Dirk and I gave a full day Rcpp workshop yesterday in Chicago before the R in Finance conference.The pdfs of the slides are available here: part 1 (intro), part 2 (details), part 3 (modules) and part 4 (applications)

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Dirk and I gave a full day Rcpp workshop yesterday in Chicago before the R in Finance conference.The pdfs of the slides are available here: part 1 (intro), part 2 (details), part 3 (modules) and part 4 (applications)

Leading analyst firm Gartner has just published its "Cool Vendors in Analytics and Business Intelligence" report for 2011 (download it here if you have a Gartner subscription). In the report, Revolution Analytics is named a Gartner Cool Vendor, and recognizes the company as "innovative, impactful and intriguing": Driven in part by the rise of big data, business intelligence (BI)...

I was recently introduced to RStudio, a new integrated development environment for R, it is just amazing! It is free, and open, compatible with PC/Mac/Linux OSs. You can also choose to run it in the cloud, and access it from your favorite web browser. As you can see, the window divides into four in a

Romain and I just posted our slides from yesterday's Rcpp workshop and class (preceding the now-ongoing R/Finance conference). You can access the slides via my presentation page, or directly from here as Part 1 (Introduction), Part 2 (Details), Part ...

As has been discussed on various blogs the RStudio interface to R has been released. It is definitely worth checking out as it has the potential to improve the user experience for R.

I was reading various R blogs and saw very nice looking plots created with ggplot2 package. Especially this blog was useful because of link to a very interesting book about ggplot2. I want to display and update the latest co-integrated pairs every day ...

I made FRBData package and registerd it on CRAN.This package allow you to download financial data from FRB's website.This website provide many economical data such as consumer credit, money stock.This article show you how to use this package.(But, it has only a function about interest rate now. I will create other functions to download other macro-economical data in next version.)First,...

I made FRBData package and registerd it on CRAN.This package allow you to download financial data from FRB's website.This website provide many economical data such as consumer credit, money stock.This article show you how to use this package.(But, it has only a function about interest rate now. I will create other functions to download other macro-economical data in next version.) First,...

We are happy to report that one of the Google Summer of Code students from last year, Ian Fellows, has been awarded the John M. Chambers Statistical Software Award for his work with the R Project. This award will be presented at the annual Joint Statistical Meeting in August.Ian’s project involved extending...

We are happy to report that one of the Google Summer of Code students from last year, Ian Fellows, has been awarded the John M. Chambers Statistical Software Award for his work with the R Project. This award will be presented at the annual Joint Statistical Meeting in August.Ian’s project involved extending...

August last year I asked on BioStar about how to import RDF into the R statistical package and at the time nothing seemed existing. Over the past few weeks I ported code I wrote for Bioclipse to create the rrdf package for R, which is now available fro...

We're on our way to Chicago for the annual conference for R users in Finance, R/Finance 2011. Revolution Analytics is proud to once again sponsor this conference, and during the sponsor lunch session at noon on Saturday, we're honoured to have Guy Yollin show how the big-data capabilities of Revolution R Enterprise can be used for quantitative finance. Here...

I’ve also previously put up a couple of posts about aggregating data in R. In this post, I’m going to be trying some other alternative methods for aggregating the dataset. Before I begin, I’d like to thank Matthew Dowle for highlighting these to me. It’s a bit daunting at first, deciding which method of aggregating data is

Today I have been playing with the errorbars from knime. To recreate the plot from http://flyordie.sin.khk.be/2011/04/20/day-27-a-lot-of-graphics-in-one-place/ I had to be able to create 2 y-axis, and multiple plots on 1 graph. At the end of the day I ...

Statistical factor models and Ledoit-Wolf shrinkage are competing methods for estimating variance matrices of returns. So which is better? This adds a data point for answering that question. Previously There are past blog posts on: the idea of variance matrices factor models of variance The data in this post are from the blog posts: “Weight … Continue reading...

A Guest post to R-bloggers by Bart Blaszczyk. * * * * * * * * This week a new data competition for the best recommendation system begins. Similar in a form to the famous Netflix Prize, asks data scientists, algorithm geeks and statisticians to devise the most accurate algorithm that suggests in personalized way what movies may be of interest for visitors...

If you haven’t read yesterday’s post, I advise you to do so, because this is the fix of yesterday. Day #27: A lot of graphics in one place I found out how to use ggplot2 in knime. Say, for example, your code is this: library(ggplot2) myplot...

Today I have been playing with the errorbars from knime. To recreate the plot from http://flyordie.sin.khk.be/2011/04/20/day-27-a-lot-of-graphics-in-one-place/ I had to be able to create 2 y-axis, and multiple plots on 1 graph. At the end of the day I ...