Reaching 1000

February 14, 2011
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Reaching 1000

This is the 1000th post on the ‘Og! Here are the entries that have had above 1000 views (not viewers) so far: In{s}a(ne)!! 5,353 “simply start over and build something better” 4,345 Julien on R shortcomings 1,966 Sudoku via simulated annealing 1,762 Of black swans and bleak prospects 1,462 Do we need an integrated Bayesian/likelihood

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Extracting all Crime Data for England and Wales using R and MYSQL

February 14, 2011
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Extracting all Crime Data for England and Wales using R and MYSQL

Last week I started creating some data extraction code for the new England and Wales crime maps website using the R software / language. Although there is an API, a more efficient way of accessing all of the data (and without causing stress to their API server) is to download the CSV files located here

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R-commander installation in openSUSE

February 14, 2011
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Thanks to this post I was able to install R-commander in openSUSE.  I've modified recipe a bit and don't want to search for it the next time.You have to perform several steps:Install R-base and R-base-devel packages from here. Install gfortran :~&...

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Modern Science and the Bayesian-Frequentist Controversy

February 14, 2011
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The Bayesian-Frequentist debate reflects two different attitudes to the process of doing science, both quite legitimate. Bayesian statistics is well-suited to individual researchers, or a research group, trying to use all the information at its disposal to make the quickest possible progress. In pursuing progress, Bayesians tend to be aggressive and optimistic with their modeling

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Stack Exchange: Quantitative Finance in public beta

February 14, 2011
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Stack Exchange: Quantitative Finance in public beta

The Quantitative Finance Stack Exchange community entered public beta last week.  To quote the FAQ: The Quantitative Finance Stack Exchange is intended specifically for professionals and traders working in investment banking, and aca...

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OkCupid: Finding your Valentine with R

February 14, 2011
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Free dating site OkCupid (which was recently acquired by match.com) collects a lot of data. With over 3 million members, many of whom have provided extensive information about their personal details including preferences, lifestyle, sexuality and hobbies via their dating profiles, they have a wealth of information upon which to identify trends about the love lives of a typical...

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R Tutorial Series: One-Way Repeated Measures ANOVA

February 14, 2011
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R Tutorial Series: One-Way Repeated Measures ANOVA

Repeated measures data require a different analysis procedure than our typical one-way ANOVA and subsequently follow a different R process. This tutorial will demonstrate how to conduct one-way repeated measures ANOVA in R using the Anova(mod, idata, i...

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R Tutorial Series: One-Way Repeated Measures ANOVA

February 14, 2011
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R Tutorial Series: One-Way Repeated Measures ANOVA

Repeated measures data require a different analysis procedure than our typical one-way ANOVA and subsequently follow a different R process. This tutorial will demonstrate how to conduct one-way repeated measures ANOVA in R using the Anova(mod, idata, i...

Read more »

Extracting all Crime Data for England and Wales using R and MYSQL

February 14, 2011
By
Extracting all Crime Data for England and Wales using R and MYSQL

Last week I started creating some data extraction code for the new England and Wales crime maps website using the R software / language. Although there is an API, a more efficient way of accessing all of the data (and without causing stress to their AP...

Read more »

The Most Romantic Electro-Grunge Statistical Computing Song Ever Made

February 14, 2011
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The Most Romantic Electro-Grunge Statistical Computing Song Ever Made

Warning message: This song contains highly suggestive coefficients and graphic depictions of exuberant R-core lovin’. “Plotting Ihaka” is based on Rotting Piñata by Sponge, and reflects a small measure of my boundless joy in the world of R. Despite being a firm proponent of muffins, I can confidently say that I would rather live in

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Transfering MT4 quotes in R

February 13, 2011
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Transfering MT4 quotes in R

The more I get into this, the more I adjust my objectives. Currently, I’m willing to make the most of the Quantmod and Blotter R-packages, while eventually building a MT4 equivalent of the InteractiveBroker-R_API. As a first step, I was willing to Chart ticks from MT4 in R using the Quantmod’s chartSeries().  There are different

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Where’s your high-end sportswear made?

