Monitoring Sources of Bond Return

April 8, 2011
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Monitoring Sources of Bond Return

Here is a way to monitor bond return sources in R.  In the next iteration, I will use CPI to add history to the series. From TimelyPortfolio So right now, you can expect about a 5% return from bonds.  How much of that is real return is u...

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A simple frequency plot

April 8, 2011
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A simple frequency plot

I’m currently working on a paper that uses Polish survey data (EVS 2008). I am specifically looking at regional variation in particular responses. Because there are only around 1800 observations in the survey, which are split across 66 subregions of … Continue reading →

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Text Data Mining with Twitter and R

April 8, 2011
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Text Data Mining with Twitter and R

Twitter is a favorite source of text data for analysis: it’s popular (there is a huge volume of variety on all topics) and easily accessible using Twitter’s free, open APIs which are easily consumable in JSON and ATOM formats. Some … Continue reading →

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BUGS and related

April 8, 2011
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(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under...

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BUGS and related

April 8, 2011
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(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under...

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Day #19 RGG’s a b***h

A  listbox is (as far as i thought) supposed to select one or more items in the list and put them in a variable. Well, not for the rgg listbox. Whatever you select, you’ll get an error.                 &#1...

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Getting started with the Heritage Health Price competition

April 8, 2011
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Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

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Getting started with the Heritage Health Price competition

April 8, 2011
By
Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

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Getting started with the Heritage Health Price competition

April 8, 2011
By
Getting started with the Heritage Health Price competition

The US$ 3 million Heritage Health Price competition is on so we take a look at how to get started using the R statistical computing and analysis platform.

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Fixing aberrant files using R and the shell: a case study

April 7, 2011
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Fixing aberrant files using R and the shell: a case study

Once in a while, you embark on what looks like a simple computational procedure only to encounter frustration very early on. “I can’t even read my file into R!” you cry. Step back, take a deep breath and take note of what the software is trying to tell you. Most times, you’ve just missed something

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Buffon versus Bertrand in R

April 7, 2011
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Buffon versus Bertrand in R

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made in the métro, so do not

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Revolution R, PMML and ADAPA: Webinar April 13

April 7, 2011
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If you'd like to learn more about using the PMML package in R to export statistical models, or if you'd just like to learn more about building predictive models in Revolution R and creating predictions (scores) from them in other applications or in the cloud, I'll be co-presenter on a webinar next week that might be of interest. On...

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Review of ‘R in a Nutshell’ by J Adler now in JSS

April 7, 2011
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Volume 40 of of the (electronic) Journal of Statistical Software just came out. It contains my short review of Josef Adler's already pretty popular R in a Nutshell from O'Reilly. You can my review as a pdf via this local preprint, or by visiting the ...

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Review of ‘R in a Nutshell’ by J Adler now in JSS

April 7, 2011
By

Volume 40 of of the (electronic) Journal of Statistical Software just came out. It contains my short review of Josef Adler's already pretty popular R in a Nutshell from O'Reilly. You can my review as a pdf via this local preprint, or by visiting the ...

Read more »

Extra! Extra! Get Your gridExtra!

April 7, 2011
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Extra! Extra! Get Your gridExtra!

The more I use it, the deeper I fall in love with ggplot2. I know, some of you have heard me kvel about it ad nauseum (oh, yiddish and latin in one sentence – extra points!). But the graphs really look great, and once you wrap your head around a few concepts, it’s surprisingly easy

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Unable to plot a decent x-Axis in a time series plot using zoo

April 7, 2011
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I use the R package zoo to plot a yearly time series of weekly averaged data. The problem is that my date variable (m.all$date) contains week numbers and these are plotted as x-Axis. What I would rather like to to … Continue reading →

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Time horizon in forecasting, and rules of thumb

April 7, 2011
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Time horizon in forecasting, and rules of thumb

I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision

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RcppClassic 0.9.1

April 7, 2011
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Another pure maintenance release, this time of RcppClassic, the package supporting the deprecated older classic Rcpp API defined in the earlier 2005 to 2006 releases, is now on CRAN It contains no new code, but smoothes one or two edges in the buil...

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Alpha shapes with R and lattice

Alpha shapes with R and lattice

What are the alpha shapes?: “The concept of alpha shapes formalizes the intuitive notion of “shape” for spatial point set data, which occurs frequently in the computational sciences. An alpha shape is a concrete geometric object that is uniquely defined for a particular point set. Alpha shapes are generalizations of the convex hull. Given a

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Day #18 Error in Knime node R-Plot

Hello again Today I am experiencing something weird. The last days I have been experimenting with the R-scripting nodes from knime and with their templates. But today this happened. The node is executed without errors, but when I try to open the view,

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When Buffon meets Bertrand

April 6, 2011
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When Buffon meets Bertrand

When Peter Diggle gave his “short history” of spatial statistics this morning (I typed this in the taxi from Charles de Gaulle airport, after waiting one hour for my bag!), he started with a nice slide about Buffon’s needle (and Buffon’s portrait), since Julian Besag was often prone to give this problem as a final

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Rcpp workshop / master class on April 28 in Chicago

April 6, 2011
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I realized I never announced this on the blog, so without further ado.... Rcpp Workshop in Chicago on April 28, 2011 This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on...

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There is a new version of pgfSweave, and its awesome!

April 6, 2011
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I just uploaded version 1.2.1 of pgfSweave, and I think it is just great! The most notable new feature is the use of the TikZ externalization library list and make feature instead of the pgf \begingraphicnamed functionality. This has some important consequences: PGF 2.10 is required! This has been out for some months now but

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Bond Market as a Casino Game Part 2

April 6, 2011
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Bond Market as a Casino Game Part 2

Before starting Part 2, please see Bonds as a Casino Game Part 1.   For the Monte Carlo random simulation purists, please ignore some unimportant technicalities in my simulation. To spoil the fun, here is the conclusion: Any way you look at ...

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Algorithm Whisperer

April 6, 2011
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Algorithm Whisperer

I was staring at my favorite trading algorithm the other day and I could swear it wanted to tell me something. I've made contact with it in the past, but our conversations pretty much ran along the lines of "What position are you in the market?" to whi...

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Speeding up R computations

April 6, 2011
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Speeding up R computations

The past few days I've been going through some R code that I wrote last year, when I was preparing a massive simulation-based power study for some tests for multivariate normality that I've been working on. My goal was to reduc...

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Speeding up R computations

April 6, 2011
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Speeding up R computations

The past few days I've been going through some R code that I wrote last year, when I was preparing a massive simulation-based power study for some tests for multivariate normality that I've been working on. My goal was to reduc...

Read more »

RcppGSL 0.1.1

April 6, 2011
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A pure maintenance release of RcppGSL---our interface package between R and the GNU GSL using our Rcpp package for seamless R and C++ integration---is now on CRAN It contains no new code, but smoothes one or two edges in the build process and noti...

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WebSweave?

April 6, 2011
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A recent R-help post asks for examples of Sweave use for web appliations. I think there is very little out there; maybe nothing. Below is a proof of concept for web-based Sweave-ing with rApache. But, it will soon be possible to do this with R's built-in web server. The idea was to treat an Sweave

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