Regime Detection

October 31, 2012
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Regime Detection

Regime Detection comes handy when you are trying to decide which strategy to deploy. For example there are periods (regimes) when Trend Following strategies work better and there are periods when Mean Reversion strategies work better. Today I want to show you one way to detect market Regimes. To detect market Regimes, I will fit

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More data apps spawned by Sandy

October 31, 2012
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More data apps spawned by Sandy

As the clean-up continues on the eastern seaboard, I wanted to follow up on Monday's post on tracking Hurricane Sandy with Open Data with a couple of other R-based data applications spawned by the storm. Josef Fruehwald created an R script to tap into local weather sensors to keep track of air pressure, wind speed and rainfall near his...

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draw figures in CMYK mode in R

October 31, 2012
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draw figures in CMYK mode in R

Print publication usually ask to use CMYK (instead of RGB) color mode for figures (because not every color can be print out), while we usually use RGB for screen reading (because screen has larger range of color scale). Of course we can convert RGB to ...

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Using R with Routino to provide road network paths between random Tweets and an iconic Smiths landmark

October 31, 2012
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Using R with Routino to provide road network paths between random Tweets and an iconic Smiths landmark

A couple of days ago I posted how you can go about installing Routino on OSX; and now I have just finished writing a quick post over on my Rpubs blog about how you go about using it from within R. I also wanted to know a bit more about how R and Twitter play

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Hierarchical linear models and lmer

October 31, 2012
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Hierarchical linear models and lmer

Hierarchical linear models and lmer Article by Ben Ogorek Graphics by Bob Forrest Background My last article featured linear models with random slopes. For estimation and prediction, we used the lmer function from the lme4 package. Today we'll consider another level in the hierarchy, one...

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GGtutorial: Day 3 – Introduction to Colors

October 31, 2012
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GGtutorial: Day 3 – Introduction to Colors

So, where does ggplot get its colors? If you’ve ever asked ggplot to color on the basis of a factor, you might have beeen surprised by the default color choices.  The fact is, ggplot colors factors on the basis of finding evenly spaced colors a...

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Using R with Routino to provide road network paths between random Tweets and an iconic Smiths landmark

October 31, 2012
By

A couple of days ago I posted how you can go about installing Routino on OSX; and now I have just finished writing a quick post over on my Rpubs blog about how you go about using it from within R. I also wanted to know a bit more about how R and Twitte...

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Fitting Distributions to Data with R

October 31, 2012
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In “Fitting Distributions with R” Vito Ricci writes; “Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable. A statistician often is facing with this problem: he has some observations of a quantitative character and he wishes to test if those observations, being a sample of an unknown population, belong from a...

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Edmonton R User Group is going live

October 30, 2012
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Edmonton R User Group is going live

Edmonton has made a name for itself as the City of Champions, The Gateway to the North and the most northern city in North America with a population of over 1

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Makefiles for R/LaTeX projects

October 30, 2012
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Updated: 21 November 2012 Make is a marvellous tool used by programmers to build software, but it can be used for much more than that. I use make whenever I have a large project involving R files and LaTeX files, which means I use it for almost all of the papers I write, and almost of the consulting reports...

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Using R with Routino to provide road network paths between random Tweets and an iconic Smiths landmark

October 30, 2012
By

A couple of days ago I posted how you can go about installing Routino on OSX; and now I have just finished writing a quick post over on my Rpubs blog about how you go about using it from within R. I also wanted to know a bit more about how R and Twitte...

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R among TechCrunch’s 5 Trendy Open-Source Techs for Big Data

October 30, 2012
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Tim Gasper (Product Manager at Big Data platform Infochimps) has an informative article at TechCrunch that provides an overview of five open-source technologies trending now for Big Data applications. They are: Storm and Kafka (for processing stream data) Drill and Dremel (for ad-hoc queries of big data) R (for data science with big data) Gremlin and Giraph (for graph...

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visit to ISU

October 30, 2012
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visit to ISU

  A short visit to ISU but and therefore a busy and proftable day! About ten appointments in Snedecor Hall after a nice morning run, a highly attended Zyskind Lecture, and many interesting discussions all over the day: e.g., I had a great time discussing using null recurrent Markov chains for integral approximations with Krishna

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DINEOF (Data Interpolating Empirical Orthogonal Functions)

October 30, 2012
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DINEOF (Data Interpolating Empirical Orthogonal Functions)

I finally got around to reproducing the DINEOF method (Beckers and Rixon, 2003) for optimizing EOF analysis on gappy data fields - it is especially useful for remote sensing data where cloud cover can result in large gaps in data. Their paper gives a nice overview of some of the various methods...

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Make your data famous!

October 30, 2012
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Make your data famous!