February 13, 2011
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Where’s your high-end sportswear made?

Sierra Trading Post mailed me their End-of-Winter 2011 catalog, which consists mostly of mid- to high-end sportswear products, but also things like snow skis, flashlights, and binoculars. STP sells closeouts, overstock, seconds, and items with cosmetic blemishes or irregularities. I spent an hour of relaxation time enumerating the various product brands and their places of

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R, the DJIA, and M1 Money Multiplier (MULT)

February 13, 2011
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R, the DJIA, and M1 Money Multiplier (MULT)

Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions…Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet doesn’t play well with the chart image. I’ll look into that “pretty-ing up” stuff...

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R, the DJIA, and M1 Money Multiplier (MULT)

February 13, 2011
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R, the DJIA, and M1 Money Multiplier (MULT)

Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions… Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet ...

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Another Bernoulli factory

February 13, 2011
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Another Bernoulli factory

The paper “Exact sampling for intractable probability distributions via a Bernoulli factory” by James Flegal and Radu Herbei got posted on arXiv without me noticing, presumably because it came out just between Larry Brown’s conference in Philadelphia and my skiing vacations! I became aware of it only yesterday and find it quite interesting in that

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Visualize NHL Play-by-Play using Tableau Public and R

February 13, 2011
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Visualize NHL Play-by-Play using Tableau Public and R

Nothing like a little Sunday morning data hacking before a big game!  I have been wanting to play with the NHL play-by-play event files for some time now.  The JSON datasets provide a wealth of information about each event in the game including the location, as defined by the fields xcoord and ycoord. I am

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The cranky guide to trying R packages

February 13, 2011
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The cranky guide to trying R packages

This is a tutorial on how to try out a new package in R. The summary is: expect errors, search out errors and don’t start with the built in examples or real data. Suppose you want to try out a novel statistical technique? A good fraction of the time R is your best bet for Related posts:

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What is the optimal strategy to marry the best one ?

February 13, 2011
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What is the optimal strategy to marry the best one ?

Valentine's day is a nice opportunity to post on hot and sexy topics... Well, it's also an important day that I should not miss, probably as much as Saint Patrick's my wife's birthday. And as I mentioned last week (here), it is difficult to get the...

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sab-R-metrics: Displaying Line Plots and Time Series Data

February 13, 2011
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sab-R-metrics: Displaying Line Plots and Time Series Data

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is show you how to display line graphs for...

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sab-R-metrics: Displaying Line Plots and Time Series Data

February 13, 2011
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sab-R-metrics: Displaying Line Plots and Time Series Data

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is show you how to display line graphs for...

Read more »

Installing R on Amazon Linux

February 13, 2011
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When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w...

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Installing R on Amazon Linux

February 13, 2011
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When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w...

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Statistical Analysis with R, a Review

February 12, 2011
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Statistical Analysis with R, a Review

Long Version: I have a Bachelor’s degree in Computer Science.  I’m pretty handy when it comes to

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Parallel computation [back]

February 12, 2011
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Parallel computation [back]

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. We should thus be able

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Enhancing R Graphic packages

February 12, 2011
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Enhancing R Graphic packages

This will be the last thing I’ll post prior starting to connect R with Metatrader. Indeed, as you may suspect already I use this blog as my lab-book. The following might be quite general, but it fits in my overall ambition to build a personal quant-trading architecture as professional as I can. Graphic visualization is

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Algorithmic Trading in R: Available Information

February 12, 2011
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Algorithmic Trading in R: Available Information

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti...

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Simulating second difference using Zelig

February 11, 2011
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I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

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Simulating second difference using Zelig

February 11, 2011
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I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

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Where should you publish that next paper?

February 11, 2011
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Where should you publish that next paper?

Like many academics, Arthur Charpentier thinks a lot about publishing papers in journals. Specifically, we wondered if there was a way to figure out which journal was the best place to publish his next paper and have it accepted: I was wondering if there were clusters of journals, i.e. journals that publish almost the same kind of articles (so...

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