Lambert’s W function and the generalised logarithm

November 16, 2011
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$Lambert’s W function and the generalised logarithm$

Yesterday I ran into an equation that was a sum of an exponential and a linear term: It doesn’t take long to figure out that there is no analytical solution, and so I set out to write some crappy numerical code. After wasting some time with a fixed point iteration that did not really work,

Weather forecast and good development practices

November 16, 2011
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Inspired by this tutorial, I thought that it would be nice to have the possibility to have access to weather forecast directly from the R command line, for example for a personalized start-up message such as the one below: Weather summary for Trieste, Friuli-Venezia Giulia: The weather in Trieste is clear. The temperature is currently 14°C (57°F). Humidity: 63%. Fortunately,...

PhD defense on copulas

November 15, 2011
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(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Freakonometrics - Tag - R-english. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave,...

Black-Litterman Model

November 15, 2011
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The Black-Litterman Model was created by Fisher Black and Robert Litterman in 1992 to resolve shortcomings of traditional Markovitz mean-variance asset allocation model. It addresses following two items: Lack of diversification of portfolios on the mean-variance efficient frontier. Instability of portfolios on the mean-variance efficient frontier: small changes in the input assumptions often lead to

First attempt at Chess Data Mining

November 15, 2011
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Once you become addicted to chess game analysis, it becomes very easy to swamp yourselves with questions regarding different aspects of the game. Testing out different hypothesis like preference of mobility versus positional advantage requires a bit of manual chess game mining, which could potentially be analyzed using R. With the help of websites like

Landscape figures in Sweave

November 15, 2011
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This post is a quick follow up from my initial article on Sweave to add a note on how to get a plot in landscape orientation to fill the whole page, plus a little example of using BibTex.Just to clarify  my … Continue reading →

This One’s Personal: Sanford Koufax vs. Randy Johnson…pffft

November 15, 2011
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I couldn’t let this one go. The conclusion draw here by this author that Randy Johnson was “the best pitcher of all time” was not something I could allow to slip through the cracks. Johnson was awesome. Incredible to watch. … Continue reading →

Announcing Revolution R Enterprise 5.0

November 15, 2011
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We're proud to announce the latest update to the enhanced, commercial-grade distribution of R, Revolution R Enterprise 5.0. With each new release, Revolution R Enterprise adds more capabilities to open-source R, to make R users more productive, to improve performance of R programs, to support Big Data analytics, and to provide servers and APIs for enterprise deployment. New features...

Example 9.14: confidence intervals for logistic regression models

November 15, 2011
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Recently a student asked about the difference between confint() and confint.default() functions, both available in the MASS library to calculate confidence intervals from logistic regression models. The following example demonstrates that they yield d...

World record running times vs. distance

November 15, 2011
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Julyan Arbel plots world record running times vs. distance (on the log-log scale): The line has a slope of 1.1. I think it would be clearer to plot speed vs. distance—then you’d get a slope of -0.1, and the numbers would be more directly interpretable. Indeed, this paper by Sandra Savaglio and Vincenzo Carbone (referred The post World...

Grrr…

November 15, 2011
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I’ve been working through Gelman et al.’s otherwise excellent Bayesian Data Analysis and it’s going reasonably well. My statistics is a little bit rusty so it’s taken time to work through all of the exercises and really understand what’s going on. But I...

Conference in Lyon on climate change and insurance

November 14, 2011
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I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

R Development Master Class with Hadley Wickham

November 14, 2011
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Hadley Wickham, R guru and author of several popular R packages (ggplot2 and plyr, to name just two), will present his 2-day R Development Master Class in New York City, December 12-13. This two-day course offers expert instruction in R programming and package development, and is ideal for anyone looking to hone their R development skills with expert instruction....

November 14, 2011
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...There is not much to it:upload a txt file with your script, share it for anyone with the link, then simply run something like the below code. ps: When using the code for your own purpose mind to change "https" to "http" and to i...

New O’Reilly book on parallel R computation

November 14, 2011
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New O'Reilly book on parallel R computation: Looks like it covers snow, multicore, parallel (package), and some others. Anyone know anything more about this book?

Wickham R short course

November 14, 2011
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Hadley writes: I am going to be teaching an R development master class in New York City on Dec 12-13. The basic idea of the class is to help you write better code, focused on the mantra of “do not repeat yourself”. In day one you will learn powerful new tools of abstraction, allowing The post Wickham...

November 14, 2011
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For the past couple of days, I had been searching for a tutorial that would show how to create a custom Beamer template. I found some great resources and some really great customized templates (I have listed the ones that I referred to below) but none ...

November 14, 2011
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I really love the plyr package. Apart from having a progress bar and plyr handeling a lot of the overhead, a very interesting feature is being able to run plyr in parallel mode. Essentially, setting .parallel = TRUE runs any… See more ›

Debugging with

November 14, 2011
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I just found these two gems about debugging in R on r-help today (here is the thread): 1) posted by Thomas Lumley: traceback() gets you a stack trace at the last error options(warn=2) makes warnings into errors options(error=recover) starts the post-mortem debugger at any error, allowing you to inspect the stack interactively. 2) added by

November 14, 2011
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Replying to Ben Bolker's post Google Scholar (still) sucks:Ben,thanks for illustrating the issue in your post!The main purpose of my function GScholarScraper is to retrieve titles - just because this is the best we can get from Google Scholar. Abstract...

GScholarXScraper: Hacking the GScholarScraper function with XPath

November 13, 2011
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Kay Cichini recently wrote a word-cloud R function called GScholarScraper on his blog which when given a search string will scrape the associated search results returned by Google Scholar, across pages, and then produce a word-cloud visualisation. This was of interest to me because around the same time I posted an independent Google Scholar scraper function  get_google_scholar_df()

Do they really know what they are doing?

November 13, 2011
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I am talking here about money managers. for those of us who have one. We assume they understand about markets in such a way that they can, and will generate at least the benchmark returns, what ever this benchmark may … Continue reading →

November 13, 2011
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(This is a follow-up to my previous post on the topic.)I was encouraged by the appearance of two R-based Scholar-scrapers, within a week of each other. One, by Kay Cichini, converts the page URLs into text mode and scrapes from there (There's a slightl...

5 Interesting Free Books for R from beginner to experts

November 12, 2011
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Always new software language in one technical activity is difficult, normally a good documentation can help, these are three book to use R software for beginner and for experts: ·         “Introduction to the R Project for Statistical Computing for Use at the ITC” by David Rossiter (PDF, 2010-11-21).

animation with gridSVG

November 12, 2011
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Some time ago I posted a question in stackoverflow to learn how to produce a multipage SVG file. This is …Continuar leyendo »

Stochastic reserving with R: ChainLadder 0.1.5-1 released

November 12, 2011
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Today we published version 0.1.5-1 of the ChainLadder package for R. It provides methods which are typically used in insurance claims reserving to forecast future claims payments.Claims development and chain-ladder forecast of the RAA data set using the Mack methodThe package started out of presentations given...

Logistic Power Peak (LPP) Simulated Soil Profiles

November 12, 2011
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A friend of mine recently published a very interesting article on the pedologic interpretation of asymetric peak functions fit to soil profile data (Myers et al., 2011). I won't bother summarizing or paraphrasing the article here, as the original artic...

Home Runs heating up?

November 12, 2011
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My intuition tells me that objects traveling through the air would meet more resistance when there is more moisture in the air. It turns out that my intuition is wrong. It still doesn’t make sense to me but apparently humid … Continue reading →