t f...

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R to Word, revisited

September 12, 2011
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In a previous post (a long time ago) I discussed a way to get a R data frame into a Word table. The code in that entry was essentially a brute force way of wrapping R data in RTF code, but that RTF code was the bare minimum. There was no optimization of widths, or borders, or...

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Converting values to color levels

September 12, 2011
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Converting values to color levels

     Adding color to a plot is helpful in many situations for visualizing an additional dimension of the data. Again, I wrote the below function "val2col" in R after having coded this manually over and over in the past. It uses similar arguments as the image function in that one defines the...

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Solve your R problems

September 12, 2011
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Solve your R problems

  download ‘The R Inferno’ Epilogue I’m not a lawyer, but here is my understanding of the rules should you want to extract images from this page: Most of the images are from istockphoto.com. You would need to pay for each image that you want to use. It is unlikely that Sandro Botticelli is going … Continue reading...

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Call by reference in R

September 11, 2011
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Call by reference in R

Sometimes it is convenient to use “call by reference evaluation” inside an R function. For example, if you want to have multiple return value for your function, then either you return a list of return value and split them afterward or you can return the value via the argument. For some reasons(I would like to

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LondonR, 7 September 2011

September 11, 2011
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LondonR, 7 September 2011

On 7 September 2011 I attended the London R user group meeting. It was a very good turn out with about 50 attendees at the Shooting Star, a pub close to Liverpool Street Station. The session started at 18:00 with four presentations, followed by drinks ...

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Including googleVis output into a blogger post

September 11, 2011
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Including googleVis output into a blogger post

It seems that you cannot include Google Visualisation Charts into a blog post directly.So, I tried to include the output of a googleVis function as a gadget, but also unsuccessful.Although you can include gadgets into your site template, it doesn't see...

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R subplot() with multiple lines

September 11, 2011
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I have recently used the subplot() function of the TeachingDemos library for R: I wanted to create a simple embedded chart with multiple lines on it. The trick was to create a simple function that prepares the whole plot and pass it to the subplot() function to execute as shown below: > x > x() > plot(1:10)...

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Alternately coloured line environment with fancyvrb

September 11, 2011
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Recently, while typing up an R tutorial, I used the LaTeX fancyvrb package to create two environments—one coloured blue for R commands, and one coloured red to display R output. This worked well for large blocks of each type. Then I decided I wan...

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A shortcut function for install.packages() and library()

September 10, 2011
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A shortcut function for install.packages() and library()

I enjoy trying difference kind of R packages. Since I have more than 1 computers (1 at home, 1 at office and a laptop) it is troublesome to check whether I have installed some new packages for each computer. Therefore i wrote a function to load and install packages at once. If the package does

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Visualizing Bayesian Updating

September 10, 2011
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Visualizing Bayesian Updating

One of the most straightforward examples of how we use Bayes to update our beliefs as we acquire more information can be seen with a simple Bernoulli process. That is, a process which has only two  possible outcomes. Probably the most commonly thought of example is that of a coin toss. The outcome of tossing

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Polynomial Interpolation with R

September 10, 2011
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Polynomial Interpolation with R

As a first step to produce some useable code for spline interpolation/approximation in R, I set out to first do polynomial interpolation to see how I get along. It's not that there is no spline interpolation software for R, but I find it a bit limited. splinefun, for example, can do only 1-dimensional interpolation. interp{akima} can do bicubic splines...

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Getting data from the Infochimps Geo API in R

September 10, 2011
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Getting data from the Infochimps Geo API in R

I am very intrigued by the Infochimps Geo API, so wanted to play around with it a little bit and pull the data into R. I’ll start by getting data from the American Community Survey Topline API for a 10km area around where I live. First some setup code here. It imports a couple libraries

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Unlocking Big Data with R

September 9, 2011
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I have an article out this week on ReadWriteHack: Unlocking Big Data with R. My thanks to the folks at ReadWriteWeb for giving us the opportunity to showcase some of the many real-world Big Data applications of R. Here are some additional links about the applications mentioned in the article: New York Times: Destruction of the Haiti earthquake; 2010...

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Revolution Newsletter: September 2011

September 9, 2011
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you read the full September edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Using Revolution R with Hadoop: Revolution Analytics has released three open-source R packages, making it...

