Extra! Extra! Get Your gridExtra!

April 7, 2011
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Extra! Extra! Get Your gridExtra!

The more I use it, the deeper I fall in love with ggplot2. I know, some of you have heard me kvel about it ad nauseum (oh, yiddish and latin in one sentence – extra points!). But the graphs really look great, and once you wrap your head around a few concepts, it’s surprisingly easy

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Unable to plot a decent x-Axis in a time series plot using zoo

April 7, 2011
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I use the R package zoo to plot a yearly time series of weekly averaged data. The problem is that my date variable (m.all$date) contains week numbers and these are plotted as x-Axis. What I would rather like to to … Continue reading →

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Time horizon in forecasting, and rules of thumb

April 7, 2011
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Time horizon in forecasting, and rules of thumb

I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision

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RcppClassic 0.9.1

April 7, 2011
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Another pure maintenance release, this time of RcppClassic, the package supporting the deprecated older classic Rcpp API defined in the earlier 2005 to 2006 releases, is now on CRANIt contains no new code, but smoothes one or two edges in the buil...

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Alpha shapes with R and lattice

Alpha shapes with R and lattice

What are the alpha shapes?: “The concept of alpha shapes formalizes the intuitive notion of “shape” for spatial point set data, which occurs frequently in the computational sciences. An alpha shape is a concrete geometric object that is uniquely defined for a particular point set. Alpha shapes are generalizations of the convex hull. Given a

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Day #18 Error in Knime node R-Plot

Hello again Today I am experiencing something weird. The last days I have been experimenting with the R-scripting nodes from knime and with their templates. But today this happened. The node is executed without errors, but when I try to open the view,

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When Buffon meets Bertrand

April 6, 2011
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When Buffon meets Bertrand

When Peter Diggle gave his “short history” of spatial statistics this morning (I typed this in the taxi from Charles de Gaulle airport, after waiting one hour for my bag!), he started with a nice slide about Buffon’s needle (and Buffon’s portrait), since Julian Besag was often prone to give this problem as a final

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Rcpp workshop / master class on April 28 in Chicago

April 6, 2011
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I realized I never announced this on the blog, so without further ado....Rcpp Workshop in Chicago on April 28, 2011This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on...

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There is a new version of pgfSweave, and its awesome!

April 6, 2011
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I just uploaded version 1.2.1 of pgfSweave, and I think it is just great! The most notable new feature is the use of the TikZ externalization library list and make feature instead of the pgf \begingraphicnamed functionality. This has some important consequences: PGF 2.10 is required! This has been out for some months now but

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Bond Market as a Casino Game Part 2

April 6, 2011
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Bond Market as a Casino Game Part 2

Before starting Part 2, please see Bonds as a Casino Game Part 1.   For the Monte Carlo random simulation purists, please ignore some unimportant technicalities in my simulation. To spoil the fun, here is the conclusion: Any way you look at ...

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Algorithm Whisperer

April 6, 2011
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Algorithm Whisperer

I was staring at my favorite trading algorithm the other day and I could swear it wanted to tell me something. I've made contact with it in the past, but our conversations pretty much ran along the lines of "What position are you in the market?" to whi...

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Speeding up R computations

April 6, 2011
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Speeding up R computations

The past few days I've been going through some R code that I wrote last year, when I was preparing a massive simulation-based power study for some tests for multivariate normality that I've been working on. My goal was to reduc...

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Speeding up R computations

April 6, 2011
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Speeding up R computations

The past few days I've been going through some R code that I wrote last year, when I was preparing a massive simulation-based power study for some tests for multivariate normality that I've been working on. My goal was to reduc...

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RcppGSL 0.1.1

April 6, 2011
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A pure maintenance release of RcppGSL---our interface package between R and the GNU GSL using our Rcpp package for seamless R and C++ integration---is now on CRANIt contains no new code, but smoothes one or two edges in the build process and noti...

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WebSweave?

