Parallel computation [permutations]

February 19, 2011
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Parallel computation [permutations]

François Perron is visiting me for two months from Montréal and, following a discussion about the parallel implementation of MCMC algorithms—to which he also contributed with Yves Atchadé in 2005—, he remarked that a deterministic choice of permutations with the maximal contrast should do better than random or even half-random permutations. Assuming p processors or

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Screen Scraping, Mapping in R

February 19, 2011
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by Earl F. Glynn, Kansas Watchdog The PowerPoint slides below give an overview of screen scraping and mapping in R. Details with comments about many of the R statements can be found in these articles: Simple R Screen Scraping Example R Screen Scraping:...

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Working with multiple graphs in R

February 19, 2011
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Working with multiple graphs in R

I'm trying out screencasting to help illustrate some tips and tricks with the statistics software package R, but also to hone my skills in this area.I'm including the code for this example as an attachment to this post.I'm in the proces...

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R Bloggers: The Site I Wish Existed in 2007

February 19, 2011
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R Bloggers: The Site I Wish Existed in 2007

  My first experience with R was in 2007 as a sophomore in undergrad.  As part of a larger project on pricing day-ahead electricity futures, I wanted to cluster locational marginal price (LMP) data from the ISO-NE.  Something like k-means is easy … Continue reading →

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IBM has a Natural Language Purpose

February 19, 2011
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I wanted to write a blog post about the advancements of Natural Language Processing in light of the performance of IBM's Watson on the Jeopardy challenge last week.  Natural Language Processing is the science of transforming and interpreting human...

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IBM has a Natural Language Purpose

February 19, 2011
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I wanted to write a blog post about the advancements of Natural Language Processing in light of the performance of IBM's Watson on the Jeopardy challenge last week.  Natural Language Processing is the science of transforming and interpreting human...

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RcppArmadillo 0.2.13

February 19, 2011
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Yesterday Conrad Sanderson released version 1.1.4 of his Armadillo templated C++ library for linear algebra, so hot on the heels our 0.2.12 release from a few days ago comes version 0.2.13 of RcppArmadillo, our Rcpp-based integration into R. This new...

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Readability vs speed in R

February 19, 2011
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I have bad news for those of you trying to produce lucid code!

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Analysis and Mapping of Kansas Judicial Retention Elections by County Using R

February 19, 2011
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by Earl F. Glynn, Kansas Watchdog This article describes how the data obtained from scraping 105 pages of county election data were analyzed and mapped using R. Background The Kansas Secretary of State published Nov. 2010 election results online, inclu...

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R Reshape Examples

February 19, 2011
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by Earl F. Glynn, Kansas Watchdog The goal of this article is to describe how to “reshape” data from screen scraping to make analysis with existing tools easier. Background The Kansas Secretary of State published Nov. 2010 election results ...

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R Screen Scraping: 105 Counties of Election Data

February 18, 2011
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by Earl F. Glynn, Kansas Watchdog The goal of this article is to show how to visit 105 online web pages programmatically and “scrape” data from them to form a statewide summary of election data in Kansas. An earlier article gave details of ...

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Aligning labels in circular igraph layouts

February 18, 2011
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Aligning labels in circular igraph layouts

The folks at IPE at UNC have produced this nice animated gif of some network data on increasing financial integration in the run-up to the 2008 crisis. They used a small trick I pointed to a while ago (just using a pipe, nothing fancy) that lets you ...

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Aligning labels in circular igraph layouts

February 18, 2011
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Aligning labels in circular igraph layouts

The folks at IPE at UNC have produced this nice animated gif of some network data on increasing financial integration in the run-up to the 2008 crisis. They used a small trick I pointed to a while ago (just using a pipe, nothing fancy) that lets you generate the gif from within R without tediously

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Accessing NOAA tide data with R

February 18, 2011
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Here's some R code that can be used to download archived tide height data from NOAA's CO-OPS OPeNDAP server. The code makes use of RCurl to send a URL query to the server, and then splits apart the resulting data into a data frame.

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Simple R Screen Scraping Example

February 18, 2011
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by Earl F. Glynn, Kansas Watchdog The goal of this exercise is to show how to “screen scrape” data from an online web page using R. Additional articles will extend this example to scrape data from 105 Kansas county pages to form a statewide...

