Basic Econometrics in R and SAS

November 27, 2011
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Basic Econometrics in R and SAS

Regression Basicsy= b0 + b1 *X  ‘regression line we want to fit’The method of least squares minimizes the squared distance between the line ‘y’ andindividual data observations yi. That is minimize: ∑ ei2 = ∑ (yi - b0 -  b1 Xi...

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Gradient Descent in R

November 27, 2011
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Gradient Descent in R

In a previous post I discussed the concept of gradient descent.  Given some recent work in the online machine learning course offered at Stanford,  I'm going to extend that discussion with an actual example using R-code  (the actual code...

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Dealing with Non-Positive Definite Matrices in R

November 27, 2011
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Last time we looked at the Matrix package and dug a little into the chol(), Cholesky Decomposition, function.  I noted that often in finance we do not have a positive definite (PD) matrix.  The chol() function in both the Base and Matrix...

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Cleaning time-series and other data streams

Cleaning time-series and other data streams

The need to analyze time-series or other forms of streaming data arises frequently in many different application areas.  Examples include economic time-series like stock prices, exchange rates, or unemployment figures, biomedical data sequences like electrocardiograms or electroencephalograms, or industrial process operating data sequences like temperatures, pressures or concentrations.  As a specific example, the figure below shows four data sequences:...

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GTA R Users Group – Using R for Data Mining Competitions

November 27, 2011
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GTA R Users Group – Using R for Data Mining Competitions

Here are the presentation slides I used for my talk on “Using R for Data Mining Competitions” at Ryerson University as part of the Greater Toronto Area (GTA) R User’s Meetup Group. Presentation (Prezi) Presentation (PDF) Meetup Event page Special thanks to Anthony Goldbloom from Kaggle and various competition winners for sharing their code and

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Analytics using R: Most active in my Twitter list

November 27, 2011
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Analytics using R: Most active in my Twitter list

I follow some 80 odd people/ news sources on my twitter account. For a while I wondered which of these sources are most active on twitter. I picked a simple metric '# of status messages posted to twitter' as the measure of activity. Using R I quickly wrote a program to generate my top 10 most active...

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Putting it all together: concise code to make dotplots with weighted bootstrapped standard errors

November 27, 2011
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Putting it all together: concise code to make dotplots with weighted bootstrapped standard errors

I analyze a lot of experiments and there are many times when I want to quickly look at means and standard errors for each cell (experimental condition), or the same for each cell and individual-level attribute level (e.g., Democrat, Independent, … Continue reading →

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..A Quick Geo-Trick for GoogleMaps in R (using dismo)

November 26, 2011
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..A Quick Geo-Trick for GoogleMaps in R (using dismo)

... I thought this geocoding-bit might be worth to share (found HERE when searching the web for dismo-documentation).Read more »

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Comparing StackOverflow and the R-help mailing list

November 26, 2011
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Comparing StackOverflow and the R-help mailing list

Only recently I discovered StackOverflow. I know, as a nerd already programming for many years that is quite late. For those who are not familiar with StackOverflow (aka SO), it is a Question and Answer site for programmers. It is… See more ›

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Count different positions between two strings of equal length

November 26, 2011
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Count different positions between two strings of equal length

This is another pretty simple function, written to help me solve the simplest representation of a trivial but tedious task. Most biologist are probably familiar with this task. How many nucleotide differences exist between two given sequences? I only faced the easiest part of the problem, i.e. I do not perform alignment, I just assume that

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Deductive imputation with the deducorrect package

November 26, 2011
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Deductive imputation with the deducorrect package

Missing data hinders statistical analyses. Estimating missing values (imputation) prior to analysis is one way to deal with that. In some cases however, the missings need not be estimated at all, since they can be derived with certainty from other … Continue reading →

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int64: 64 bit integer vectors for R

November 26, 2011
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int64: 64 bit integer vectors for R

The Google Open Source Programs Office sponsored me to create the new int64 package that has been released to CRAN a few days ago. The package has been mentionned in an article in the open source blog from Google. The package defines classes i...

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The Global Earthquake Desktop

November 25, 2011
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The Global Earthquake Desktop

One of the first things I do over coffee each morning is scroll through the USGS earthquake RSS feeds.  In the era of free data and open source computing I asked myself, "Wouldn't it be better to visualize all of the earthquakes around the world r...

