Phylometa from R – UDPATE

April 1, 2011
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Phylometa from R – UDPATE

A while back I posted some messy code to run Phylometa from R, especially useful for processing the output data from Phylometa which is not easily done. The code is still quite messy, but it should work now. I have run the code with tens of different d...

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Bond Market as a Casino Game Part 1

April 1, 2011
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Bond Market as a Casino Game Part 1

With this post, I am doing something I try very hard to avoid, especially when communicating to my clients, and that is blurring the line between investing and gambling.  But after reading all of Reuven Brenner’s books and finishing Ralph Vince ...

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Program announced for R/Finance 2011

April 1, 2011
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R/Finance, the conference devoted to users of R in the financial sector, takes place every year in Chicago. The program has just been announced for R/Finance 2011 (to be held April 29 and 30), and it's jam-packed with talks from on automated trading, financial risk, hedge ratios, stochastic volatility, and much, much, more. Here's the announcement from the organizers:...

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R ready to Deduce you

April 1, 2011
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R ready to Deduce you

Despite being one of the most powerful computing platforms, and being free at the same time, R still struggles against other statistical software, such as SPSS and SAS, in gaining mass appeal amongst users of statistical and market intelligence software. Many have cited the absence of a user-friendly graphical user interface (GUI)...

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R ready to Deduce you

April 1, 2011
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R ready to Deduce you

Despite being one of the most powerful computing platforms, and being free at the same time, R still struggles against other statistical software, such as SPSS and SAS, in gaining mass appeal amongst users of statistical and market intelligence software. Many have cited the absence of a user-friendly graphical user interface (GUI)...

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Workflow Articles in “The Political Methodologist”

April 1, 2011
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I've written a few times before about how to choose the software you work with, and what you should and should not care about when making those choices. I maintain a page with various resources related to this, if you're interested, most notably the Emacs Starter Kit for the Social Sciences. A revised version of an article...

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Workflow Articles in “The Political Methodologist”

April 1, 2011
By

I’ve written a few times before about how to choose the software you work with, and what you should and should not care about when making those choices. I maintain a page with various resources related to this, if you’re interested, most notably the Emacs Starter Kit for the Social Sciences. A revised version of

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Google maps and travel times

April 1, 2011
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Google maps and travel times

Travel times and trip distances are at the core of urban economics. Many models of competition, housing markets, etc., rely on travel times or distances to explain the variance in economic outcomes. Determining travel times, especially non free-flow travel times (i.e., accounting for congestion) is however no trivial task. Google maps offer a...

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Google maps and travel times

April 1, 2011
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Google maps and travel times

Travel times and trip distances are at the core of urban economics. Many models of competition, housing markets, etc., rely on travel times or distances to explain the variance in economic outcomes. Determining travel times, especially non free-flow travel times (i.e., accounting for congestion) is however no trivial task. Google maps offer a...

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New version of vegan released to CRAN (1.17-9)

April 1, 2011
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New version of vegan released to CRAN (1.17-9)

Yesterday Jari packaged up the latest release in the current stable branch of the vegan package. Version 1.17-9 of vegan is now on CRAN as a source tarball with binaries for MS Windows and MacOS X to follow soon. New … Continue reading →

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New version of vegan released to CRAN (1.17-9)

April 1, 2011
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Yesterday Jari packaged up the latest release in the current stable branch of the vegan package. Version 1.17-9 of vegan is now on CRAN as a source tarball with binaries for MS Windows and MacOS X to follow soon.

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Empirical software engineering is five years old

March 31, 2011
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Empirical software engineering is five years old

Science and engineering are built on theoretical models that are tested against measurements of ‘reality’. Until around 10 years ago there was very little software engineering ‘reality’ publicly available; companies rarely made source available and were generally unforthcoming about any bugs that had been discovered. What happened around 10 years ago was the creation of

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What is R, really?

March 31, 2011
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What is R, really?

On CRAN, the official web home of all things R it says, R is a free software environment for statistical computing and graphics. Well, that sounds all hunky dory. But let’s take a close look at what this statement really … Continue reading →

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Revolution’s Chief Scientist: R is the Language of the Future

March 31, 2011
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Revolution Analytics' Chief Scientist Lee Edlefsen was a presenter at the Structure Big Data conference in New York last week. You can download the slides from his talk, The Coming Revolution in Statistics, here (PDF 418k). In his presentation, Lee states that "R is not only the statistical language of the present, in my opinion it is the language...