I’m writing a book on R for O’Reilly, and I need interesting datasets for the examples. Any data that you provide will get you a mention in the book and in the publicity material, so it’s a great opportunity to publicise your work or your organisation. Datasets from any area or industry are suitable; the

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Speed up R by using a different BLAS implementation

October 30, 2012
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Speed up R by using a different BLAS implementation

It is no news that R’s default BLAS is much slower that other available BLAS implementations. In A trick to speed up R matrix calculation/ Yu-Sung Su recommends using the ATLAS BLAS which is available on CRAN. When I learned about the possible speed-up  a while ago I tried several BLAS libraries and I found that GotoBLAS2 was

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Happy SAP HANA Friends

October 30, 2012
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This is a presentation that I did on the Community Theatre at SAP TechEd Las Vegas 2012. Happy sap hana friends from Alvaro Tejada In this presentation, Blagbert helps his friends Nerdbert to set up his first SAP HANA project using different technol...

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On weather forecasts, Nate Silver, and the politicization of statistical illiteracy

October 30, 2012
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On weather forecasts, Nate Silver, and the politicization of statistical illiteracy

As you know, we have a thing for statistical literacy here at Simply Stats. So of course this column over at Politico got our attention (via Chris V. and others). The column is an attack on Nate Silver, who has … Continue reading →

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On weather forecasts, Nate Silver, and the politicization of statistical illiteracy

October 30, 2012
By
On weather forecasts, Nate Silver, and the politicization of statistical illiteracy

As you know, we have a thing for statistical literacy here at Simply Stats. So of course this column over at Politico got our attention (via Chris V. and others). The column is an attack on Nate Silver, who has a blog where he tries to predict the outc...

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analyze the national health and nutrition examination survey (nhanes) with r

October 30, 2012
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nhanes is this fascinating survey where doctors and dentists accompany survey interviewers in a little mobile medical center that drives around the country.  while the survey folks are interviewing people, the medical professionals administer labo...

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"Advanced R" Course – November 15-16, 2012

October 30, 2012
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This is the last post about the course. As places are limited, please register as soon as possible! Milano R net, in collaboration with Quantide, organizes "Advanced R" Course November 15-16, 2012 Course description This course is designed for those … Continue reading →

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Introducing R and Biostatistics to first year LCG students (2012 version)

October 30, 2012
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Introducing R and Biostatistics to first year LCG students (2012 version)

On Friday November 9th I’ll be giving a talk to the first year students from the Undergraduate Program on Genomic Sciences (LCG in Spanish) during their “Seminar 1: Introduction to Bioinformatics” course. It’s just like I did a year ago as I documented in my post Introducing Biostatistics to first year LCG students. Well, this time I’ll change things...

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Can We Live Without Backslashes?

October 30, 2012
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Can We Live Without Backslashes?

Two months ago there was a discussion in the ESS mailing list about Emacs/ESS started by Paul Johnson, who claimed "Emacs Has No Learning Curve". While this sounds impossible, he really has some good points, e.g. he encourages beginners to look at the ...

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Tracking Hurricane Sandy with Open Data and R

October 29, 2012
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Tracking Hurricane Sandy with Open Data and R

Hurricane Sandy is shaping up to be a major, and very dangerous, meteorological event for the US's East coast. Naturally, everyone is looking for the latest information and forecasts. Fortunately, the wealth of public meteorological data available on the open web, combined with real-time on-the-ground updates via social media, means that an ecosystem of on-line apps is now available...

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Working with Shootout – 2012 in R (001)

October 29, 2012
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Working with Shootout – 2012 in R (001)

I have downloaded (from the IDRC) the ASCI files of the Shootout 2012 (see: Shootout 2012 files), so I can work with the data  to develop a model and predict a Validation Set.For that task I have a "Calibration Set", and a  "Test Se...

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Temporal network of information diffusion in Twitter

October 29, 2012
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Millions of tweets, retweets and mentions are exchanged in Twitter everyday about very different subjects, events, opinions, etc. While aggregating this data over a time window might help to understand some properties of those processes in online social networks, the … Continue reading →   Related posts: Temporal...

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Pull Yahoo Finance Key-Statistics Instantaneously Using XML and XPath in R

October 29, 2012
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Pull Yahoo Finance Key-Statistics Instantaneously Using XML and XPath in R

This two-part blog post I published a day ago required key-stats from Yahoo Finance for all the companies in the control group I created for my research.  I wanted all the key-stats pulled, arranged in a data-frame and then present them side-...

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ggplot2 Pinterest

October 29, 2012
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I don’t understand the website Pinterest, but it looks pretty (especially on the iPad), and an undergraduate student said it was the greatest thing since Facebook, so I thought I would give it a shot. The idea is that Pinterest … Continue reading →

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lag function for data frames

October 29, 2012
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lag function for data frames

When applying the stats::lag() function to a data frame, you probably expect it will pad the missing time periods with NA, but lag() doesn’t. For example: Nothing happened. Here is an alternative lag function made for this situation. It pads … Continue reading →

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