RQuantLib 0.3.7

April 4, 2011
By

A build-fix release RQuantLib 0.3.7 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Thanks to the help by Brian Ripley (who compiled Quan...

Read more »

RcppArmadillo 0.2.18

April 4, 2011
By

Conrad Sanderson made a bug-fix release (1.1.92) by for his wonderful Armadillo templated C++ library for linear algebra appeared yesterday and as usual a new release 0.2.18 of RcppArmadillo, our Rcpp-based integration into R is now on CRAN mirrors. ...

Read more »

How to Shade Under a Normal Density in R

April 3, 2011
By
How to Shade Under a Normal Density in R

The easiest-to-find method for shading under a normal density is to use the polygon() command. That link is to the first hit on Google for "Shading Under a Normal Curve in R." It works (like a charm), but it is not the most intuitive way to let users p...

Read more »

Feed Your (Machine) Brain

April 3, 2011
By
Feed Your (Machine) Brain

Few can tell you what goes into a chicken nugget, but most will agree that it's good for your brain. If you're a little sluggish and can't focus, what do you normally do? That's right, you pop a couple chicken nuggets. And similar to our brains, our al...

Read more »

Interestingness Measures

Interestingness Measures

Probably because I first encountered them somewhat late in my professional life, I am fascinated by categorical data types.  Without question, my favorite book on the subject is Alan Agresti’s Categorical Data Analysis (Wiley Series in Probabili...

Read more »

Maps of solar radiation

Maps of solar radiation

The Atmospheric Science Data Center (ASDC) at NASA Langley Research Center offers several data sources. For example, it is possible to download a text file with the 22-year (July 1983 – June 2005) monthly and annual average of global horizontal irradiation. nasafile <- 'http://eosweb.larc.nasa.gov/sse/global/text/global_radiation' nasa <- read.table(file=nasafile, skip=13, header=TRUE) With this data, R and the

Read more »

Violin and boxplots with lattice and R

Violin and boxplots with lattice and R

A violin plot is a combination of a boxplot and a kernel density plot. Lattice includes the panel.violin function for this graphical tool. This example draws a violin and a boxplot together. First, let’s download some solar radiation data from the NASA webpage: nasafile <- 'http://eosweb.larc.nasa.gov/sse/global/text/global_radiation' nasa <- read.table(file=nasafile, skip=13, header=TRUE) Now, I plot a

Read more »

A very short and unoriginal introduction to snow

April 2, 2011
By

As Jian-Feng rightly pointed out in a comment on my guide to setting up snow on the OSC cluster, it was probably somewhat cavalier of me to say: Getting snow to run properly on single machines, or ever with a cluster of … Continue reading →

Read more »

Find NHL Players with 30 Goals and 100 PIM using R

April 2, 2011
By
Find NHL Players with 30 Goals and 100 PIM using R

Last week Jack Edwards raised the fact that Milan Lucic was the first Bruin player to join the 30 Goal / 100 Penalty Minute club in a few years.  It got me thinking about the other players who have accomplished … Continue reading →

Read more »

Plot the Scoring Streak of an NHL Player with R

April 1, 2011
By
Plot the Scoring Streak of an NHL Player with R

I am a big Boston Bruins fan and have enjoyed the ups and downs over the last few years, regardless of the catastrophes that have occurred during the playoffs.  The team struggled a few weeks ago, but have recently seemed … Continue reading →

Read more »

Phylometa from R – UDPATE

April 1, 2011
By
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...

Read more »

Bond Market as a Casino Game Part 1

April 1, 2011
By
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 ...

Read more »

Program announced for R/Finance 2011

April 1, 2011
By

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:...

Read more »

R ready to Deduce you

April 1, 2011
By
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)...

Read more »

R ready to Deduce you

April 1, 2011
By
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)...

Read more »

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 an article...

Read more »

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

Read more »

Google maps and travel times

April 1, 2011
By
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...

Read more »

Google maps and travel times

April 1, 2011
By
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...

Read more »

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

April 1, 2011
By
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 →

Read more »

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

April 1, 2011
By

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.

Read more »

Workflow Articles in “The Political Methodologist”

March 31, 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 an article...

Read more »

Empirical software engineering is five years old

March 31, 2011
By
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

Read more »

What is R, really?

March 31, 2011
By
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 →

Read more »

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

March 31, 2011
By

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...

Read more »

Long EEM Short IWM-How it Works in 3 Ways

March 31, 2011
By
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...

Read more »

Asian Currency Opportunity

March 31, 2011
By
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...

Read more »

Baseball, T-tests and statistical surprises

March 31, 2011
By
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...

Read more »

Image Classification Limits Part 2

March 31, 2011
By

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

Read more »