## GEOSTAT 2011 — Canberra

April 18, 2011
By

Just got back from the 2011 GEOSTAT summer school that recently took place in Canberra, Australia. Thanks to Tom Hengl for the invitation to co-teach the course, to the great folks at ANU who made it possible, and to all of the students who participat...

## Test Difference Between Diversity-Indices of Two Samples with Abundance Data

April 18, 2011
By

I adapted a scheme for a permutation test from the PAST Software (Hammer & Harper, http://folk.uio.no/ohammer/past/diversity.html) that tests difference between diversity-indices of two samples with abundance data... Read more »

## Introducing Rook

April 18, 2011
By

Rook is a web server interface and software package for R. It is very much like Ruby’s Rack. In fact it is so much like Ruby’s Rack that I decided to use the same name and basic class hierarchy. You could say I “borrowed heavliy” from Ruby’s ...

April 18, 2011
By

## Progress reading SAS sas7bdat files (natively) in R

April 18, 2011
By

This post describes some preliminary results from a compatibility study of the SAS sas7bdat file format. The most current results stored in a github repository here: sas7bdat The ultimate goal is a native solution to the incompatibility between open-source statistical software (e.g. R) and sas7bdat database files. Demonstration There has been significant progress in interpreting

## Using R, Sweave and Latex to integrate animations into PDFs

April 18, 2011
By

The first week of April I attended an excellent workshop on biplots held by Michael Greenacre and Oleg Nenadić at the Gesis Institute in Cologne, Germany. Throughout his presentations, Michael used animations to visualize the concepts he was explaining. He also included  animations in some of his papers. This inspired me to do this post

## Multivariate Repeated Measurements With adonis():

April 18, 2011
By

Lately I had to figure out how to do a repeated measures (or mixed effects) analysis on multivariate (species) data. Here I share code for a computation in R with the adonis function of the vegan package. Credit goes to Gavin Simpson providing most of ...

## Weight compared to risk fraction

April 18, 2011
By

How well do asset weight constraints constrain risk? The setup In “Unproxying weight constraints” I claimed that many constraints on asset weights are really a proxy for constraining risk. That is not a problem if weights are a good proxy for risk.  So the question is: how good of a proxy are they? To give … Continue reading...

## Historical Sources of Bond Returns-Comparison of Daily to Monthly

April 17, 2011
By

Thanks so much for the comment on my last post Historical Bond Price and Total Returns from 10y Yield Series “I know this might sound antithetical to a bond guy, but won't the monthly series get you close enough? “ which proved me wrong and allow...

## A Creative Use of R

April 17, 2011
By

Update (5/18/2011): Looks like Freakonomics approves as well. Let the record show that I approved first :)I approve: "I use the open-source program R to create the patterns."But, I'm not sure I approve of calling these distributions "evil."In case you...

## A Creative Use of R

April 17, 2011
By

Update (5/18/2011): Looks like Freakonomics approves as well. Let the record show that I approved first :)I approve: "I use the open-source program R to create the patterns."But, I'm not sure I approve of calling these distributions "evil."In case you...

## Export a Table Created by R to a TeX File

April 17, 2011
By

I am using xtable package of R to produce all the necessary codes for producing table suitable for LaTeX, and also discussing how to export the codes to a tex file. Producing tables in LaTeX might be a difficult task as we can not just copy and paste a table in the editor; we have to write all the...

## Export a Table Created by R to a TeX File

April 17, 2011
By

Producing tables in LaTeX might be a difficult task as we can not just copy and paste a table in the editor; we have to write all the numbers and other codes. But with the help of xtable package of R it is possible to produce all the necessary codes for producing table in LaTeX and also possible to...

## Going over the speed limit

April 17, 2011
By

In an earlier post   I had reported on how R compared with Stata for executing algorithms involving maximum likelihood estimation. This post  offers the following updates on the last post: Stata is in fact even faster than previously reported. The 64-bit version of the newly...

## Going over the speed limit

April 17, 2011
By

In an earlier post   I had reported on how R compared with Stata for executing algorithms involving maximum likelihood estimation. This post  offers the following updates on the last post: Stata is in fact even faster than previously reported. The 64-bit version of the newly...

