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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<p><p><p><p><p><p><p><p>This is an error message. If you are reading this, something broke. You may need to upgrade your browser. </p></p></p></p></p></p></p></p> Thanks to the nice post from Revolution Analytics I was finally able to get an svg device working on my Windows OS version of R. It took some additional tips from a fellow user of blogger to...

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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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Ternary sorting

July 24, 2011
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Ternary sorting

The last Le Monde puzzle made me wonder about the ternary version of the sorting algorithms, which all seem to be binary (compare x and y, then…). The problem is, given (only) a blackbox procedure that returns the relative order of three arbitrary numbers, how many steps are necessary to sort a series of n

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Crazy RUT

July 24, 2011
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Crazy RUT

I have noticed that the Russell 2000 (RUT) acts very differently from most of the other indexes that I have studied.  If we apply the system shown in Shorting Mebane Faber to RUT and then extend it with a simple slope, we notice something very dif...

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PC-Axis with R: pxR

PC-Axis with R: pxR

PC-Axis is a software family consisting of a number of programs for the Windows and Internet environment used to present statistical information. It is used by national and international institutions to publish statistical data. Programs in the PC-Axis family use a particular data file format (see the full PX-Axis data format description). Now the pxR

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BSE Bhavcopy with Delivery Quantity

July 24, 2011
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BSE Bhavcopy with Delivery Quantity

One of my TI forum members IV had a requirement for BSE Quotes along with Delivery Quantity. This made me implement "merge" function of R coding (thanks to the great work done by people behind various packages and guidance available on R Mailing lists)...

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Parallel JAGS RNGs

July 23, 2011
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As a matter of convention, we usually run 3 or 4 chains in JAGS. By default, this gives rise to chains that draw samples from 3 or 4 distinct pseudorandom number generators. I didn’t go and check whether it does things 111,222,333 or 123,123,123, but in any event the “parallel chains” in JAGS are samples

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RcppArmadillo 0.2.26 and 0.2.27

July 23, 2011
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Earlier this week, Conrad Sanderson issued a minor bug fix release 2.0.2 of his Armadillo library which provides templated C++ code for linear algebra. We wrapped that into a new RcppArmadillo release 0.2.26 and shipped it to CRAN. Due to it being su...

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Passing non-graphical parameters to graphical functions using …

July 23, 2011
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Passing non-graphical parameters to graphical functions using …

Argument passing via ... is a great feature of the R language, allowing you to write wrappers around existing functions that do not need to list all the arguments of the wrapped function. ... is used extensively in S3 methods … Continue reading →

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Passing non-graphical parameters to graphical functions using …

July 23, 2011
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Argument passing via ... is a great feature of the R language, allowing you to write wrappers around existing functions that do not need to list all the arguments of the wrapped function. ... is used extensively in S3 methods and in passing graphical parameters on to graphical functions. When writing you own plot methods, using ... allows the...

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RomanM’s Method

July 22, 2011
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RomanM’s Method

I’ve succeeded in getting a version of RomanM and JeffId’s Thermal hammer working with version 1.3 of RghcnV3. This is going to be a long post because there is a lot of ground to cover. First, some errata, the “Globe” demo in V1.3 appears to have a missing line, looks like an editor bug, so

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Clustering U.S. Senators using roll call voting data

July 22, 2011
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Clustering U.S. Senators  using roll call voting data

For our forthcoming book on machine learning for hackers, John Myles White and I will discuss clustering, and various methods for doing so. One common method for clustering observations

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IBM Netezza: Embrace open source analytics

July 22, 2011
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Earlier this month Thomas Dinsmore, solutions architect for IBM Netezza’s Advanced Analytics team, had a great blog post on why companies should embrace R as an analytics platform. He says: There are three main reasons R should be part of your enterprise analytics architecture: R has capabilities not available in commercial analytics software Usage of R by analysts is...

