Grid2Polygons

June 4, 2012
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Grid2Polygons

I’d like to introduce you to the Grid2Polygons function; an R function for converting sp spatial objects from class SpatialGridDataFrame to SpatialPolygonsDataFrame. The significance of this conversion is that spatial polygons can be transformed ...

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Obtaining a protein-protein interaction network for a gene list in R

June 3, 2012
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Obtaining a protein-protein interaction network for a gene list in R

Building a network of interaction between a bunch of genes can help a great deal in understanding the relationships between the seemingly disparate elements from your list. It can seems challenging at first to build such network but it's less complicat...

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How to draw a curve() with ggplot2

June 3, 2012
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How to draw a curve() with ggplot2

ggplot2 improves the graphics drawn with R. A (very) short adaptation time is needed to find how to make graphs equivalent to the ones of graphics. For example, to draw the curve of a function, there is no function similar to curve(). You have to use qplot() by setting the stat and geom arguments as

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Universal portfolio, part 3

June 3, 2012
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Universal portfolio, part 3

After the theoretical analysis, section 8 of Universal Portfolios provides examples.  We now use logopt and R to reproduce them, the first three in this post.The examples of Universal Portfolios use a long time series...

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Screencast: The Making of 3dfcc505dc

June 3, 2012
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Screencast: The Making of 3dfcc505dc

It was all going so well. Until my MacBook began experiencing memory issues. At around the 20 minute mark (which is close to the end), I lost some video explaining the use of the density plot auto-creation super-wizard function. The good news is that i...

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NBA Playoff Predictions Update 2 and Results (3-1)

June 3, 2012
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NBA Playoff Predictions Update 2 and Results (3-1)

This is my second follow-up to my previous two posts which were about predicting NBA games with an algorithm, and my first update to the algorithm. The algorithm's record is now 3-1, as it correctly predicted Boston and Oklahoma City as winners of the...

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Posts about ggplot2 on r-bloggers

June 3, 2012
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You can also get your fix of ggplot2 on r-bloggers (where this blog is also syndicated): http://www.r-bloggers.com/search/ggplot

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Removing "Y" outliers from the "Validation Set"

June 3, 2012
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Removing "Y" outliers from the "Validation Set"

This is a new video about how to monitor and interpret statistics and graphics for validation. Removing "Y" outliers from Validation SetPrevious videos about the Monitor function  for validation:Should I adjust the Bias?Monitor: Adding "RER" and "...

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NBA Playoff Predictions Update 2 and Results (3-1)

June 3, 2012
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NBA Playoff Predictions Update 2 and Results (3-1)

This is my second follow-up to my previous two posts which were about predicting NBA games with an algorithm, and my first update to the algorithm. The algorithm's record is now 3-1, as it correctly predicted Boston and Oklahoma City as winners of their past games. Upcoming things to do Sadly, I have been a bit busy, and I...

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Making interactive slides with Org mode and googleVis in R

June 3, 2012
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Making interactive slides with Org mode and googleVis in R

There’s been a lot of justifiable excitement in the R community about Yihui Xie’s great work, and most recently the incorporation of his knitr package into the RStudio software. Knitr is seen, justifiably, as a worthy successor to SWeave for … Continue reading →

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Coding a dynamic systems and controlling it via a graphical user interface

June 3, 2012
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Coding a dynamic systems and controlling it via a graphical user interface

My work, in the past year, has consisted mostly of coding dynamic models in R, models which I will soon be exporting to a server-based R implementation, possibly thanks to rApache.I ususally run my models through an input file where I specify all param...

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R script to manipulate health data

June 3, 2012
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Here is the code that fixed up the World Bank data export for use in Tableau. The databank spits out everything in an untidy format for grouping and aggregating. The reshape2 and plyr packages  make it easy to manipulate the whole set … Continue reading →

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NBA Playoff Predictions Update 2 and Results (3-1)

June 3, 2012
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NBA Playoff Predictions Update 2 and Results (3-1)

This is my second follow-up to my previous two posts which were about predicting NBA games with an algorithm, and my first update to the algorithm. The algorithm's record is now 3-1, as it correctly predicted Boston and Oklahoma City as winners of the...

