Computing distance matrix between Missouri sex offenders and child daycare facilities

July 28, 2011
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Computer Assisted Reporting This is the third of four articles about analyzing distances between sex offenders and child daycare centers in Missouri as part of a joint project with KSHB NBC Action News in Kansas City. The previous article explained how...

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Core not in CiRM

July 27, 2011
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Core not in CiRM

Despite not enjoying this year the optimal environment of CiRM, we are still making good progress on the revision (or the R vision) of Bayesian Core. In the past two days, we went over Chapters 1 (Introduction), 2 (Normal Models), 5 (Capture-Recapture Experiments), and 6 (Mixture Models), with Chapters 3 (Regression), 4 (Generalised Linear Models)

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Creating Financial Instrument metadata in R

July 27, 2011
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(This is a guest post by Ilya Kipnis)When trading stocks in a single currency, instrument metadata can be safely ignored because the multiplier is 1 and the currencies are all the same.  When doing analysis on fixed income products, options, futures, or other complex derivative instruments, the data defining the properties of these instruments becomes critical to tasks...

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Join the Reserves

July 27, 2011
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Join the Reserves

Most forget that the tremendous macro imbalances caused by the 10 Trillion in foreign reserves are just 14 years old phenomenon but the results have been and will be profound.  The buying started after the Asia Pacific collapse of 1997, and the As...

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Analysis of ISMB coverage at FriendFeed: 2008 – 2011

July 27, 2011
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Analysis of ISMB coverage at FriendFeed: 2008 – 2011

ISMB/ECCB 2011 was held between July 15-19 this year and as in previous years, FriendFeed was used to cover the meeting. Last year, I wrote a post about how to use R to analyse the coverage. I was planning something similar for 2011 when I thought: we have 4 years of ISMB at FriendFeed now

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A Currency Graph

July 27, 2011
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A Currency Graph

Here's a graph in which nodes (and edges) represent currencies (and exchange rates):library(igraph)currencies <- factor(c("EUR", "USD", "JPY", "GBP"))df <- subset(expand.grid(from=currencies, to=currencies), from != to)GetExchangeRate...

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Adding Sweave.sty and Rd.sty to your LaTeX path in Mac OS X

July 27, 2011
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Adding Sweave.sty and Rd.sty to your LaTeX path in Mac OS X

Okay, this extremely specific, but a headache that must be solved if you plan to create or modify R extensions (aka R source code packages). This is because R requires that you also build documentation through a process that is … Continue reading →

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Rcpp 0.9.6

July 27, 2011
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A new maintenance release version 0.9.6 of Rcpp went onto CRAN and into Debian earlier today. This release contains a fix which helps the RppEigen package (mentioned previously on this blog), as well as an addition which permits user-defined fina...

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A slice of infinity

July 27, 2011
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A slice of infinity

Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in order to satisfy the regularity conditions on which

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How big block trades affect stock market prices?

July 27, 2011
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How big block trades affect stock market prices?

I will be giving a presentation on “Optimal transaction cost” in Vilnius on  16  August. While preparing the presentation and looking for an optimal execution solution, a natural question arises: does the size of the trade affect stock market price? I’m sure, you would say 100 % yes. Well, you would be right, but what is

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The Stats Clinic

July 27, 2011
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The Stats Clinic

Here at HSL we have a lot of smart kinda-numerate people who have access to a lot of data. On a bad day, kinda-numerate includes myself, but in general I’m talking about scientists who have have done an introductory stats course, but not much else. When all you have is a t-test, suddenly everything looks

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An efficient way to do dataset intersection

July 27, 2011
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The main message is to use "match" to get index of needed rows and then get the rows by the index, instead of using the row names to select, which is much slower. Here is example:In example above, we know that the same values of column 2nd have same values of columns from 4th to the end. So, instead...

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Social reception for R enthusiasts at Joint Statistics Meetings

July 27, 2011
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Social reception for R enthusiasts at Joint Statistics Meetings

At the JSM 2011 conference in Miami on Monday, August 1, Revolution Analytics will be hosting a cocktail reception for R users, and anyone interested in R. From 5:30-7:30 at Emeril's Miami Beach House (in the JSM host hotel), we'll have appetizers, drinks, and the opportunity to socialize with R users from around the word. There will also be...

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Word Cloud in R

July 27, 2011
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Word Cloud in R

A word cloud (or tag cloud) can be an handy tool when you need to highlight the most commonly cited words in a text using a quick visualization. Of course, you can use one of the several on-line services, such as wordle or tagxedo ,...

