Imputation by mean?

September 13, 2012
By

Today, I was briefed that when computing the regional aggregates such as those defined by the M49 country standard of the United Nation (http://unstats.un.org/unsd/methods/m49/m49regin.htm) I should use the regional mean to replace missing values....

Read more »

Effective Graphs with R

September 13, 2012
By
Effective Graphs with R

Today's guest post is by Naomi Robbins, author of the Effective Graphs blog — ed. I write a blog on effective graphs for Forbes. David Smith invited me to write a guest post here that was a roundup of some of my Forbes posts where R was used. My use of R graphics has ranged from simple box plots...

Read more »

R2MLwiN package

September 13, 2012
By

The new package R2MLwiN package bridges R and MLwinN software for multilevel analysis. From the examples provided, it looks very promising. It will be great if a command line version of MLwiN can be made available under Linux so the package can be usef...

Read more »

Automatic cleaning of messy text data

September 13, 2012
By

Read more »

BCEA examples

September 13, 2012
By

I've prepared a document (which I've put on the website here, together with some scripts at this page) which I think is helpful, if you're trying to work out BCEA. I have never really thought of this, but I believe that when you write an acad...

Read more »

Kendall’s function for copulas

September 12, 2012
By
Kendall’s function for copulas

As mentioned in the course on copulas, a nice tool to describe dependence it Kendall's cumulative function. Given a random pair with distribution  , define random variable . Then Kendall's cumulative function is Genest and Rivest (1993) intr...

Read more »

Estimating Pi with R via MCS-Dart: A very simple example of numerical integration, illustrated and computed in R.

September 12, 2012
By
Estimating Pi with R via MCS-Dart: A very simple example of numerical integration, illustrated and computed in R.

Have you ever played Monte Carlo Dart? If not, read this post and learn how to do it with R and what it can be used for. In fact it is a very easy and prevalent example (which I have come across in a  computational economics course last spring semester) that demonstrates the idea behind numerical integration....

Read more »

R: Isarithmic Maps of Election Data (1/2)

September 12, 2012
By
R: Isarithmic Maps of Election Data (1/2)

In this tutorial I will show

Read more »

Testing highlight.js with R code

I searched for a javascript plugin to highlighter code, but obviously not any code. I needed to higlight R. Finally I founded highlight.js. Highlights.js is pretty cool for many reasons. I like Highlights.js because: Support R lenguage. It's easy to use. Works automatically. That's mean you don't have to put the code what are you writing. Highloght it does alone. A lot of...

Read more »

Testing highlight.js with R code

I searched for a javascript plugin to highlighter code, but obviously not any code. I needed to higlight R. Finally I founded highlight.js. Highlights.js is pretty cool for many reasons. I like Highlights.js because: Support R lenguage. It's easy to use. Works automatically. That's mean you don't have to put the code what are you writing. Highloght it does alone. A lot of...

Read more »

Computational Finance with R on Coursera

September 12, 2012
By

If you haven't signed up for the Introduction to Computational Finance and Financial Econometrics course taught by Eric Zivot on Coursera, it's not too late.  The second week just started and the first assignments aren't due until September 18th.J...

Read more »

Tutorials for Learning Visualization in R

September 12, 2012
By
Tutorials for Learning Visualization in R

Today's guest post comes from Nathan Yau. Nathan runs FlowingData, a site on statistics and visualization, and is the author of Visualize This. Years ago, when I started FlowingData, the purpose of the blog was to catalog and think out loud about visualization, in its many varieties. In the beginning I was talking to myself for the most part,...

Read more »

Association and concordance measures

September 12, 2012
By
Association and concordance measures

Following the course, in order to define assocation measures (from Kruskal (1958)) or concordance measures (from Scarsini (1984)), define a concordance function as follows: let be a random pair with copula , and with copula . Then define the so-...

Read more »

Great Circles, Black Holes, and Community Events Part 2 of 3

September 12, 2012
By
Great Circles, Black Holes, and Community Events Part 2 of 3

This post will examine the Heber Valley Railroad, a small town tourist attraction using event gravitational pull. Using the information from part 1 the two factors associated with the events gravity, the number of participants, and the distance they traveled. The number of participants can be shown using bar charts, histograms, and summary tables. The distance traveled...

Read more »

Let’s go! (and Disclaimer)

September 12, 2012
By

Let's get that started ...Fun stuff with R coming soon!Disclaimer beforehand:The analyses I'll present are not meant to be taken too seriously in a scientific way. I just wanna show what you can do with R as a programming language, basic statistics and...

Read more »

Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

September 12, 2012
By
Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

Previously This book and the associated R package were introduced before. Executive Summary A very nice — and enlightening — discussion of a wide range of topics. Principles The Introduction to the book sets out 5 principles.  This is probably the most important part of the book.  The principles are: We don’t know much in … Continue reading...

