spam evolution

April 26, 2012
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spam evolution

Despite some rather modest protection (like a simple captcha), I still receive spammy comments on this blog every now and again. They’re easily spotted and actually never appear on the website. There’s obviously an incentive for the spammer to post … Continue reading →

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R Tips: lots of tips for R programming

April 26, 2012
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R Tips: lots of tips for R programming

by Yanchang Zhao, RDataMining.com There are more than 100 R tips at http://pj.freefaculty.org/R/Rtips.html, which provide quick examples to small challenges in everyday R programming, especially for users switching from other languages to R. There is also a .PDF version for … Continue reading →

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More PubMed data mining: looking at top 20 CBT journals

April 26, 2012
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More PubMed data mining: looking at top 20 CBT journals

In this short article I present some data of the top 20 Cognitive Behavior Therapy (CBT) journals with the most PubMed publications, and compare that to data from 2010 and 2011.

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Installing R packages without admin rights on MS Windows

April 26, 2012
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Installing R packages without admin rights on MS Windows

Is there a life outside the office?Photo: Markus GesmannIt is not unusual that you will not have admin rights in an IT controlled office environment. But then again the limitations set by the IT department can spark of some creativity. And I have to ad...

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Graphing Predicted Legislative Violence with Zelig & ggplot2

April 25, 2012
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Graphing Predicted Legislative Violence with Zelig & ggplot2

In my previous post I briefly mentioned an early draft of a working paper (HERE) I've written that looks into the possible causes of violence between legislators (like the violence shown in this picture from the Turkish Parliament).  From The GuardianIn this...

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Late-April flotsam

April 25, 2012
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Late-April flotsam

It has been month and a half since I compiled a list of statistical/programming internet flotsam and jetsam. Via Lambda The Ultimate: Evaluating the Design of the R Language: Objects and Functions For Data Analysis (PDF). A very detailed evaluation … Continue reading →

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LeaRning R

April 25, 2012
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If, like me, you're still an R novice, you'll no doubt find this post on Pairach Piboonrungroj's blog extremely helpful. Among other things, Pairach provides links to 20 40 "R tutorials". It's a really nice resource!H.T. to David Smith for posting about this on the Revolutions blog.© 2012, David E. Giles

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Big Data, R and HANA: Analyze 200 Million Data Points and Later Visualize in HTML5 Using D3 – Part II

April 25, 2012
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Big Data, R and HANA: Analyze 200 Million Data Points and Later Visualize in HTML5 Using D3 – Part II

In my last blog, Big Data, R and SAP HANA: Analyze 200 Million Data Points and Later Visualize Using Google Maps, I analyzed historical airlines performance data set using R and SAP HANA and put the aggregated analysis on Google Maps.  Undoub...

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Live Longer – Choose Your Country Wisely (if you can)

April 25, 2012
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Live Longer – Choose Your Country Wisely (if you can)

Full democracy countries are the ones in which to live. This week's story could start and end with the above graph with almost no further explanation. But that wouldn't do it justice. So, like so many of the past articles on "Graph o...

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useR! 2012 Conference

April 25, 2012
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“Spatial data is, quite literally, everwhere” (Barry Rowlingson) this is so true! And because of that you guys will have the chance to take part in a great tutroial on using R for managing geospatial data, transforming, making maps and working with OGC standards. So visit this years useR! conference at Vanderbilt University; Nashville, Tennessee,

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20 free R tutorials (and one reference card)

April 25, 2012
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If you're just getting started with the R language, R user Pairach Piboonrungroj has published a handly list of 20 free R tutorials published by university departments. Included on the list: Getting Started with the R Data Analysis Package (by Norm Matloff), Getting Started with R (from York University), and An Introduction to R (by Phil Spector). Paraich also...

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Reproducible Research: Running odfWeave with 7-zip

April 25, 2012
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odfWeave is an R-package that is used for making dynamic reports by Sweave processing of Open Document Format (ODF) files. For anyone new to report generation and lacking knowledge of markup languages this might be a good starting point or even a true ...

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Short versus long papers, in academic journals

April 24, 2012
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Short versus long papers, in academic journals

This Monday, during my talk on quantile regressions (at the Montreal R-meeting), we've seen how those nice graphs could be interpreted, with the evolution of the slope of the linear regression, as a function of the probability level. One illustrati...

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Projects in RStudio

April 24, 2012
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Projects in RStudio

Now that I have one enormous project on the go and one smaller one, I find it’s helping me considerably to have each project stored in separate RStudio projects.  So, each project has its own scripting that I’ve been working … Continue reading →

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R, Julia and genome wide selection

April 24, 2012
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R, Julia and genome wide selection

— “You are a pussy” emailed my friend. — “Sensu cat?” I replied. — “No. Sensu chicken” blurbed my now ex-friend. What was this about? He read my post on R, Julia and the shiny new thing, which prompted him … Continue reading →

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Insights into Quantile Regression from Arthur Charpentier

April 24, 2012
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Insights into Quantile Regression from Arthur Charpentier

At this Monday’s Montreal R User Group meeting, Arthur Charpentier gave an interesting talk on the subject of quantile regression. One of the main messages I took away from the workshop was that quantile regression can be used to determine if extreme events are becoming more extreme. The example given was hurricane intensity since 1978.

