## 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.

## 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...

## New versions of GGobi and rggobi for Windows users

April 9, 2011
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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...

## The Budget Compromise: Mining Tweets

April 9, 2011
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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...

## New versions of GGobi and rggobi for Windows users

April 8, 2011
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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);

## New R User Group in St Louis, MO

April 8, 2011
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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

## Monitoring Sources of Bond Return

April 8, 2011
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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...

## A simple frequency plot

April 8, 2011
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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 →

## Text Data Mining with Twitter and R

April 8, 2011
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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 →

## BUGS and related

April 8, 2011
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(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...

## BUGS and related

April 8, 2011
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(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...

## 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...

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

April 8, 2011
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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.

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

April 7, 2011
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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

## Buffon versus Bertrand in R

April 7, 2011
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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