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..Some More Regex Examples Added to Collection

November 25, 2011
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..Some More Regex Examples Added to Collection

Find the below examples added to my list of regex-examples HERE. Read more »

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Working with isTRUE

November 25, 2011
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Working with isTRUE

This week I was running computations transforming some input files into output files. The problem was that it was a repeated process. If new input files were generated or old ones were updated I needed to calculate new output files. The transformation ...

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ConPA uses cloudnumbers.com as calculation backend

November 25, 2011
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ConPA uses cloudnumbers.com as calculation backend

ConPA is an asset allocation application using the classic Markowitz approach. For the calculations the open-source statistical programming language R is used. R scripts are executed on cloudnumbers.com’s computer clusters in the Cloud and the results are displayed by ConPA frontend. ConPA allows to set the investment date of the portfolio, the target return and

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Sending Email from R (using sendEmail)

November 25, 2011
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Sending Email from R (using sendEmail)

Like a lot of other R users I’ve felt the need for sending email from R. I haven’t surveyed CRAN for such a package but looked for the possibility of sending command line email in Windows. Found a nice application called sendEmail that can be found here Below are code snippets in R that will

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Pseudo-Random vs. Random Numbers in R

November 25, 2011
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Pseudo-Random vs. Random Numbers in R

Earlier, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in

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Pseudo-Random vs. Random Numbers in R

November 25, 2011
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Pseudo-Random vs. Random Numbers in R

Happy Thanksgiving, everyone. Earlier today, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in PHP is

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Introduction to Backtesting library in the Systematic Investor Toolbox

November 24, 2011
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Introduction to Backtesting library in the Systematic Investor Toolbox

I wrote a simple Backtesting library to evaluate and analyze Trading Strategies. I will use this library to present the performance of trading strategies that I will study in the next series of posts. It is very easy to write a simple Backtesting routine in R, for example: The code I implemented in the Systematic

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Matrix Package Doodling

November 24, 2011
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Trying not to fall into Thanksgiving Day, football, coma.  So I started looking at the Matrix package.Started out by changing my code from before to create a matrix using the Matrix() function from the Matrix package.n = 4000c = Matrix(.9,n,n)for(...

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Matrix Package Doodling

November 24, 2011
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Matrix Package Doodling

Trying not to fall into Thanksgiving Day, football, coma.  So I started looking at the Matrix package.Started out by changing my code from before to create a matrix using the Matrix() function from the Matrix package.n = 4000c = Matrix(.9,n,n)for(...

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bounded normal mean

November 24, 2011
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bounded normal mean

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times,

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A Function for Adding up Matrices with Different Dimensions

November 24, 2011
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A Function for Adding up Matrices with Different Dimensions

I was unlucky finding a function that can handle matrices with different dimensions. Thus, I coded a little function that sums up matrices, also coping with matrices with different dimensions.Read more »

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Book shoppin’…

November 24, 2011
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Book shoppin’…

I honestly have no book on R programming. In fact I have not a single book on programming at all (my coding proves that ;x). I am pretty sure that I am gonna order (just did!) that book. You can get a look of Matloff’s text here (= pdf for ya)

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Book shoppin’…

November 24, 2011
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Book shoppin’…

I honestly have no book on R programming. In fact I have not a single book on programming at all (my coding proves that ;x). I am pretty sure that I am gonna order (just did!) that book. You can get a look of Matloff’s text here (= pdf for ya)

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Bringing 64-bit data to R

November 24, 2011
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Bringing 64-bit data to R

The R programming language has become one of the standard tools for statistical data analysis and visualization, and is widely used by Google and many others. The language includes extensive support for working with vectors of integers, numerics (doubles), and many other types, but has lacked support for 64-bit integers. ...

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“Home Runs by Park – 2011 Season” or “Man the Astros Sucked This Year”

November 24, 2011
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“Home Runs by Park – 2011 Season” or “Man the Astros Sucked This Year”

I hate the Giants. Let this be known. What i was hoping to find was another reason to support my claim that their WS win in 2010 was a complete fluke.  So when digging through the game logs for the … Continue reading →

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Happy Thanksgiving!

November 24, 2011
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It's Thanksgiving day here in the US: > library(timeDate) > holiday(2011,"USThanksgivingDay") GMT So we're taking a little break today here at Revolutions. We have a special "Because it's Friday" post queued up for tomorrow, and then we'll be back to the usual schedule on Monday. For readers in the US, enjoy the Thanksgiving holiday!

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