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Varying Window Length for Linear Models on Stocks

April 24, 2012
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Varying Window Length for Linear Models on Stocks

In a previous post, we discussed ideas generated by a Timely Portfolio post about Linear Models on Stock. I wanted to see if there was a relationship between the window length of the running mean of the linear regression slope estimate and the running mean of the correlation between fitted and observed values. The parameters

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How to remember point shape codes in R

April 24, 2012
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How to remember point shape codes in R

I suspect I am not unique in not being able to remember how to control the point shapes in R. Part of this is a documentation problem: no package ever seems to write the shapes down. All packages just use the “usual set” that derives from S-Plus and was carried through base-graphics, to grid, lattice Related posts:

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Heat map visualization of sick day trends in Finland with R, ggplot2 and Google Correlate

April 24, 2012
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Heat map visualization of sick day trends in Finland with R, ggplot2 and Google Correlate

Inspired by Margintale’s post “ggplot2 Time Series Heatmaps” and Google Flu Trends I decided to use a heat map to visualize sick days logged by HeiaHeia.com Finnish users. I got the data from our database, filtering results by country (Finnish users only) in a tab separated form with the first line as the header. Three columns

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Rmetrics financial engineering workshop

April 24, 2012
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For those looking for an in-depth workshop on financial engineering with R, look no further than the R/Rmetrics Workshop and Summer School held annually in beautiful Meielisalp, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R. This year's workshop takes plase June 24-28. You can find the...

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Animations in R

April 24, 2012
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Animations in R

Animated charts can be very helpful in illustrating concepts or discovering relationships, which makes them very helpful in teaching and exploratory research. Fortunately, creating animated graphs in R is fairly straightforward, once you have the right tools and understand a few basic principles about how the animations are created. In this article I’ll provide an The post Animations...

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Animations in R

April 24, 2012
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Animations in R

Animated charts can be very helpful in illustrating concepts or discovering relationships, which makes them very helpful in teaching and exploratory research. Fortunately, creating animated graphs in R is fairly straightforward, once you have the right...

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R: Interactive 3D WebGL plot of time-space cube with RGL

April 24, 2012
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R: Interactive 3D WebGL plot of time-space cube with RGL

With the recently relased version of the package RGL (V. 0.92.879) there is a new option to publish 3D plots as an interactive WebGL graphic. Nearly every 3D plot you set up in a RGL window can be exportet via a very easy command. Just plot as usual into your rgl device and then use

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Milano R net meeting

April 24, 2012
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Milano R net meeting

I received the announce of the first Milano R net meeting, and I am glad to post it below. If you are based in Milano area you might think about going. If you are not based in Milano area, you might think about going as well! Milano R net Milano R net is a users

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Download Prices From Yahoo In Parallel

April 24, 2012
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Following my previous post about rewriting my code to run in parallel I have modified the code for downloading the S&P 500 prices from Yahoo to run i parallel as well. To be honest, I quite enjoy writing the code to run in parallel. It's fun for various reasons, but some theoretical background is highly

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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 1

April 23, 2012
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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 1

Analyzing transactions in quantstrat This post will be part 1 of a follow up to the original post, Simple Moving Average Strategy with a Volatility Filter. In this follow up, I will take a closer look at the individual trades of each strategy. This may provide valuable information to explain the difference in performance of the SMA … Continue reading...

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Project Euler…in LaTeX?

April 23, 2012
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I've been joking for a while now that I was going to start solving project euler problems in LaTeX.  Then today I finally did one.  So let's talk about solving Project Euler problem number 1 (the easy one) using only LaTeX. The problem asks you to sum up all the positive integers below 1000 which are divisible by 3...

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Complex arithmetic and airplane wings

April 23, 2012
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Complex arithmetic and airplane wings

I was once told that the reason that such a shape was so commonly used for aeroplane wings was merely that then one could study it mathemtically by just employing the Zhoukowski transformation. I hope that this is not true! (R. Penrose, “The Road to Reality”, p.150) Penrose here talks about a complex holomorphic mapping

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Drawdown Look at Frontier of Assets and Systems

April 23, 2012
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Drawdown Look at Frontier of Assets and Systems

In Efficient Frontier of Funds and Allocation Systems, I had hoped to start exploring how a frontier can potentially be created with only one asset, or how an even more efficient frontier could be created with assets and also systems on those assets.&n...

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