Long EEM Short IWM-How it Works in 3 Ways

March 31, 2011
By

Long EEM Short IWM potentially works in 3 ways: 1) See my last post “Asian Currency Opportunity” where currency undervaluation means potential gain of 20-50% versus the US\$ and 50%-100% versus the Japanese Yen.  However, even absent the underv...

Asian Currency Opportunity

March 31, 2011
By

Asian currencies are fundamentally undervalued at an extreme level due to the Central Banks’ focus on the US\$.  For those that regularly read my blog or happened to see me in SmartMoney, this will not surprise you, “And investors can also buy...

Baseball, T-tests and statistical surprises

March 31, 2011
By

Are MLB players better hitters now than they were 20 years ago? Revolution Analytics' Joseph Rickert uses R to take a look at the data, and offers an instructive lesson in checking your assumptions for statistical tests in the process -- Ed. Data are everywhere – but, even for simple things, I still seem to spend a too much...

Image Classification Limits Part 2

March 31, 2011
By

Recently i released the first 64-bit versions of Bio7 bundled with a 64-bit Java Virtual Machine. I’m always curious how far i can go using both applications together to do image analysis (especially classification) with huge images coming e.g. from satellites. The transfer of the images in Bio7 is realized with a combination of ImageJ

Comparison of UAH and RSS Time Series with Common Baseline

March 30, 2011
By

In this post I set both UAH 5.4 and RSS 3.3 global temperature anomaly series to a common baseline period (1981-2010)  to compare them. Since both the UAH 5.4 and RSS 3.3 series are satellite based , they exhibit striking … Continue reading →

Pair-Trading with S&P500 Companies – Part I.

March 30, 2011
By

In my recent post I wrote the code to download historical data for companies included in S&P500 index. Today I would like to perform statistical procedures to identify whether certain pair of stocks is co-integrated or not. Since there are approximately 500 companies that means I will need to perform calculations of testing. First of

Day #14 another R-course: S3 vs S4 modules

March 30, 2011
By

Owkey, I told you i was going to keep you up to date on my course, so here it is. I needed to gain knowledge on how to flowcytometry. We started with looking at: why would we do Object Oriented Programming and seeing the difference between S3 and S4 mo...

R + EC2 + RStudio Server

March 30, 2011
By

I’ve been battling memory limits in R for over two years. Although R has numerous resources for high-performance computing, I still couldn’t get around hardware limitations. Things really got out of control last summer when I started analyzing data on how climate change influences population synchrony across large spatiotemporal gradients. My datasets were simply too

New R User Groups in Tallahasse (FL), Hobart (TAS)

March 30, 2011
By

Two new R User Groups have just started up. The first us in Tallahassee, Florida, and their first meeting is on April 10. Spinning to the other side of the globe, the other is in Hobart, the capital of the Australian island state, Tasmania (their first meeting is also on April 8). It's great to see R user groups...

Globally Set Digits in Sweave

March 30, 2011
By

I use Sweave regularly for most of my writing and love the way it works. However, one issue that often irks me is the inability to globally set the number of digits to display. Here is a minimal example that illustrates my point. If we now display the numbers using Sexpr, this is what we

Rcpp workshop in Chicago on April 28th

March 30, 2011
By

Overview This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus. Join Dirk Eddelbuettel and Romain Fr...

Rcpp workshop in Chicago on April 28th

March 30, 2011
By

Overview This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus. Join Dirk Eddelbuettel and Romain Fr...

Tor anonymity network using R for website graphics.

March 29, 2011
By

These graphics look familiar. From the Tor Metrics Portal: "The metrics website uses R to generate custom graphs on demand." See more here: http://metrics.torproject.org/graphs.html.

Violins of Volatility

March 29, 2011
By

A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When looking at the volatility of financial instruments, the financial...

