Commodities vs. commodity stocks

May 2, 2011
By
Commodities vs. commodity stocks

Introducing R in the Enterprise

May 2, 2011
By
Introducing R in the Enterprise

We've introduced R in the organization!It is running along with the heavy weights of statistical analysis like SAS, SPSS, Matlab. Here's what we did and how we did it...HOW DID IT START?I started learning R last year and loved its simplicity and power....

Read more »

Introducing R in the Enterprise

May 2, 2011
By
Introducing R in the Enterprise

We've introduced R in the organization!It is running along with the heavy weights of statistical analysis like SAS, SPSS, Matlab. Here's what we did and how we did it...HOW DID IT START?I started learning R last year and loved its simplicity and power....

Read more »

Review of the R Cookbook

May 2, 2011
By

While we were at R/Finance in Chicago over the weekend (more on that later), it was a great pleasure to meet in person Paul Teetor, author of the R Cookbook (published by O'Reilly). If you haven't picked it up yet, I recommend checking it out: if you already have a basic familiarity of the R syntax, but want to...

Read more »

R/Finance conference in Chicago – April 29, 2011 to April 30, 2011

May 2, 2011
By

This was my first year to attend the R/Finance conference that focuses on the use R programming in applied finance.  I was unable to get out there until mid-morning on Friday, so I missed Jeff Ryan’s tutorial on Automated Trading … Continue reading →

Read more »

Oscar awards: good actor versus good actress

May 2, 2011
By
Oscar awards: good actor versus good actress

I am not a big fan of those ceremonies, where some actors pretend that they are extremely happy to be there, and then some win a trophy, some don't, and those who win start to cry, and those who did not get a trophy try to pretend that they are not...

Read more »

Unicode symbols in R

May 2, 2011
By
Unicode symbols in R

A friend asked me this morning if there was a way to plot a symbol in R (as a plotting character) representing a half-filled circle. I didn't know, but I figured this out (perhaps it's demonstrated elsewhere -- the ability to use Unicode symbols was added in 2008 or so -- but I didn't stumble across it). First, looking...

Read more »

Unicode symbols in R

May 2, 2011
By
Unicode symbols in R

A friend asked me this morning if there was a way to plot a symbol in R (as a plotting character) representing a half-filled circle. I didn't know, but I figured this out (perhaps it's demonstrated elsewhere -- the ability to use Unicode symbols was added in 2008 or so -- but I didn't stumble across it). First, looking...

Read more »

Home Away From Home

May 2, 2011
By
Home Away From Home

It used to be stuffed animals everywhere. These days, it's those annoyingly small lego pieces. Toys in the house have a certain Tribble quality to them. They propagate during some designated time in the middle of the night and in the morning, they are ...

Read more »

Sustainable Futures conference in Manchester

Sustainable Futures conference in Manchester

Recently, Kevin Ummel gave a short conference about his PhD research at the Sustainable futures – Tyndall Centre researchers’ international conference. His work, named “Optimizing worldwide deployment of wind and solar power technologies via a high resolution, linear programming model”, is built with R. He is using the solaR package for the solar irradiance calculations,

Read more »

Postdoc on adaptive MCMC in Paris

May 2, 2011
By
Postdoc on adaptive MCMC in Paris

Although the official deadline is long past, I just became aware of this call for a postdoctoral position in Paris starting next Fall. Please feel free to apply: Summary Adaptive Markov Chain Monte Carlo (MCMC) methods are currently a very active field of research. MCMC methods are sampling methods, based on Markov Chains which are

Read more »

Day #32-33 reporting, R and Birt

May 2, 2011
By

I’m starting on my real R-Scripts now. We got an assesment for some Reports and they needed my graphs and Veerle’s Reports. So the tasks are: Well distribution plot Quality plate control Surface Plot Heatmap CirclePlot and more to come&#823...

Read more »

Building R packages for Windows when you don’t use it.

May 2, 2011
By

Are you a non-windows user wanting to share your R package with others who do use windows? There's a handy utility (http://win-builder.r-project.org/)that allows you to upload your .tar.gz file and it checks it, builds it, and sends you a link to downl...

Read more »

Building R packages for Windows when you don’t use it.

May 2, 2011
By

Are you a non-windows user wanting to share your R package with others who do use windows? There's a handy utility (http://win-builder.r-project.org/)that allows you to upload your .tar.gz file and it checks it, builds it, and sends you a link to downl...

Read more »

"Inside" Functors — Evaluating things more than once

May 1, 2011
By
"Inside" Functors — Evaluating things more than once

(The examples here work with the version of insidefunctor tagged as "v1") I ran into an interesting problem using "inside" functors. Something is wrong in the following code (well, depending on what you thought it should do). > library(insidefunctor) > `%+.%` = fmap(`+`) > x = seq(0, 10, len = 50) > plot(x,...

Read more »

The R Inferno revised

May 1, 2011
By
The R Inferno revised

Hell is new and improved. The R Inferno has been revised.  If you don’t know of it, it is a short explanation of a few trouble spots when using the R language.  Somehow the short explanation grew to approach book-length. It can be found at the usual place: http://www.burns-stat.com/pages/Tutor/R_inferno.pdf Major improvements An index has been … Continue reading...