Read more »

How to check your package with R-devel

September 12, 2012
By

In response to an update to ggplot2 (now verson 0.9.2) I had to make some minor changes to our package TripleR. The CRAN maintainers also asked to … Please also fix other issues that may be apparent in checks with a current R-devel. Now, how can this be done? Here’s my workflow on Mac OS

Read more »

One-Way ANOVA

September 11, 2012
By

One-Way ANOVA Analysis of variance is a tool used for a variety of purposes. Applications range from a common one-way ANOVA, to experimental blocking, to more complex nested designs. This first ANOVA example provides the necessary tools to analyze data using this technique. This example will show a basic one-way ANOVA. I will save the

Read more »

wordcloud makes words less cloudy

September 11, 2012
By
wordcloud makes words less cloudy

  An update to the wordcloud package (2.2) has been released to CRAN. It includes a number of improvements to the basic wordcloud. Notably that you may now pass it text and Corpus objects directly. as in: #install.packages(c("wordcloud","tm"),repos="http://cran.r-project.org") library(wordcloud) library(tm) wordcloud("May our children and our children's children to a thousand generations, continue to enjoy the

Read more »

Fund Now or Buy Later? A Kickstarter Price Comparison

September 11, 2012
By
Fund Now or Buy Later? A Kickstarter Price Comparison

Hi Internet! I’m Preeya, and I will be your guide in this blog’s quantitative quest for knowledge. To get started, let’s talk about pricing. Part of the Kickstarter process is figuring out how much a hypothetical product will cost once it’s on the market. But how accurately can that be calculated without actually going through … Continue reading...

Read more »

Integrate data and reporting on the Web with knitr

September 11, 2012
By

Today's guest post comes from Yihui Xie, author of the knitr package — ed. Hi, this is Yihui Xie, and I'm guest posting on the Revolutions blog to talk about one aspect of the knitr package: how we can integrate data analysis and reporting in R with the Web. This post includes both the work that has been done...

Read more »

Big data analysis, for free, in R (or “How I learned to load, manipulate, and save data using the ff package”)

September 11, 2012
By
Big data analysis, for free, in R (or “How I learned to load, manipulate, and save data using the ff package”)

Before choosing to support the purchase of Statistica at my workplace, I came across the ff package as an option for working with really big datasets (with special attention paid to ff dataframes, or ffdf). It looked like a good … Continue reading →

Read more »

Second Milano R net meeting

September 11, 2012
By
Second Milano R net meeting

September 27, 2012 - 18:00 - 21:00 Fiori Oscuri Bistrot & Bar (www.fiorioscuri.it) Via Fiori Oscuri, 3 - Milano (Zona Brera) Continue reading →

Read more »

Connecting data to the real world – The next sexy job?

September 11, 2012
By
Connecting data to the real world – The next sexy job?

At last week's Royal Statistical Society (RSS) conference Hal Varian, Chief Economist at Google, gave a panel talk about 'Statistics at Google'. Could he get a better audience than the RSS? Hal talked about his career in academia and at Google. He remi...

Read more »

Unit root, or not ? is it a big deal ?

September 10, 2012
By
Unit root, or not ? is it a big deal ?

Consider a time series, generated using set.seed(1) E=rnorm(240) X=rep(NA,240) rho=0.8 X=0 for(t in 2:240){X=rho*X+E} The idea is to assume that an autoregressive model can be considered, but we don't know the value of the parameter. ...

Read more »

Extending Gold time series

September 10, 2012
By
Extending Gold time series

While back-testing trading strategies I want all assets to have long history. Unfortunately, sometimes there is no tradeable stock or ETF with sufficient history. For example, I might use GLD as a proxy for Gold allocation, but GLD is only began trading in November of 2004. We can extend the GLD’s historical returns with its

Read more »

PDF and CDF for normal distributions with R

September 10, 2012
By
PDF and CDF for normal distributions with R

Below, we give the R code to plot the PDF and the CDF for normal distributions. We wish to get charts quite similar to the ones read on Wikipedia (Normal Distribution). The resulting charts are shown at the bottom. Notice that … Continue reading →

Read more »

igraph 0.6 issues: Changed numbering of Vertices

September 10, 2012
By

I have tried one of my previous scripts with an updated igraph version and I got an interesting (pretty much unexpected) error:At type_indexededgelist.c:269 : invalid (odd) length of edges vector, Invalid edge vectorThe problem is that it was a well-te...

Read more »

R-bloggers submission

September 10, 2012
By

I might be the 393rd blogger on the R-bloggers.com :-)  http://www.r-bloggers.com/Wohoo!

Read more »

Sponsors