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

June 3, 2012
By
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...

Read more »

Making interactive slides with Org mode and googleVis in R

June 3, 2012
By
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 →

Read more »

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

June 3, 2012
By
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...

Read more »

R script to manipulate health data

June 3, 2012
By

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 →

Read more »

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

June 3, 2012
By
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...

Read more »

R and theater

June 3, 2012
By
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

Read more »

Visualizing car brand choices in ggplot2

June 2, 2012
By
Visualizing car brand choices in ggplot2

Visualizing car brand choices in ggplot2:

Read more »

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

June 2, 2012
By
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

Read more »

Pasting Excel data into R on a Mac

June 2, 2012
By
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

Read more »

Project Euler — problem 6

June 2, 2012
By
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 →

Read more »

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

June 2, 2012
By
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...

Read more »

Visualizing car brand choices in ggplot2

June 2, 2012
By
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 ...

Read more »

Calling R from SAS IML Studio

June 1, 2012
By
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...

Read more »

Double Release: Rook 1.0-5 and rApache 1.1.21

June 1, 2012
By
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 ...

Read more »

System from Trend Following Factors

June 1, 2012
By
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 ...

Read more »

Distribution of Oft-Used Bash Commands

June 1, 2012
By
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),

Read more »

Life contingencies with R

June 1, 2012
By
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...

Read more »

The influences that shaped R: Inferno-ish R

June 1, 2012
By
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...

Read more »

Predicting NBA Playoff Games – Results and Update 1

June 1, 2012
By
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...

Read more »

Selection in R

June 1, 2012
By

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:

Read more »

Life contingencies with R

June 1, 2012
By
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 »

Predicting NBA Playoff Games – Results and Update 1

June 1, 2012
By
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...

Read more »

Color Tools

June 1, 2012
By
Color Tools

Colors are mysterious business and choosing the right color or color palette for an R graphics can sometimes be a chore. To alleviate this burden, I present two functions for choosing color values. To access these functions install the RSurvey and dichromat packages: install.packages(c("RSurvey", "dichromat")) library(RSurvey) Choose Color The first function, ChooseColor (source), calls upon a graphical user interface (GUI)...

Read more »

Computational Journalism Server Version 1.6.5 Released

May 31, 2012
By

I’ve just released version 1.6.5 of the Computational Journalism Server. This is going to be the last release for a while. Release notes: I removed CoffeeScript and Node.js. I wasn’t using them. I dropped back to Erlang R14B-1.1. Everything tes...

Read more »

R Tops Data Mining Software Poll

May 31, 2012
By

For the past 12 years, KDNuggets has conducted an annual poll asking "What analytics/data mining software you used in the past 12 months for a real project (not just evaluation)". In this year's poll, R was the top-ranked data mining solution, selected by 30.7% of poll respondents. Microsoft Excel was second, at 29.8%. Rapidminer, which took the #1 spot...

Read more »

Term structure of interest rate spread volatility : Unit root test

Term structure of interest rate spread volatility : Unit root test

Recently, I was working on my master's thesis and came across an interesting observation regarding the term structure of interest rate spread volatility that I wish to share. Let me first try and throw some light on the jargon that I have used. To begi...

Read more »

Conditional Drawdown Exploration

May 31, 2012
By
Conditional Drawdown Exploration

After reading Strub, Issam S., Trade Sizing Techniques for Drawdown and Tail Risk Control (May 21, 2012), I thought I should try to tie this with 2 other good R pieces on Conditional Drawdown: http://systematicinvestor.wordpress.com/2011/11/01/minimiz...

Read more »

Poll Shows Open Source Almost Even with Commercial Analytics Software

May 31, 2012
By
Poll Shows Open Source Almost Even with Commercial Analytics Software

The 2012 results of the annual KDnuggets poll are in. It shows R in first place with 30.7% of users reporting having used it for a real project. Excel is almost as popular. It seems out of place among so … Continue reading →

Read more »

Using R.Net in an Excel Add in

May 31, 2012
By

I thought I’d try out R.net and in doing so I have put together a very simple Excel 2007 add in that connects Excel to R. I’m using .Net 4.0 in Visual Studio 2010 pro with the latest commit of R.Net, … Continue reading →

Read more »