Read more »

Here comes the sun

Here comes the sun

The solar irradiance incident outside the earth’s atmosphere is called the extraterrestial or extra-atmospheric irradiance. It is derived from the solar constant only with geometric equations. It can be easily calculated with the calcSol function of the solaR package. With this post I will show an example with some packages from the Spatial task view.

Read more »

Bayesian Confidence Intervals: Obama’s ‘That’-Addition and Informality

May 1, 2011
By
Bayesian Confidence Intervals: Obama’s ‘That’-Addition and Informality

No “That” Left Behind? I came across a post on Language Log last week giving some evidence that Obama tends to add that to the prepared version of his speeches. For example, in a recent speech at George Washington University, … Continue reading →

Read more »

Some rediscovered R scripts from spring cleaning

May 1, 2011
By
Some rediscovered R scripts from spring cleaning

Gompertz Model Visualization # Gomperz growth function gomp <- function(x, a, b, k) a*exp(-b*exp(-k*x))   # Normal model with Gompertz mean function likelihood <- function(weight, age, sigma, a, b, k) { mu <- gomp(age, a, b, k) dnorm(weight, mu, sigma) }   # Visualize the model visualize <- function(phi=40, theta=-35) { weight <- seq(0, 250,

Read more »

Schelling’s Neighborhood Model

April 30, 2011
By
Schelling’s Neighborhood Model

The New York Times has created a beautiful visualization of the Census Bureau's 2005-2009 American Community Survey data. The distribution of racial and ethnic groups in New York City is particularly fascinating:Chinatown appears in red toward the sou...

Read more »

Produce Authentic Math Formulas in R Graphics

April 30, 2011
By
Produce Authentic Math Formulas in R Graphics

I remember a few weeks ago, there was a challenge in the R-help list to make the prime symbol in R graphics. In LaTeX, we simply write $X'$ or $X^\prime$. R has a rough support for math expressions (see demo(plotmath)) and they are certainly unsatisfactory for LaTeX users. In fact we can write native LaTeX

Read more »

Hofstader’s Chaotic Sequence

April 30, 2011
By
Hofstader’s Chaotic Sequence

About a year ago I was reading Godel, Escher, Bach by Douglas Hofstadter. In a section on recursion he presents a sequence that he calls "A Chaotic Sequence" defined as:Q(n) = Q(n - Q(n - 1)) + Q(n - Q(n - 2)) for n > 2Q(1) = Q(2) =1It's sim...

Read more »

Visualizing Terrain Surface Indicies with Scaled Arrows

April 30, 2011
By
Visualizing Terrain Surface Indicies with Scaled Arrows

Hamish Bowman recently posted a new GRASS module (d.barb) that can be used to depict the direction and magnitude components of some vector (e.g. wind field) along a raster surface or at points in space. An example (c/o Hamish): read more

Read more »

Bootstrap Confidence Intervals for Diversity Indices

April 30, 2011
By
Bootstrap Confidence Intervals for Diversity Indices

Here's the bootstrap refinement of the normal asymptotic interval (Mills and Zandvakili, 1997; Dixon et al., 1987; Efron and Tibshirani, 1997) - where Diversity (div, g) is the Simpson Index calculated from the observed sample, k is the number boot...

Read more »

Produce Authentic Math Formulas in R Graphics

April 30, 2011
By
Produce Authentic Math Formulas in R Graphics

I remember a few weeks ago, there was a challenge in the R-help list to make the prime symbol in R graphics. In LaTeX, we simply write $X'$ or $X^\prime$. R has a rough support for math expressions (see demo(plotmath)) and they are certainly unsatisfac...

Read more »

Friday function triple bill: with vs. within vs. transform

April 29, 2011
By
Friday function triple bill: with vs. within vs. transform

When you first learnt about data frames in R, I’m sure that, like me, you thought “This is a lot of hassle having to type the names of data frames over and over in order to access each column”. library(MASS) anorexia$wtDiff <- anorexia$Postwt - anorexia$Prewt #I have to type anorexia how many times? Indeed, any

Read more »

Another Use of LSPM in Tactical Portfolio Allocation

April 29, 2011
By
Another Use of LSPM in Tactical Portfolio Allocation

After the slightly unconventional use of LSPM presented in Slightly Different Use of Ralph Vince’s Leverage Space Trading Model, I thought I should follow up with something that more closely resembles my interpretation of Ralph Vince’s book. LSPM s...

Read more »

Rcpp Workshop slides

April 29, 2011
By

Dirk and I gave a full day Rcpp workshop yesterday in Chicago before the R in Finance conference. The pdfs of the slides are available here: part 1 (intro), part 2 (details), part 3 (modules) and part 4 (applications)

Read more »

Rcpp Workshop slides

April 29, 2011
By

Dirk and I gave a full day Rcpp workshop yesterday in Chicago before the R in Finance conference. The pdfs of the slides are available here: part 1 (intro), part 2 (details), part 3 (modules) and part 4 (applications)

Read more »