This Article is also available in EN, ES.

This Article is also available in EN, ES.

How much predictability is there for these higher moments? Data The data consist of daily returns from the start of 2007 through mid 2011 for almost all of the S&P 500 constituents. Estimates were made over each half year of data. Hence there are 8 pairs of estimates where one estimate immediately follows the other. … Continue reading...

The ability to visualize data, enabled by the advent of graphical computer tools, has been a great boon to Cap and Perf. The power derives from the way graphical displays provide an efficient impedance match to the visual system in our brain. The weakness derives from the way graphical displays provide an efficient impedance match to the visual system...

The function slopeAspect from raster provides the vector field (gradient) from a scalar field stored in a RasterLayer object. The magnitude (slope) and direction (aspect) of the vector field is usually displayed with a set of arrows (e.g. quiver in Matlab). rasterVis includes now a method, vectorplot, to calculate and display this vector field

This example is very informative in illustrating how to use CppBugs module with Rcpp to conduct fast MCMC simulation in R.

Just a quick note to remind everyone that the Rcpp class in San Francisco, which I am holding together with Revolution Analytics, will take place a week from today. We are happy to report that the number of registrations has met our initial target...

When estimating the cost of a bunch of purchases, a useful heuristic is rounding to the nearest dollar. (In fact, on US income tax returns, one is allowed to omit the cents). If prices were uniformly distributed, the following two heuristics would be equally accurate: * Rounding each item up or down to the nearest dollar and summing * Rounding each...

The R core team announced today that R 2.13.2 is now available: The byte pixies have rolled up R-2.13.2.tar.gz at 9:00 this morning. This is intended to be the final release of the 2.13 series, for the benefit of those apprehensive of putting 2.14.x into production use. This update fixes a number of minor bugs (for example, pch="." will...

A fresh maintenance release version 0.9.7 of Rcpp went onto CRAN and into Debian earlier today. This release contains two contributed fixes. The first, suggested by Darren Cook via the rcpp-devel mailing list, corrects how we had set up excepti...

I searched around to see if there was a blog post somewhere describing how to customize one’s .rprofile but was surprised to find just one outdated post. So here is quick intro on the topic. If you are a power R user, you already know about what it does. For those of you that don’t,

The campaign to re-elect US president Barack Obama is hiring -- and the RDataMining blog noticed that several of the open positions seek R skills. If you want to be a Communications Analyst, Digital Strategy Analyst, or Statistical Modeling Analyst and you know R, there may be a job opening for you. Just goes to show there's no corner...