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My take on an R introduction talk

September 9, 2011
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My take on an R introduction talk

Here is a short intro R talk I gave today...for what it's worth...R Introduction View more presentations from schamber

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Looking to hire data scientists

September 9, 2011
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We are a global management consulting firm and are looking for data scientists in our team in New York/Washington DC and Gurgaon/Chennai (India). There are full-time and internship (New York) opportunities. There are multiple positions i...

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Le Monde puzzle [#739]

September 9, 2011
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Le Monde puzzle [#739]

The weekend puzzle in Le Monde this week is again about a clock.  Now, the clock has one hand and x ticks where a lamp is either on or off. The hand moves from tick to tick and each time the lights go on or off depending on whether or not both  neighbours were in

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I’m Starting a New Position at the University of Virginia

September 8, 2011
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I’m Starting a New Position at the University of Virginia

I just accepted an offer for a faculty position at the University of Virginia in the Center for Public Health Genomics / Department of Public Health Sciences. Starting in October I will be developing and directing a new centralized bioinformatics core ...

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Faster (recursive) function calls: Another quick Rcpp case study

September 8, 2011
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There was another question recently on StackOverflow that I had meant to discuss in a follow-up post here. User deltanovember asked about slow recursive functions and used the very classic Fibonacci number as an example. To recap, Fibonacci number a...

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The effectiveness of links shared on Facebook, Twitter, and YouTube

September 8, 2011
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The effectiveness of links shared on Facebook, Twitter, and YouTube

The bitly blog has posted a really interesting analysis of the effectiveness of links shared via the social-media services Facebook, Twitter and YouTube. Here, effectiveness is measured by the "half-life" of a link: the amount of time it takes for that link to generate half the clicks it will ever attract. They summarize their results in this ggplot2 density...

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In case you missed it: August Roundup

September 8, 2011
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In case you missed them, here are some articles from August of particular interest to R users. A contest to showcase applications of R for businesses is offering $20,000 in prizes from Revolution Analytics. Three new open-source packages integrating R and Hadoop will be introduced by Revolution Analytics' CTO David Champagne in a webinar on September 21. Dirk Eddelbuettel...

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Interacting with bioinformatics webservers using R

September 8, 2011
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Interacting with bioinformatics webservers using R

In an ideal world, all bioinformatics tools would be made available via the Web as a web service with an API, as well as a standalone package to download for local use. This is rarely the case and sometimes, even where one or the other is available, factors such as cost come into play. So

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A brief history of S&P 500 beta

September 8, 2011
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A brief history of S&P 500 beta

Data The data are daily returns starting at the beginning of 2007.  There are 477 stocks for which there is full and seemingly reliable data. Estimation The betas are all estimated on one year of data. The times that identify the betas mark the point at which the estimate would become available.  So the betas … Continue reading...

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Multiple plots with subplot in R

September 8, 2011
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I'm in the middle of creating a poster and wanted to compresss the content by transforming some of the charts into subplots of other charts.I made a little survey and found that there is a TeachingDemos library in CRAN that fits my needs. Well, the parameterization of the functions is a bit tricky but after a few tries...

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Shared and reproducible computing with OpenCPU

September 7, 2011
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Shared and reproducible computing with OpenCPU

While looking for an online computing provider, I bumped into OpenCPU.org: OpenCPU is a new initiative to make innovations in statistics, visualization and data-science more widely applicable. I guess the idea of online analysis and visualization, and online cloud R computing platform isn’t really new at this point anymore, but the real incentive is the

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Analyzing big data in R: two presentations from useR! 2011

September 7, 2011
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At last month's useR! 2011 conference at Warwick University, there were two talks on the RevoScaleR package for big data statistics in R. The first was a keynote presentation from Revolution Analytics' Chief Scientist, Lee Edlefsen. Here is the overview of his talk, Scalable Data Analysis in R: For the past several decades the rising tide of technology --...

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Information Transmission in a Social Network: Dissecting the Spread of a Quora Post

September 7, 2011
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Information Transmission in a Social Network: Dissecting the Spread of a Quora Post

tl;dr See this movie visualization for a case study on how a post propagates through Quora. How does information spread through a network? Much of Quora’s appeal, after all, lies in its social graph — and when you’ve got a network of users, all broadcasting their activities to their neighbors, information can cascade in multiple

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Hey! I made you some Wiener processes!

September 7, 2011
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Hey! I made you some Wiener processes!

Check them out. Here are thirty homoskedastic ones: > homo.wiener for (j in 1:30) {  for (i in 2:length(homo.wiener)) {          homo.wiener for (j in 1:30) {        plot( homo.wiener,           type = "l", col = rgb(.1,....

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