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R and theater

June 3, 2012
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R and theater

You might ask what R has to do with theater. I assure you it has. I act in the theater group ‘ndescenze. We will soon present (actually, we just performed) a show based on the Marx Brothers Radio Shows. We shuffle actors and characters during the show (we like it complicated!) and we needed to

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Visualizing car brand choices in ggplot2

June 2, 2012
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Visualizing car brand choices in ggplot2

Visualizing car brand choices in ggplot2:

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Fama-MacBeth and Cluster-Robust (by Firm and Time) Standard Errors in R

June 2, 2012
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Fama-MacBeth and Cluster-Robust (by Firm and Time) Standard Errors in R

Ever wondered how to estimate Fama-MacBeth or cluster-robust standard errors in R? It can actually be very easy. First, for some background information read Kevin Goulding’s blog post, Mitchell Petersen’s programming advice, Mahmood Arai’s paper/note and code (there is an earlier version of the code with some more comments in it). For more formal references you may want to

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Pasting Excel data into R on a Mac

June 2, 2012
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Pasting Excel data into R on a Mac

When starting out with R, getting data in and out can be a bit of a pain. It should take long to work out a convenient method – depending on what OS you use and what other packages you work with. In my case I prefer to work with Excel spreadsheets (which are versatile and

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Project Euler — problem 6

June 2, 2012
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Project Euler — problem 6

It’s midnight officially. Let me solve the sixth problem before bed. This is a quick one. The sum of the squares of the first ten natural numbers is, 12 + 22 + … + 102 = 385. The square of … Continue reading →

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11 Million Yellow Slips – City of Toronto Parking Tickets, 2008-2011

June 2, 2012
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11 Million Yellow Slips – City of Toronto Parking Tickets, 2008-2011

IntroductionI don't know about you, but I really hate getting parking tickets. Sometimes I feel like it's all just a giant cash grab. Really? I can't park there between the hours of 11 and 3, but every other time is okay? Well, why the hell not?Bu...

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Visualizing car brand choices in ggplot2

June 2, 2012
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Visualizing car brand choices in ggplot2

I always like to read new posts at chartsnthings as they always inspire me with new ideas for data visualization. Yesterday I have read an article on choices of car brands by members of parliament in Poland in Gazeta.pl. It contains a simple ...

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Calling R from SAS IML Studio

June 1, 2012
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Calling R from SAS IML Studio

I am playing around with SAS IML Studio 3.4.  For those that do not know, IML (Interactive Matrix Language) is the Matlab-esk language from SAS.  It opperates from normal SAS code through the PROC IML procedure.  A new (to me at least) UI has been developed for analysts called IML Studio.  IML Studio uses a superset of the IML...

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Double Release: Rook 1.0-5 and rApache 1.1.21

June 1, 2012
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Double Release: Rook 1.0-5 and rApache 1.1.21

I wanted to get these releases out the door before the useR conference, especially since I’m giving a tutorial on Rook! There were two bugs found in Rook, not by me, but by users! This is a fantastic step in the right direction as it’s an ...

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System from Trend Following Factors

June 1, 2012
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System from Trend Following Factors

As I thought more about Trend Following Factors from Hsieh and Fung, I thought that the trend following factors might indicate a state/regime for the equity markets that could potentially offer momentum-style timing signals for a system on the S&P ...

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Distribution of Oft-Used Bash Commands

June 1, 2012
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Distribution of Oft-Used Bash Commands

Browsing commandlinefu.com today, I came across this little one-liner to display which commands I use most often. Here’s what I got: Yep, seems legit. I navigate and look at files a whole bunch (ls, cd, cat), and I do a butt tonne of editing (vim). I sudo like a boss, hop onto various servers (ssh),

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Life contingencies with R

June 1, 2012
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Life contingencies with R

I will be giving in less than four weeks a short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The talk will be on Actuarial models with R, and first part will be dedicated to life insurance. A complete set of slides can be downloaded from the...

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The influences that shaped R: Inferno-ish R

June 1, 2012
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The influences that shaped R: Inferno-ish R

Patrick Burns, author of the excellent R Inferno, gave a presentation about R at the Cambridge R User Group this week. (Revolution Analytics is a proud sponsor of CambR.) I wasn't at the presentation myself, but Pat always gives a great talk, and he's generously provided his slides with copious notes. They're definitely worth a read if you're interested...

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Predicting NBA Playoff Games – Results and Update 1

June 1, 2012
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Predicting NBA Playoff Games – Results and Update 1

Game ResultsI recently made a post about developing an algorithm to predict the NBA playoffs, and I concluded with 2 predictions. Although Miami beat the Celtics to make my algorithm 1-0 in terms of predictions, it fell to 1-1 when the Thunder beat th...

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Selection in R

June 1, 2012
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The design of the statistical programming language R sits in a slightly uncomfortable place between the functional programming and object oriented paradigms. The upside is you get a lot of the expressive power of both programming paradigms. A downside of this is: the not always useful variability of the language’s list and object extraction operators. Related posts:

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Life contingencies with R

June 1, 2012
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Life contingencies with R

I will be giving in less than four weeks a short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The talk will be...

Read more »