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Some R Package Updates

February 18, 2011
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Packages for R are being added and updated so frequently now that it's tough to keep up with them all (the @CRANberriesFeed Twitter feed helps, though). But here are a couple of recent package updates that caught my eye: The Rcpp package for seamless integration between R and C++ has been updated. While most of the changes are under...

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Consuming RdotNET

February 17, 2011
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In my explorations with R, Mathematica, FreeMat, MatLab, and RapidMiner (now with R support! Yay!), I’m seeing integration of R to be quite useful in building a trading app, as technical analysis is one of R’s fortés. For the sake of brevity, I’m including comments in the code instead of using paragraphs…use the source, Luke.Note that I'm not using...

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Consuming RdotNET

February 17, 2011
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Consuming RdotNET

In my explorations with R, Mathematica, FreeMat, MatLab, and RapidMiner (now with R support! Yay!), I’m seeing integration of R to be quite useful in building a trading app, as technical analysis is one of R’s fortés. For the sake of brevity, I’...

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Damn scoping in R

February 17, 2011
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Ok, R is very well-considered in certain respects, but there are also some things annoying me... This time it's scoping...

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Backtesting in Excel and R

February 17, 2011
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This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R.  The impetus for this series started with this tweet by Jared Woodard at Condor Options.  After Soren Macbeth introduced us, Jare...

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Backtesting in Excel and R

February 17, 2011
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This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R.  The impetus for this series started with this tweet by Jared Woodard at Condor Options.  After Soren Macbeth introduced us, Jare...

Read more »

Aligning labels in circular igraph layouts

February 17, 2011
By
Aligning labels in circular igraph layouts

The folks at IPE at UNC have produced this nice animated gif of some network data on increasing financial integration in the run-up to the 2008 crisis. They used a small trick I pointed to a while ago (just using a pipe, nothing fancy) that lets you...

Read more »

Le Monde puzzle [#6]

February 17, 2011
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Le Monde puzzle [#6]

A simple challenge in Le Monde this week: find the group of four primes such that any sum of three terms in the group is prime and the overall sum is minimised. Here is a quick exploration by simulation, using the schoolmath package (with its imperfections): A=primes(start=1,end=53) lengthA=length(A) res=4*53 for (t in 1:10^4){ B=sample(A,4,prob=1/(1:lengthA)) sto=is.prim(sum(B))

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Student travel grants for useR! 2011

February 17, 2011
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For students planning to attend the annual worldwide R user conference, useR! 2011, travel grants are available to help defray the cost of attending the conference in the UK. CRISM is offering bursaries for accommodation and conference fees, and Revolu...

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RSI(2) and the pre 80s Market

February 17, 2011
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RSI(2) and the pre 80s Market

In his detailed research on RSI(2) indicator, MarketSci emphasized several times that the contrarian strategies based on the RSI(2) indicator didn’t start working until the 80s. I remembered this observation recently when I observed another interesting anomaly … In statistics, an important initial step in studying time series data is to consider the auto correlation

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R: Given column name in a Data Frame, Get the Index

February 17, 2011
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Had a mental block today trying to figure out how to get the indices of columns in a data frame given their names. Simple task but difficult to search Google for an answer. Thanks to jashapiro, Matt, and Vince for giving me a heads up on the which() fu...

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R: Given column name in a Data Frame, Get the Index

February 17, 2011
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Had a mental block today trying to figure out how to get the indices of columns in a data frame given their names. Simple task but difficult to search Google for an answer. Thanks to jashapiro, Matt, and Vince for giving me a heads up on the which() fu...

Read more »

Book Review: R Graphs Cookbook

February 17, 2011
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Book Review: R Graphs Cookbook

Book InformationMittal, H. (2011). R graphs cookbook. Birmingham, UK: Packt Publishing Ltd.AudienceThe book's stated audience is anyone who is familiar with the basics of R, as well as expert users who are looking for a graphical reference. However, it...

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Book Review: R Graphs Cookbook

February 17, 2011
By
Book Review: R Graphs Cookbook

Book InformationMittal, H. (2011). R graphs cookbook. Birmingham, UK: Packt Publishing Ltd.AudienceThe book's stated audience is anyone who is familiar with the basics of R, as well as expert users who are looking for a graphical reference. However, it...

Read more »