Rcpp article in JSS

April 17, 2011
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Rcpp article in JSS

The Journal of Statistical Software published our Rcpp article

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Pivot Tables and Medians in R

April 16, 2011
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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.

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Phylometa from R: Randomization via Tip Shuffle

April 16, 2011
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Phylometa from R: Randomization via Tip Shuffle

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...

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Trackman Position Needs R Knowledge

April 16, 2011
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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...

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Trackman Position Needs R Knowledge

April 16, 2011
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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...

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Speeding up agent-based simulations with data frames in R

April 16, 2011
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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 →

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Historical Bond Price and Total Returns from 10y Yield Series

April 15, 2011
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Historical Bond Price and Total Returns from 10y Yield Series

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...

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Introduction to Cointegration and Pairs Trading

April 15, 2011
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Introduction to Cointegration and Pairs Trading

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 →

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Friday Function: setInternet2

April 15, 2011
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Friday Function: setInternet2

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

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Slides and replay for PMML webinar

April 15, 2011
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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...

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Visualizing tax brackets

April 15, 2011
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Visualizing tax brackets

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 –...

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Rook shipped to CRAN

April 15, 2011
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Rook shipped to CRAN

I sometimes feel like this picture: alone, left with just my thoughts and a little light to illuminate my work. For my daughter pictured above on the stool, her work is a pen and ink drawing. For me, it’s a finished piece of software to share with t...

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RStudio 0.93 Beta Available

April 15, 2011
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In case you miseed, 0.93 Beta of RStudio is released! A good set of fixes, including vignette() (sorry edit() not compatible yet). The panel layout is fully customizable, and there are a load of bug fixes. See the Release Notes for more info.

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RStudio 0.93 Beta Available

April 15, 2011
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RStudio  0.93 Beta Available

In case you miseed, 0.93 Beta of RStudio is released! A good set of fixes, including vignette() (sorry edit() not compatible yet). The panel layout is fully customizable, and there are a load of bug fixes. See the Release Notes for more info.

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Recursive Trading System in R

April 15, 2011
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Recursive Trading System in R

I have a trick knee. Normally, it works just fine. But if I stand on my head when its raining on Tuesdays and Thursdays and pinch my nose, it hurts. Not just a little. It hurts a lot. I went to the doctor and he told me not to stand on my head when it'...

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Download R 2.13.0 for Windows

Some of you may hear that the new release of R 2.13.0 is out, with some Windows-specific changes to R 2.13.0:file.exists() and unlink() have more support for files > 2GB;A few more file operations will now work with >2GB files.which could help us to relieve the worry of handling large datasets in R.

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RStudio and RTextTools: A Perfect Pairing

The development team has spent the past six months creating the best possible experience for RTextTools users. A few months into development, we heard about a new IDE called RStudio, which has one of the cleanest interfaces to R we've seen. It integrates many R tools (graphing, file management, workspace management, tabbed source editor, and more) into a single,...

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How to upgrade R on windows 7

April 15, 2011
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Background – time to upgrade to R 2.13.0 The news of the new release of R 2.13.0 is out, and the R blogosphere is buzzing. Bloggers posting excitedly about the new R compiler package that brings with it the hope to speed up our R code with up to 4 times improvement. So it is time

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R 2.12 to 2.13 package upgrade

April 14, 2011
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R 2.12 to 2.13 package upgrade

If you: use Linux have just upgraded your R installation from 2.12 to 2.13 installed some/all of your packages in your home area (e.g. ~/R/i486-pc-linux-gnu-library/2.12) and… …are wondering why R can’t see them any more just do this: # at a shell prompt cp ~/R/i486-pc-linux-gnu-library/2.12 ~/R/i486-pc-linux-gnu-library/2.13 # in R console update.packages(checkBuilt=TRUE, ask=FALSE) # back to

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Problems with ggplot2 0.8.9 and R 2.13.0 on Mac OS X via plyr 1.5

April 14, 2011
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This morning I tried to completely update my R installation. I first dumped a list of all the packages I have on my system using the installed.packages() function. Then I installed R 2.13.0 using the OS X disk image. And finally I reinstalled all of my packages from scratch. Unfortunately, I ran into some serious

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Easy Upgrading of R

April 14, 2011
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For those who are excited about the new 2.13.0 release of R (particularly the compiler package) but are grumbling about having to remember what packages they have and re-install them, see this great advice or this piece on upgrading in osx for how to a...

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gRain: genetics example

April 14, 2011
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gRain: genetics example

gRain is an R package for "probability propagation in graphical independence networks, also known as probabilistic expert systems (which includes Bayesian networks as a special case)". This package caught my attention because some genetic models can b...

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gRain: genetics example

April 14, 2011
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gRain: genetics example

gRain is an R package for "probability propagation in graphical independence networks, also known as probabilistic expert systems (which includes Bayesian networks as a special case)". This package caught my attention because some genetic models can b...

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In case you missed it: March Roundup

April 14, 2011
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In case you missed them, here are some articles from February of particular interest to R users. The doSMP package, which enables parallel processing for R on multiprocessor machines, is now available on CRAN. The Offensive Politics blog provided R code used to make a map of precinct returns in the Chicago mayoral election. A connector to integrate R...

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ARMA Models for Trading, Part I

April 14, 2011
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ARMA Models for Trading, Part I

Lately I have been testing trading models based on methods from various fields: statistics, machine learning, wavelet analysis and others. And I have been doing all that in R! In this series, I will try to share some of these efforts starting with the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a

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Graph Bisection in R

April 14, 2011
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Graph Bisection in R

Recently I had to partition a set of SNPs into a training set and a test set. Making a random split would not do: both sets would likely contain very similar SNPs due to linkage disequilibrium (LD), making them non-independent. … Continue reading →

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Computing Statistical Power

April 14, 2011
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Computing Statistical Power

Today's task is to compute a statistical power function in R. For a good definition of power, go here. Thinking about the power of a testing procedure is an often-overlooked aspect of hypothesis testing.I also explain what power (in a statistical sens...

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Computing Statistical Power

April 14, 2011
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Computing Statistical Power

Today's task is to compute a statistical power function in R. For a good definition of power, go here. Thinking about the power of a testing procedure is an often-overlooked aspect of hypothesis testing.I also explain what power (in a statistical sens...

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R 2.13.0 is released!

April 14, 2011
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R 2.13.0 is released!

The new R 2.13.0 is out! Get the source code from here. Take a look at these posts for some miscellaneous advices to make the upgrade easier. Also this thread on stackoverflow and this post contributed by Tal Galili&nbs...

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