Global warming since 1995 ‘now significant’

June 11, 2011
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Global warming since 1995 ‘now significant’

Yesterday (June 11, 2011) the BBC reported on comments by Prof. Phil Jones, of the Climatic Research Unit (CRU), University of East Anglia (UEA), that the warming experienced by the planet since 1995 was statistically significant. That the trend in … Continue reading →

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Identifying and characterizing droughts with R

June 11, 2011
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Identifying and characterizing droughts with R

Recently, I’ve been playing with patterns of drought in paleo records of streamflow. One of the earliest and most helpful tools I’ve developed, identifies and characterizes droughts in extremely long time series using R. I’m still hacking my way through it, but this is what has been cooking thus far… For this example I’ll be

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Maximum Entropy Now Supported for Windows

After several weeks trying to find the source of a bug in the maximum entropy library when compiling on Windows, Dirk Eddelbuttel pointed me in the right direction to resolve the issue. Although it required a re-write of the library using the new Rcpp API, maximum ent

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Can You Beat the Market with Modern Portfolio Theory? (Part 1)

June 11, 2011
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Can You Beat the Market with Modern Portfolio Theory? (Part 1)

For an integer programming class, Andrew and I were interested in seeing if some ideas from modern portfolio theory could be used to "beat the market."In particular, our goals were the following:For a particular time period, compute the covariance...

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Global warming since 1995 ‘now significant’

June 11, 2011
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Global warming since 1995 ‘now significant’

Yesterday (June 11, 2011) the BBC reported on comments by Prof. Phil Jones, of the Climatic Research Unit (CRU), University of East Anglia (UEA), that the warming experienced by the planet since 1995 was statistically significant....

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OpenStates from R via API: watch your elected representatives

June 10, 2011
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OpenStates from R via API: watch your elected representatives

I am writing some functions to acquire data from the OpenStates project, via their API. They have a great support community at Google Groups as well.On its face this post is not obviously about ecology or evolution, but well, our elected represent...

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REITs for Everybody

June 10, 2011
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REITs for Everybody

THIS IS NOT INVESTMENT ADVICE.  IT IS SIMPLY MY OPINION.  LISTENING TO MY OPINION MIGHT LOSE LOTS OF MONEY. I contend that REITs now have two buyers: dividend pickers and beta chasers.  The beta chasers’ demand has driven prices to sig...

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High Performance Computing in the Cloud with cloudnumbers.com

June 10, 2011
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Who we are cloudnumbers.com provides researchers and companies with the resources to perform high performance calculations in the cloud. We help our customers to fight epidemics, develop highly advanced drugs and manage financial risk. Our aim is to change the way research collaboration is done today by bringing together scientists and businesses from all over

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What is ordisurf() doing…?

June 10, 2011
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What is ordisurf() doing…?

I’m writing this post for two reasons: i) someone searched on Google for the term “what is ordisurf doing” and ended up on my blog, and ii) because I have been on the receiving end of reviewers comments on a … Continue reading →

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“Financial Risk Forecasting” – a book review by Christian Reusch

June 10, 2011
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A guest post by Christian Reusch giving a book review for the book “Financial Risk Forecasting” by Jon Danielsson. ———– As an academic-turned hedge fund professional with a particular interest in financial econometrics and quantitative money management, this book written by one of my former lecturers at the London School of Economics caught my attention: Having (had to) read...

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Cross de Bercy 2011 [v2&3]

June 10, 2011
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Cross de Bercy 2011 [v2&3]

Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy”  run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This is a two loop 10km race taking

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What is ordisurf() doing…?

June 10, 2011
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What is ordisurf() doing…?

I’m writing this post for two reasons: i) someone searched on Google for the term ‘what is ordisurf doing’ and ended up on my blog, and ii) because I have been on the receiving end of reviewers comments on a paper I co-authored where they didn’t know what ordisurf() was doing either! It is hardly surprising that people who...

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Simple plyr/ggplot example of cummulative distribution plots

June 9, 2011
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Simple plyr/ggplot example of cummulative distribution plots

I’ve been a big fan of ggplot2 for a long time but plyr has been in my toolkit for less than a year and it is now one of my most-used R packages. It is how aggregate/*apply would have been if they were awesome. In five lines this code computes the cumulative distribution functions of

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Rejection Sampling

June 9, 2011
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Rejection Sampling

An interesting sampling method that was covered briefly in my Bayesian statistics course was rejection sampling. Since I have nothing better to do, I thought it would be fun to make an acceptance-rejection algorithm using R. FUN!The Rejection Sampling method is usually used to simulate data from an unknown distribution. To do this one samples...

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Image color palette replacement

June 9, 2011
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Image color palette replacement

Here is an example of a function I wrote to change the color palette used in an image. The above example comes from a black and white original, although color images can also be used. The function first converts the image to grayscale in order to have ...