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Long EEM Short IWM-How it Works in 3 Ways

March 31, 2011
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Long EEM Short IWM-How it Works in 3 Ways

Long EEM Short IWM potentially works in 3 ways: 1) See my last post “Asian Currency Opportunity” where currency undervaluation means potential gain of 20-50% versus the US$ and 50%-100% versus the Japanese Yen.  However, even absent the underv...

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Asian Currency Opportunity

March 31, 2011
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Asian Currency Opportunity

Asian currencies are fundamentally undervalued at an extreme level due to the Central Banks’ focus on the US$.  For those that regularly read my blog or happened to see me in SmartMoney, this will not surprise you, “And investors can also buy...

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Baseball, T-tests and statistical surprises

March 31, 2011
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Baseball, T-tests and statistical surprises

Are MLB players better hitters now than they were 20 years ago? Revolution Analytics' Joseph Rickert uses R to take a look at the data, and offers an instructive lesson in checking your assumptions for statistical tests in the process -- Ed. Data are everywhere – but, even for simple things, I still seem to spend a too much...

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Image Classification Limits Part 2

March 31, 2011
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Recently i released the first 64-bit versions of Bio7 bundled with a 64-bit Java Virtual Machine. I’m always curious how far i can go using both applications together to do image analysis (especially classification) with huge images coming e.g. from satellites. The transfer of the images in Bio7 is realized with a combination of ImageJ

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Comparison of UAH and RSS Time Series with Common Baseline

March 30, 2011
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Comparison of UAH and RSS Time Series with Common Baseline

In this post I set both UAH 5.4 and RSS 3.3 global temperature anomaly series to a common baseline period (1981-2010)  to compare them. Since both the UAH 5.4 and RSS 3.3 series are satellite based , they exhibit striking … Continue reading →

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Pair-Trading with S&P500 Companies – Part I.

March 30, 2011
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In my recent post I wrote the code to download historical data for companies included in S&P500 index. Today I would like to perform statistical procedures to identify whether certain pair of stocks is co-integrated or not. Since there are approximately 500 companies that means I will need to perform calculations of testing. First of

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Day #14 another R-course: S3 vs S4 modules

March 30, 2011
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Owkey, I told you i was going to keep you up to date on my course, so here it is. I needed to gain knowledge on how to flowcytometry. We started with looking at: why would we do Object Oriented Programming and seeing the difference between S3 and S4 mo...

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R + EC2 + RStudio Server

March 30, 2011
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R + EC2 + RStudio Server

I’ve been battling memory limits in R for over two years. Although R has numerous resources for high-performance computing, I still couldn’t get around hardware limitations. Things really got out of control last summer when I started analyzing data on how climate change influences population synchrony across large spatiotemporal gradients. My datasets were simply too

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New R User Groups in Tallahasse (FL), Hobart (TAS)

March 30, 2011
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Two new R User Groups have just started up. The first us in Tallahassee, Florida, and their first meeting is on April 10. Spinning to the other side of the globe, the other is in Hobart, the capital of the Australian island state, Tasmania (their first meeting is also on April 8). It's great to see R user groups...

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Globally Set Digits in Sweave

March 30, 2011
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Globally Set Digits in Sweave

I use Sweave regularly for most of my writing and love the way it works. However, one issue that often irks me is the inability to globally set the number of digits to display. Here is a minimal example that illustrates my point. If we now display the numbers using Sexpr, this is what we

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Rcpp workshop in Chicago on April 28th

March 30, 2011
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OverviewThis year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus.Join Dirk Eddelbuettel and Romain Fr...

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Rcpp workshop in Chicago on April 28th

March 30, 2011
By

OverviewThis year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus.Join Dirk Eddelbuettel and Romain Fr...

Read more »

Tor anonymity network using R for website graphics.

March 29, 2011
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Tor anonymity network using R for website graphics.

These graphics look familiar. From the Tor Metrics Portal: "The metrics website uses R to generate custom graphs on demand." See more here: http://metrics.torproject.org/graphs.html.

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Violins of Volatility

March 29, 2011
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Violins of Volatility

A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When looking at the volatility of financial instruments, the financial...

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A Simple Instrumental Variables Problem

March 29, 2011
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A Simple Instrumental Variables Problem

When working with labor economics, we often run into issues with selection on variables of interest. Regressing earnings on years of education to estimate the human capital earnings function makes sense at first blush until we imagine that education is … Continue reading →

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