Kuala Lumpur, March 29-31, 2011 – Portfolio Management and Optimization

April 10, 2011
By

(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

Read more »

Adjust branch lengths with node ages: comparison of two methods

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

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:/...

Read more »

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

April 10, 2011
By

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

Read more »

A Super-Easy, Simple-Dimple Backtester in R

April 9, 2011
By
A Super-Easy, Simple-Dimple Backtester in R

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...

Read more »

How did I make this plot?

April 9, 2011
By
How did I make this plot?

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:

Read more »

Fast Two Way Sync in Ubuntu!

April 9, 2011
By
Fast Two Way Sync in Ubuntu!

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

Read more »

R Reference Card for Data Mining

April 9, 2011
By
R Reference Card for Data Mining

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.

Read more »

Day #20 RGG’s not working here I want it

If you didn’t read the post from yesterday, I urge you to do so, or you won’t get what I’m writing here. http://flyordie.sin.khk.be/2011/04/08/day-19-rgg-s-a-btch/ So, coming back from yesterday, I had a talk with my supervisor who to...

Read more »

New versions of GGobi and rggobi for Windows users

April 9, 2011
By

For those who have been struggling with the installation of GGobi and the rggobi package under Windows: a major update of GGobi 2.1.9 is that GTK+ has been bundled with GGobi, so the installation of GTK+ is no longer required (I recommend you to uninst...

Read more »

The Budget Compromise: Mining Tweets

April 9, 2011
By
The Budget Compromise: Mining Tweets

After a week as SAS Gobal Forum, I've been pretty excited about some of the text mining presentations that I got to see. I couldn't wait to get back to work to at least try something.  After getting home I found a tweet from @imusicmash sharing a post from the Heuristic Andrew blog that shared text...

Read more »

New versions of GGobi and rggobi for Windows users

April 8, 2011
By

or those who have been struggling with the installation of GGobi and the rggobi package under Windows: a major update of GGobi 2.1.9 is that GTK+ has been bundled with GGobi, so the installation of GTK+ is no longer required (I recommend you to uninstall it if it is not used elsewhere in your system);

Read more »

New R User Group in St Louis, MO

April 8, 2011
By

The latest local R user group to join the fold is in St Louis, Missouri. Created by Josh Ulrich, their first meeting is on Monday, April 11. Check the link below for full details and to RSVP. Saint Louis R User Group: Inaugural Meeting

Read more »

Monitoring Sources of Bond Return

April 8, 2011
By
Monitoring Sources of Bond Return

Here is a way to monitor bond return sources in R.  In the next iteration, I will use CPI to add history to the series. From TimelyPortfolio So right now, you can expect about a 5% return from bonds.  How much of that is real return is u...

Read more »

A simple frequency plot

April 8, 2011
By
A simple frequency plot

I’m currently working on a paper that uses Polish survey data (EVS 2008). I am specifically looking at regional variation in particular responses. Because there are only around 1800 observations in the survey, which are split across 66 subregions of … Continue reading →

Read more »

Text Data Mining with Twitter and R

April 8, 2011
By
Text Data Mining with Twitter and R

Twitter is a favorite source of text data for analysis: it’s popular (there is a huge volume of variety on all topics) and easily accessible using Twitter’s free, open APIs which are easily consumable in JSON and ATOM formats. Some … Continue reading →

Read more »

BUGS and related

April 8, 2011
By

(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under...

Read more »

BUGS and related

April 8, 2011
By

(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under...

Read more »

Day #19 RGG’s a b***h

A  listbox is (as far as i thought) supposed to select one or more items in the list and put them in a variable. Well, not for the rgg listbox. Whatever you select, you’ll get an error.                 &#1...

Read more »

Getting started with the Heritage Health Price competition

April 8, 2011
By
Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

Read more »

Getting started with the Heritage Health Price competition

April 8, 2011
By
Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

Read more »

Getting started with the Heritage Health Price competition

April 8, 2011
By
Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

Read more »

Fixing aberrant files using R and the shell: a case study

April 7, 2011
By
Fixing aberrant files using R and the shell: a case study

Once in a while, you embark on what looks like a simple computational procedure only to encounter frustration very early on. “I can’t even read my file into R!” you cry. Step back, take a deep breath and take note of what the software is trying to tell you. Most times, you’ve just missed something

Read more »

Buffon versus Bertrand in R

April 7, 2011
By
Buffon versus Bertrand in R

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made in the métro, so do not

Read more »

Revolution R, PMML and ADAPA: Webinar April 13

April 7, 2011
By

If you'd like to learn more about using the PMML package in R to export statistical models, or if you'd just like to learn more about building predictive models in Revolution R and creating predictions (scores) from them in other applications or in the cloud, I'll be co-presenter on a webinar next week that might be of interest. On...

Read more »

Review of ‘R in a Nutshell’ by J Adler now in JSS

April 7, 2011
By

Volume 40 of of the (electronic) Journal of Statistical Software just came out. It contains my short review of Josef Adler's already pretty popular R in a Nutshell from O'Reilly. You can my review as a pdf via this local preprint, or by visiting the ...

Read more »

Review of ‘R in a Nutshell’ by J Adler now in JSS

April 7, 2011
By

Volume 40 of of the (electronic) Journal of Statistical Software just came out. It contains my short review of Josef Adler's already pretty popular R in a Nutshell from O'Reilly. You can my review as a pdf via this local preprint, or by visiting the ...

Read more »

Extra! Extra! Get Your gridExtra!

April 7, 2011
By
Extra! Extra! Get Your gridExtra!

The more I use it, the deeper I fall in love with ggplot2. I know, some of you have heard me kvel about it ad nauseum (oh, yiddish and latin in one sentence – extra points!). But the graphs really look great, and once you wrap your head around a few concepts, it’s surprisingly easy

Read more »

Unable to plot a decent x-Axis in a time series plot using zoo

April 7, 2011
By

I use the R package zoo to plot a yearly time series of weekly averaged data. The problem is that my date variable (m.all$date) contains week numbers and these are plotted as x-Axis. What I would rather like to to … Continue reading →

Read more »

Time horizon in forecasting, and rules of thumb

April 7, 2011
By
Time horizon in forecasting, and rules of thumb

I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision

Read more »