## Exporting R graphics as LaTeX code – version 0.6.1 of the tikzDevice package is out

April 17, 2011
By

(Guest post on R-bloggers by Charlie Sharpsteen) Cameron and I are pleased to announce version 0.6.0 of the tikzDevice package which should be available shortly at your local CRAN mirror! The tikzDevice makes it possible to export R graphics as LaTeX code that can be included in other documents or compiled into stand alone figures. The full power of...

## Statistics without Maths

April 17, 2011
By

I got an interesting message from Chris Atherton the other day who has offered to do a workshop at the Technical Communications UK conference on statistics and data visualisation. The problem is that for some tech writers, their understandin...

## Rcpp article in JSS

April 17, 2011
By

The Journal of Statistical Software published our Rcpp article

## Rcpp article in JSS

April 17, 2011
By

The Journal of Statistical Software published our Rcpp article

## Pivot Tables and Medians in R

April 16, 2011
By

Pivot Tables are a useful way of aggregating data into the format that you’re after. In this example, I’m going to be using R to pivot some data and calculate medians for me. This is useful because Excel can calculate medians (the =MEDIAN(values)) function, but what it can’t do is calculate medians for Pivot Tables.

## Phylometa from R: Randomization via Tip Shuffle

April 16, 2011
By

I wrote earlier about some code I wrote for running Phylometa (software to do phylogenetic meta-analysis) from R.I have been concerned about what exactly is the right penalty for including phylogeny in a meta-analysis. E.g.: AIC is calculated from Q in...

## Trackman Position Needs R Knowledge

April 16, 2011
By

Thought some of the R-Blogger readers would be interested in the position linked below. If you're a baseball fan and like working in R, this is a fun company that seems to be getting more and more press. Recently, it was featured in Sports Illustrate...

## Trackman Position Needs R Knowledge

April 16, 2011
By

Thought some of the R-Blogger readers would be interested in the position linked below. If you're a baseball fan and like working in R, this is a fun company that seems to be getting more and more press. Recently, it was featured in Sports Illustrate...

## Speeding up agent-based simulations with data frames in R

April 16, 2011
By

In health economics it is common to use agent-based simulations for exploring epidemiological models, prevention policies, and clinical interventions, among other things. In C++ I enjoy using object-oriented design to build these agent-based models. It feels so natural. In R, … Continue reading →

## Historical Bond Price and Total Returns from 10y Yield Series

April 15, 2011
By

Without access to Barclays or Merrill Bond Indicies to the 1970s or Ned Davis to 1950, studying historical bond returns is very difficult.  Here is a way to derive price and total returns on the 10 year US Treasury back to 1962.  I would like...

## Introduction to Cointegration and Pairs Trading

April 15, 2011
By

Introduction Suppose you see two drunks (i.e., two random walks) wandering around. The drunks don’t know each other (they’re independent), so there’s no meaningful relationship between their paths. But suppose instead you have a drunk walking with her dog. This … Continue reading →

## Friday Function: setInternet2

April 15, 2011
By

Corporate IT networks are a pain for programmers. Ideally, when programming, you want the freedom to download, install and run any software that you want. Unfortunately, in the interests of security, many programmers find themselves a little restricted at the office. (I’m sure that many network admins will protest that the situation works both ways

## Slides and replay for PMML webinar

April 15, 2011
By

If you missed Wednesday's webinar on Deploying Predictive Analytics with Revolution R, PMML and ADAPA, the presentation slides and the replay (in WMV, reg. req'd) format are now available for download. Here are some additional references, from the closing slide: How Revolution R and ADAPA work together The PMML Package reference White Paper: Deploying Advanced Analytics Using R and...

With Tax Day fast approaching here in the US, there's been a lot of discussion about tax policy and in particular the tax rates paid by the highest income earners. Like in many countries, here the income tax system is bracketed: Tax Bracket Single Married Filing Jointly 10% Bracket $0 –$8,375 $0 –$16,750 15% Bracket \$8,375 –...