A Simple Instrumental Variables Problem

March 29, 2011
By
$A Simple Instrumental Variables Problem$

When working with labor economics, we often run into issues with selection on variables of interest. Regressing earnings on years of education to estimate the human capital earnings function makes sense at first blush until we imagine that education is … Continue reading →

Le Monde puzzle [#8]

March 29, 2011
By

Another mathematical puzzle from Le Monde that relates to a broken calculator (skipping the useless tale): Given a pair of arbitrary positive integers (x,y) a calculator can either substract the same integer from both x and y or multiply either x or y by 2. Is it always possible to obtain equal

How to Bootstrap in R: The Case of R-squared

March 29, 2011
By

I recorded a new video tutorial whose original intent was to demonstrate how to write a for loop. As I wanted to make the for loop count for something, I decided that my application would be to write some code that computes the bootstrap approximation ...

March 29, 2011
By

I finally got around to reading Ralph Vince’s latest The Leverage Space Trading Model (for a brief summary see this magazine article in Futures), and I’m happy to say that the book was very helpful in approach and example.  I especially enjoye...

Prune GWAS data in R

March 29, 2011
By

Hansong Wang, our biostats professor here at the Hawaii Cancer Center, generously gave me some R code that goes through a SNP annotation file (i.e. a mapfile) and selects SNPs that are at least a certain specified distance apart. You might want to do t...

Prune GWAS data in R

March 29, 2011
By

Hansong Wang, our biostats professor here at the Hawaii Cancer Center, generously gave me some R code that goes through a SNP annotation file (i.e. a mapfile) and selects SNPs that are at least a certain specified distance apart. You might want to do t...

Day #13 more plots, colors and loess smoothing

March 29, 2011
By

Yesterday I tried to insert some more R code into knime. scatterplot smoothed density library("geneplotter")  ## from BioConductor require("RColorBrewer") ## from CRAN x1  <- matrix(rnorm(1e4), ncol=2) x2  <- matrix(rnorm(1e4, mean=3, sd=1.5...

Day #14 another R-course

March 29, 2011
By

So today I’m going to follow another R-course which is supposed to tell me more about Flowcytometry in R. I’ll keep you up to date

merge with solaR

The version 0.22 of solaR includes a new method, mergesolaR. It is designed to merge daily time series of several solaR objects. For example, we can obtain the daily irradiation of the whole set of meteorological stations of Madrid (Spain) and use this information to calculate the productivity of a grid connected PV system. It

Example 8.32: The HistData package, sunflower plots, and getting data from R into SAS

March 29, 2011
By

This entry is mainly a promotion of the fascinating HistData R package. The package, compiled by the psychologist, statistician, and graphics innovator Michael Friendly, contains a number of small data sets of historical interest. These include data ...

Machine Learning Ex3 – Multivariate Linear Regression

March 29, 2011
By

Part 1. Finding alpha. The first question to resolve in Exercise 3 is to pick a good learning rate alpha. This require making an initial selection, running gradient descent and observing the cost function. Read More: 221 Words Totally

Two R functions for working with DNA alignments

March 28, 2011
By

Recently I wrote a couple of small functions as a result of work done by myself and others in my lab group. The first is a function that determines what sites in a sequence alignment are ambiguous (i.e. not A, G, C or T). require(ape)data(woodmouse)is.ambig    x    bases    ambig    ambig > 0}is.ambig(woodmouse)This function utilises the bit-level coding scheme that...

Two R functions for working with DNA alignments

March 28, 2011
By

Recently I wrote a couple of small functions as a result of work done by myself and others in my lab group. The first is a function that determines what sites in a sequence alignment are ambiguous (i.e. not A, G, C or T). require(ape)data(woodmouse)is.ambig    x    bases    ambig    ambig > 0}is.ambig(woodmouse)This function utilises the bit-level coding scheme that...

Reminder: useR! 2011 abstracts, earlybird registration deadline April 1

March 28, 2011
By

If you're planning to attend the worldwide R user conference useR! 2011, don't forget that April 1 (this Friday) is the deadline for submitting abstracts for contributed talks and posters. Early-bird discounts for attendee registrations expire on Friday as well. (Revolution Analytics is a proud sponsor of useR! 2011, and chief scientist Lee Edlefsen is one of the keynote...