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A bit of fun with R

July 22, 2011
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A bit of fun with R

R isn't just about serious things like model inference and prediction intervals and big analytics. Sometimes, R lets its hair down and just does weird and wonderful things because ... well just because. For example, with a package from Paulo Sonego, it can display your favourite XKCD cartoon: > install.packages("RXKCD", repos="http://R-Forge.R-project.org",type="source") > searchXKCD("support") num title 1 8 Red spiders...

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A Plot of 250 Random Walks

July 22, 2011
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A Plot of 250 Random Walks

For some reason I feel like plotting some random walks. Nothing groundbreaking, but hopefully this post will be useful to someone. Here's my R code:# Generate k random walks across time {0, 1, ... , T}T <- 100k <- 250initial.value <- 10GetRa...

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Le Monde puzzle [#28]

July 22, 2011
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Le Monde puzzle [#28]

The puzzle of last weekend in Le Monde was about finding the absolute rank of x9 when given the relative ranks of x1,….,x8 and the possibility to ask for relative ranks of three numbers at a time. In R terms, this means being able to use or yet being able to sort the first 8

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Uwe Ligges joins R-core

July 22, 2011
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TU Dortmund professor Uwe Ligges is now a member of R-core, the group of 20 leading statisticians and computer scientists who oversee the R Project and develop and maintain the source code for the R engine and its core packages. Uwe has been very active in the R project for many years: he maintains the system that builds Windows...

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Parallel random forests using foreach

July 22, 2011
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Parallel random forests using foreach

There's been some discussion on the kaggle forums and on a few blogs about various ways to parallelize random forests, so I thought I'd add my thoughts on the issue.Here's my version of the 'parRF' function, which is based on the elegant version in the...

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Prepping for useR! 2011 – tty connection update

July 22, 2011
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Prepping for useR! 2011 – tty connection update

I'm putting together my presentation for useR! 2011 titled "Experimenting with a tty connection for R". Hence, I've updated the tty connection patch to work with R versions 2.13.0 and 2.13.1. And, instead of re-listing the patch files and re-writing instructions on their application, I've devoted a small portion of my Code page for this

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A Quick Look At Unemployment

July 21, 2011
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A Quick Look At Unemployment

Labor market tightness is defined as the vacancies or job openings rate divided by the unemployment rate.  The theory goes that as job openings increase relative to the unemployment rate a tightness is created in that workers get the upper hand in...

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Smoothing temporally correlated data

July 21, 2011
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Smoothing temporally correlated data

Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need … Continue reading →

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One-liners which make me love R: twitteR’s searchTwitter() #rstats

July 21, 2011
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One-liners which make me love R: twitteR’s searchTwitter() #rstats

R reminds me a lot of English. It’s easy to get started, but very difficult to master. So for all those times I’ve spent… well, forever… trying to figure out the “R way” of doing something, I’m glad to share these quick wins. My recent R tutorial on mining Twitter for consumer sentiment wouldn’t have

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Smoothing temporally correlated data

July 21, 2011
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Smoothing temporally correlated data

Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need to adjust our fitted models to account for the lack of independence in the model residuals. When smoothing such...

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Showcasing the latest phylogenetic methods: AUTEUR

July 20, 2011
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Showcasing the latest phylogenetic methods: AUTEUR

While high-speed fish feeding videos may be the signature of the lab, dig a bit deeper and you’ll find a wealth of comparative phylogenetic methods sneaking in.  It’s a natural union — expert functional morphology is the key to good comparative methods, just as phylogenies hold the key to untangling the evolutionary origins of that

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Regional differences on what drives CO2 emissions

July 20, 2011
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Regional differences on what drives CO2 emissions

If you are investigating the change of CO2 emissions, then you might ask: Where do the changes occur? Well here is the answer.The staircase plots show the contributing factors to CO2 emissions for each continent. population refers to population effects, gdp_pcap refers to income per capita, energy_intensity refers to energy used per dollar added value, and carbon intensity...

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