## Wilcox’s Robust Statistics: A new R package

April 12, 2011
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Recently I started to build a new package for R containing Wilcox’ collection of functions for robust statistics. Wilcox provides 700+ functions for robust statistics, including: robust correlations (e.g. percentage bend correlation) robust measures of location and mean differences (e.g. … Continue reading →

Hi,in these days I'm creating lots and lots of box plot with ggplot2.The look of them is really good and you can change every bit of code so that you can customize the plot completely.Here is the code I'm using with a test data file to try it:BoxPlot.z...

## Box Plot with ggplot2

April 12, 2011
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Hi,in these days I'm creating lots and lots of box plot with ggplot2.The look of them is really good and you can change every bit of code so that you can customize the plot completely.Here is the code I'm using with a test data file to try it:BoxPlot.z...

## Historical Sources of Bond Returns with Shiller Data 1919-2011

April 11, 2011
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And as usual, I always want a longer data set, so after a little playing with R-Excel, we can extend our historical sources of bond returns to 1919.  If nothing else, maybe you can find other uses for the Shiller Dataset in R. From TimelyPort...

## Rstudio updates to beta 2

April 11, 2011
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The folks over at Rstudio have released a new update to their open-source R GUI, currently in beta test. This Beta 2 release adds more customizable layouts, editor improvements and new editing themes. Also of interest is a new feature that allows creation of graphics that update under the control of sliders and checkboxes and such. See the full...

## EC2 AMI for scientific computing in Python and R

April 11, 2011
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Like many people who crunch numbers frequently, I have increasingly been integrating Amazon’s cloud computing services into my daily workflow. In particular, I have been using their elastic cloud computing (EC2) on a regular basis. The service is an excellent way to offload computationally intensive work from your laptop for literally pennies on the

## Historical Sources of Bond Returns

April 11, 2011
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As promised in Monitoring Sources of Bond Return, we can show more history if we use CPI instead of expected inflation (from the TIP inflation breakeven yield).  Here are the results with history back to 1953. From TimelyPortfolio However, mo...

April 11, 2011
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## Tumblr Likes

April 11, 2011
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Look at just the first digit and the number of digits. science: 32914, 11566, 4989, 3743, 968, 814, 673, 482, 286, 2811 black and white: 1694, 1167, 1108, 988, 919, 639, 596, 591, 580, 544 lol: 22627, 18100, 17688, 14374, 13459, 12045, 4711, 3779, 36...

## Tumblr Likes

April 11, 2011
By

Look at just the first digit and the number of digits. science: 32914, 11566, 4989, 3743, 968, 814, 673, 482, 286, 2811 black and white: 1694, 1167, 1108, 988, 919, 639, 596, 591, 580, 544 lol: 22627, 18100, 17688, 14374, 13459, 12045, 4711, 3779, 36...

## Article about plyr published in JSS, and the citation was added to the new plyr (version 1.5)

April 11, 2011
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The plyr package (by Hadley Wickham) is one of the few R packages for which I can claim to have used for all of my statistical projects. So whenever a new version of plyr comes out I tend to be excited about it (as was when version 1.2 came out with support for parallel processing)

## RStudio Beta 2 (v0.93)

April 11, 2011
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RStudio Beta 2 (v0.93) is available for download today. We’ve gotten incredibly helpful input from the R community and this release reflects a lot of that feedback. The release notes have the full details on what’s new. Some of the highlights include: Source Editor Enhancements Highlight all instances of selected text Insert spaces for tabs (soft-tabs)

April 11, 2011
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## Speeding tickets for R and Stata

April 10, 2011
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How fast is R? Is it as fast in executing routines as the other off-the-shelf software, such as Stata? After some comparative experimentation, I found Stata to be 5 to 8  times faster than R. For me, speed has not been a concern in the past. I had used R with smaller datasets...

## Speeding tickets for R and Stata

April 10, 2011
By

How fast is R? Is it as fast in executing routines as the other off-the-shelf software, such as Stata? After some comparative experimentation, I found Stata to be 5 to 8  times faster than R. For me, speed has not been a concern in the past. I had used R with smaller datasets...

## Video Tutorial on IV Regression

April 10, 2011
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Update: I am working on a better augmentation of the current IV regression functions (specifically ivreg() in AER) in R. I will post a link here to my new method/function for IV regression when I finish debugging the code.Update 2: [15 Ma...

## Video Tutorial on IV Regression

April 10, 2011
By

Update: I am working on a better augmentation of the current IV regression functions (specifically ivreg() in AER) in R. I will post a link here to my new method/function for IV regression when I finish debugging the code.Update 2: [15 Ma...

## Quality comparison of floating-point maths libraries

April 10, 2011
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What is the best way to compare the quality of floating-point math libraries (e.g., sin, cos and log)? The traditional approach for evaluating the quality of an algorithm implementing a mathematical function is based on mathematics; methods have been developed to calculate the maximum error between the calculated and the actual value. The answer produced

April 10, 2011
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As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in of Bayesian Core. It will

April 10, 2011
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April 10, 2011
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## Adjust branch lengths with node ages: comparison of two methods

April 10, 2011
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Here is an approach for comparing two methods of adjusting branch lengths on trees: bladj in the program Phylocom and a fxn written by Gene Hunt at the Smithsonian.Get the code and example files here: http://wp.me/PRT1F-2vGet phylocom here: http:/...

## Pair-Trading with S&P500 Companies – Part II.

April 10, 2011
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Today I'm going to share with you further outcomes of my research in statistical arbitrage trading technique - pair-trading. In the first part of pair-trading with S&P500 Companies I used downloaded data from yahoo to identify co-integrated pairs. Next stage is to take closer look at results and identify potentially profitable pairs. As an example

## A Super-Easy, Simple-Dimple Backtester in R

April 9, 2011
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I cut my finger on a paring knife this morning. Don't use a sharp knife to spread butter on your toast. It's better to limit yourself to using dull kitchen utensils until the caffeine kicks in. No matter, I still have most of my digits to type in a sim...

## How did I make this plot?

April 9, 2011
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To make this plot, I used R's plot(), points() and lines() commands. If you have been wanting to learn how to plot in R, watch it unfold in this video tutorial:Also, here's the code I used:

## Fast Two Way Sync in Ubuntu!

April 9, 2011
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I love the portability of a laptop. I have a 45 min train ride twice a day and I fly a little too, so having my work with me on my laptop is very important. But I hate doing long running analytics on my laptop when I’m in the office because it bogs down my

## R Reference Card for Data Mining

April 9, 2011
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R Reference Card for Data Mining is available for free download at http://www.rdatamining.com. The website also provides another free document: R and Data Mining — Examples and Case Studies.