match and %in% are two very commonly-used function in R. So, what's the difference of them?First, how to use them -- (copy from R manual)match returns a vector of the positions of (first) matches of its first argument in its second.%in% is a ...

match and %in% are two very commonly-used function in R. So, what's the difference of them?First, how to use them -- (copy from R manual)match returns a vector of the positions of (first) matches of its first argument in its second.%in% is a ...

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation, i.e. the dot on the graph below > r=glm(dist~speed,data=cars,family=poisson) > P=predict(r,type="response", + newdata=data.frame(speed=seq(-1,35,by=.2))) > plot(cars,xlim=c(0,31),ylim=c(0,170)) > abline(v=30,lty=2)...

R users in the financial industry may be interested in the following webinar hosted by Revolution Analytics' partner Sybase on November 10: Portfolio Rebalancing Using R and Sybase RAP for Intraday Risk Management With volatility and violent intraday swings becoming the new normal, intraday risk controls are now needed to not only reduce your exposures across multiple asset classes,...

have the 64 bit version of R compiled from source on my Ubuntu laptop. I recently had a need for R based on 32 bit since a package I

Investment Performance Guy has a post “Periodicity of risk statistcs (and other measures)” in which it is wondered how valid volatility estimates are from a month of daily returns. Here is a quick look. Figure 1 shows the variability (and a 95% confidence interval) of volatility estimates for the S&P 500 index in January 2011. … Continue reading...

The Omega Ratio was introduced by Keating and Shadwick in 2002. It measures the ratio of average portfolio wins over average portfolio losses for a given target return L. Let x.i, i= 1,…,n be weights of instruments in the portfolio. We suppose that j= 1,…,T scenarios of returns with equal probabilities are available. I will

Having worked just a little with R, I have some first impressions to share. I'll give you some links to resources I found helpful with writing the previous project. First, the documentation is not very good. I struggled on previous attempts to figure things out. I still find it crap shoot when I Google, looking for an answer....

If you are creating maps then for goodness sake Use sensible colours! I was helping some undergraduates with some work the other day, and they decided to use the following colour scheme for representing river depth: Deep water: Red Medium-depth water: Bright green Shallow water: Pink Why did they do this? Well, either they were

In view of open-source parallel computing with R this week presents a big step to the future. R 2.14.0 was released at October 31th, 2011. Now, R base ships with a parallel computing package called “parallel”. library(parallel) It combines advantages of the packages multicore and snow and it contains support for multiple RNG streams. The

Thanks to everyone for participating in the "Applications of R in Business" contest. R users submitted more than 25 entries, describing how R is used in industries including life sciences, finance, manufacturing, sentiment analysis, and even sports. Some entries are just outlines for now (competitors have until November 30 to finalize their entries), but already there are some quite...

Recently, I've been preparing a poster using the LaTeX packages Beamer and beamerposter. The poster discusses a bunch of R stuff that I've been doing lately, so I successfully used Sweave to incorporate R code into the poster. However, I had some troub...

For this years Halloween I presented the mathematical biology seminar at the Centre for Mathematical Biology. Here is the title and the abstract… Cycles in finite populations: a reproducible seminar in three acts Many natural populations exhibit cyclic fluctuations. Explaining the underlying … Continue reading →

Paid search marketing refers to the process of driving traffic to a website by purchasing ads on search engines. Advertisers bid on certain keywords that users might search for, and that determines when and where their ads appear. For example, an individual who owns an auto dealership would want to bid on keywords relating to automobiles

As supplementary material to the ABC paper we just arXived, here is the R code I used to produce the Bayes factor comparisons between summary statistics in the normal versus Laplace example. (Warning: running the R code takes a while!) Filed under: R, Statistics, University life Tagged: ABC, Bayesian model choice, Laplace distribution, R, summary

One additional new feature in the latest release of R: the standard binaries of R 2.14 from the R Project now include Cairo support. For Windows users, this means that you can now create SVG graphics in R -- the best format for displaying R graphics on the web -- without having to compile R yourself. Note that if...

My article on computing on the language was unexpectedly popular and so I wanted to quickly follow up on my own solution. Many of you got the answer, and in fact many got solutions that were quite a bit shorter than mine. Here’s how I did it: makeList

I bought an Android phone, nothing fancy just my first foray in the smartphone world, which is a big change coming from the dumb phone world(*). Everything is different and I am back at being a newbie; this is what … Continue reading →