April 6, 2011
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A recent R-help post asks for examples of Sweave use for web appliations. I think there is very little out there; maybe nothing. Below is a proof of concept for web-based Sweave-ing with rApache. But, it will soon be possible to do this with R's built-in web server. The idea was to treat an Sweave

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How to search the documentation of all CRAN packages

April 5, 2011
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How to search the documentation of all CRAN packages

Ever tried to find a specific function or algorithm in R that you're sure that someone has implemented in a CRAN package, but you don't know which one? Now you can find it, in the R Packages section of R community site inside-R.org. The R Packages section now includes the ability to browse and search help files from R...

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Using rApache for Web Services

April 5, 2011
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Ran across a technical report I wrote in April 2009 regarding my work linking REDCap with rApache. Here’s the introductory text and a link to the original report (note that way back then I was calling it Rapache - now it’s rApache - don’t ask): ...

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Rcpp 0.9.3

April 5, 2011
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A brand new and shiny 0.9.3 release of Rcpp is now on CRAN and Debian.This version contains an actual bug fix for Rcpp modules and a few build improvements, including for both clang/llvm and g++-4.6 (which, being in Debian, is already used for c...

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Example 8.33: Merging data sets one-to-many

April 5, 2011
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Example 8.33: Merging data sets one-to-many

It's often necessary to combine data from two data sets for further analysis. Such merging can be one-to-one, many-to-one, and many-to-many. The most common form is the one-to-one match, which we cover in section 1.5.7. Today we look at a one-to-man...

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How to: Multinomial regression models in R

April 5, 2011
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How to: Multinomial regression models in R

Apples, oranges, pears or bananas? Bus, train, car, or walk? Many choices are made between more than two options, a situation that can be represented by multinomial choice modelling. Here's a quick tutorial on how to do it in R.

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Painting a picture of statistical packages

April 4, 2011
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Painting a picture of statistical packages

Imagine you have to analyze text comprising 18,000 words. You have to identify the most commonly cited ideas or words in the text and then present the analysis in a graphic format. There are sophisticated tools out there to help you with this task, but then again there is a tight deadline. You have fewer than five minutes to...

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Painting a picture of statistical packages

April 4, 2011
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Painting a picture of statistical packages

Imagine you have to analyze text comprising 18,000 words. You have to identify the most commonly cited ideas or words in the text and then present the analysis in a graphic format. There are sophisticated tools out there to help you with this task, but then again there is a tight deadline. You have fewer than five minutes to...

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R 101: Vectors

Vectors are a basic data structure in R and are created using the c() function. Unlike data frames and lists, the elements of a vector must be of the same mode. Functions can be used on a vector. For example, length(x) can be used to find the number of elements in x. Furthermore, conditions can

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Book: ggplot2 by Hadley Wickham

April 4, 2011
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Book: ggplot2 by Hadley Wickham

All my recent plots are built using ggplot2 package. I don’t know if my dear readers have noticed the difference, but from my point of view, ggplot2 allows to create nice looking and aesthetics plots. I was using this package before, but the real boost came after reading this book: ggplot2: Elegant Graphics for Data Analysis (Use R).

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Comparison of compression

April 4, 2011
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Comparison of compression

I recently wrote an email with an attached LZMA archive. It was immediately answered with something like:"What are you doing? I had to boot linux to open the file!"First of all I don't care whether user of proprietary systems are able to read open formats, but this answer made me curious to know about the differences between some compression...

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RQuantLib Windows binary on CRAN

April 4, 2011
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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casu...

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RQuantLib Windows binary on CRAN

April 4, 2011
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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casu...

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The structure of twitter participant relationships in conversations around #Libya, #Bieber, and #Rstats

April 4, 2011
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I am a recent comer to twitter, and it took me a few weeks to figure out what this was all about. Who are all these people tweeting each other and what do all these trending hashtags mean? Do these … Continue reading →

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Day #16-17 R-scripting templates in knime

To install the community nodes in knime: help > install new software > http://tech.knime.org/update/community-contributions/release you’ll only need the “R and Groovy scripting extensions for KNIME” What is it and what does it...

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