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RStudio available at cloudnumbers.com

RStudio available at cloudnumbers.com

RStudio™ is an integrated development environment (IDE) for the statistical software R (www.r-project.org). It combines an intuitive user interface with powerful coding tools to help you get the most out of R. cloudnumbers.com provides researchers and companies with the access to resources to perform high performance calculations in the cloud. One often used application at cloudnumbers.com’s

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Bayesian Core and loose logs

July 26, 2011
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Bayesian Core and loose logs

Jean-Michel (aka Jean-Claude!) Marin came for a few days so that we could make late progress on the revision of our book Bayesian Core towards an Use R! version. In one of the R programs in the mixture chapter, we were getting improbable answers, until we found an R mistake in the shape of which

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The Luck and Skill of Scrabble

July 26, 2011
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The Luck and Skill of Scrabble

Scrabble is a game that involves both skill and luck. There's skill in knowing the words you can play and — especially — the most advantageous ways to play them. But there's also luck in the tiles you draw randomly from the bag: get saddled with a rack containing four I's and there's usually not much you can do....

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Two-way CRAN

July 26, 2011
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Two-way CRAN

Sooner on later, every useR will manage to exhaust R’s built-in capabilities and land on CRAN looking for his dreamed needle in a haystack of 3k+ contributed packages. Probably most of you already know stuff like Task Views or rseek which make finding something relevant a bit easier than digging the full list or googling, however all methods

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JAGS 3.0.0 is released

July 25, 2011
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JAGS 3.0.0 is released

Somewhat later than I originally planned, JAGS 3.0.0 is released and can be downloaded from Sourceforge.  The corresponding R interface package rjags has been uploaded to CRAN There are no new modules or features in this release. I have been … Continue reading →

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Rahul Dravid – a legend in Test Cricket

July 25, 2011
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Rahul Dravid – a legend in Test Cricket

Rahul Dravid is a fantastic cricketer, and a role model for younger generation - focused, hardworking and humble.Dravid recently became the 2nd highest scorer in Test Cricket (Sachin Tendulkar is the leading scorer). His contribution to India...

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Really useful R package: sas7bdat

July 25, 2011
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Really useful R package: sas7bdat

For SAS users, one hassle in trying things in R, let alone migrating, is the difficulty of getting data out of SAS and into R. In our book (section 1.2.2) and in a blog entry we've covered getting data out of SAS native data sets. Unfortunately, for ...

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Getting to know multivariate data

July 25, 2011
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Getting to know multivariate data

psych::pairs.panels and corrgram::corrgram using mtcars data Core Ideas: multivariate modeling is challenging pair plots make it easy to get a quick understanding of each variable and the relationships between them Multivariate analysis and modeling can be really challenging. Getting the job done well requires you to know your data really well. People often use the

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Scatterplot matrices in R

July 25, 2011
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Scatterplot matrices in R

I just discovered a handy function in R to produce a scatterplot matrix of selected variables in a dataset. The base graphics function is pairs(). Producing these plots can be helpful in exploring your data, especially using the second method below.Try...

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Nick Stoke’s Improvements

July 25, 2011
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Nick Stoke’s Improvements

Fast on the heels of getting RomanM’s code up and running in RghcnV3,  Nick Stokes whipped out a version of his approach which he covered on his blog here: We exchanged code and few mails thrashing through details and I’m now in a position to start the integration work of his approach into Rghcnv3. In

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The Road To Default: Still No Agreement

July 25, 2011
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The Road To Default: Still No Agreement

Another day and yet another failed agreement. The u.s. Is in trouble folks. Even if a debt deal is reached there is still widespread consensus that the u.s. will lose its AAA credit rating. More to come later.Keep dancin'Steven J.

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The R-Files: Jeff Ryan

July 25, 2011
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The R-Files: Jeff Ryan

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Jeff Ryan Profession: Owner/Principal at Lemnica; Committee Member at R/Finance Nationality: American Years Using R: 8 Known for: R/Finance Conference, quantmod and xts packages Jeffrey Ryan is a Chicago-based quantitative software analyst and avid R user. He is perhaps best...

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sas7bdat reader ported to ActionScript

July 25, 2011
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By Brian Kimball: http://code.google.com/p/sasquatch

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Creating svg graphics for web publishing

July 25, 2011
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Welcome to the CV blog!

July 25, 2011
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Welcome to the CV blog!

It is almost a year since CrossValidated was launched. Today we start a new activity at CrossValidated – a community blog. It is the fourth (after the main site, meta and chat) place for getting in touch with the community and contributing to it. To get started, we plan to post series of posts about the

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