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A Quantstrat to Build on Part 5

June 9, 2011
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A Quantstrat to Build on Part 5

Another iteration of the quantstrat system but this time with a sum of standard deviations instead of simple count and then some comparison charts.  Thanks for the comments and I welcome many more.  In my head and it seems like in others base...

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Automating R Scripts on Amazon EC2

June 9, 2011
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Automating R Scripts on Amazon EC2

Overview: How to setup R on an EC2 instance of Ubuntu 11.04 (Natty Narwhal) How to setup Apache Tomcat 6.0 web server and configuring it with basic authentication so that we can view our output from R on a password … Continue reading →

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We are now a part of R-bloggers.com

June 9, 2011
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R-bloggers is a site that aggregates many of the best R blogs on the internet. We're glad they've allowed our R-related posts to be aggregated there. If you mainly write in R, it's worth checking them out.

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R: Speeding things up

June 9, 2011
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R is many things, but it's not exactly speedy like a Patas Monkey. In fact, while it is much faster than many other solutions, R is notably slower than Stata (even inspiring talks that it should be rewritten from scratch!).Fortunately, Radford Neal ha...

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New patches to speed up R 2.13.0

June 9, 2011
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New patches to speed up R 2.13.0

I have now released a new collection of 30 patches to speed up R version 2.13.0. You can get them here Assessing how much these patches speed up R is difficult. First of all, the speedup varies tremendously with the type of program. It also varies quite a bit with the machine and compiler used

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The R-Files: Jeroen Ooms

June 9, 2011
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The R-Files: Jeroen Ooms

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Jeroen Ooms Background: Ph.D. Candidate, Statistics, UCLA Nationality: Netherlands Years Using R: 3 1/2 Known for: Developing web applications for popular R packages including ggplot2, lme4, stockplot and irttool Jeroen Ooms is a statistical consultant and R enthusiast currently pursuing...

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Rotating disks

June 9, 2011
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Rotating disks

My neighbour is an half-retired entrepreneur who still runs his electric engine company. A few weekends ago, he came to me with the following physics question related with one of those engines: given a primary disk rotating at the angular speed of ω0 and a secondary disk located on the first one with a centre

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R and the Geostatistical Software Library data format

June 9, 2011
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R and the Geostatistical Software Library data format

The *.gslib file format originates from the Geostatistical Software Library, but is also used in the follow-up of that software, i.e. the Stanford Geostatistical Modelling Software (SGeMS). Since not all geostatistical algorithms are implemen...

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gridExtra – Multiple plots from ggplot2

June 8, 2011
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gridExtra – Multiple plots from ggplot2

Thanks to this great post http://www.imachordata.com/?p=730 we can now put multiple plots on a display with ggplot2. This provides somewhat similar functionality to ‘par(mfrow=c(x,y))’ which would allow multiple plots with the base plot function. gridExtra doesn’t have quite the same level of options as ‘par’, but the syntax is simple. grid.arrange( graph1, graph2, ncol=2 Simple. ‘grid.table’

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vRoom vRoom : Speeding up R with C

June 8, 2011
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vRoom vRoom : Speeding up R with C

Many times you don't want to trouble friends for help with menial tasks like moving furniture. But sometimes you need to step out and ask. Your friends are always happy to help, and after the heavy lifting is done you see how easy it can be. R likes to...

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Data Mining in R online course taught by Luis Torgo at statistics.com

June 8, 2011
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An interested PR piece I got from Janet Dobbins: ————— Luis Torgo is teaching an online course, “Data Mining in R: Learning with Case Studies” at statistics.com. The course starts June 17 – July 15. Brief Description: The main goal of this course is to teach users how to perform data mining tasks using R. Instructor(s): Dr. Luis Torgo...

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Making Simple Packages in R on Windows

June 8, 2011
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Making Simple Packages in R on Windows

There are any number of short tutorials on making add on R packages on your Windows machine. This is yet another version of that process. I’ve explained what I did in 10 easy steps on the pages, but I’ll give a brief overview here. In the first step I spent some time updating my R

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A Quantstrat to Build on Part 4

June 8, 2011
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A Quantstrat to Build on Part 4

When we build a system, we are almost always trying to beat buy and hold by some metric or metrics.  I have not found a demo to compare a quantstrat system with a generic buy and hold system.  Here is the way I accomplish a basic comparison w...

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A Quantstrat to Build on Part 3

June 8, 2011
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A Quantstrat to Build on Part 3

This just does the same thing as A Quantstrat to Build on Part 2, but I use sigCrossover and sigComparison instead of sigThreshold as my signal.  Maybe it will help some struggling to understand implementation of the different signal types.  ...

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