Japanese Government Bond (JGB) Data Since 1974

October 16, 2012
By
Japanese Government Bond (JGB) Data Since 1974

The Ministry of Finance Japan very generously provides data on JGBs back to 1974.  Here is a quick example how to pull it into R and then graph it. From TimelyPortfolio R code in GIST (do raw for copy/paste):

Read more »

9 reasons to use RStudio

October 16, 2012
By
9 reasons to use RStudio

In no particular order, here are nine reasons why I really like the RStudio IDE for the R statistical programming language. 1) R benefits from an IDE – I accept that in some languages an IDE is unnecessary—Perl is the first example … Continue reading →

Read more »

An R Book for the Rest of Us

October 16, 2012
By

R for Dummies is here!  Initial reviews are very positive for this book (I haven't gotten it yet).  I am very hopeful though, because the word on the street is that it doesn't assume you have any programming knowledge or much statistical know...

Read more »

Life on the Big International Frontier

October 16, 2012
By
Life on the Big International Frontier

Although I have used the Kenneth French data library extensively in various posts, I have not yet used the international data sets paired with the wonderful paper. Eugene F. Fama and Kenneth R. French (2012) "Size, Value, and Momentum in International...

Read more »

R at 12,000 Cores

October 16, 2012
By

I am very happy to introduce a new set of packages that has just hit the CRAN. We are calling it the Programming with Big Data in R Project, or pbdR for short (or as I like to jokingly refer to it, 'pretty bad for dyslexics'). You can find out more about the pbdR project at http://r-pbd.org/ The packages are...

Read more »

analyze the national health interview survey (nhis) with r

October 16, 2012
By

the national health interview survey (nhis) is a household survey about health status and utilization.  each annual data set can be used to examine the disease burden and access to care that individuals and families are currently experiencing acro...

Read more »

Flag space: a scatter plot of raster images

October 16, 2012
By
Flag space: a scatter plot of raster images

(Click for a bigger version) I’m not sure when plotting raster images in an R scatter plot will end up being useful. It’s not something I expect to need to do in my day-to-day research, and I think in general probably adds more complexity ...

Read more »

Getting taxonomic names downstream

October 16, 2012
By

It can be a pain in the ass to get taxonomic names. For example, I sometimes need to get all the Class names for a set of species. This is a relatively easy problem using the ITIS API (example below). The much harder problem is getting all the taxono...

Read more »

Not Much of a Grand Finale. What if We Go To 0?

October 15, 2012
By
Not Much of a Grand Finale. What if We Go To 0?

When I ask the question “What if the US 10 year goes to 0?", most do not know the effect, the catalyst, or if 0 has ever happened before.  The math is fairly simple to do in Excel or with an old-school calculator, but let’s use RQuantLib to do...

Read more »

Ready-made model comparison tables for journals

October 15, 2012
By
Ready-made model comparison tables for journals

If you're reporting on the results of a statistical analysis for a journal or report, you'll probably be building a table comparing two or models. Such tables may include variables in the model, parameter estimates, and p-values, and model summary statistics. If you want to include such tables based on lm, glm, svyglm, gee, gam, polr, survreg or coxph...

Read more »

MCMSki IV (call for proposals)

October 15, 2012
By
MCMSki IV (call for proposals)

The next MCMSki IV conference will for the first time host contributed sessions as well as invited sessions. The scientific committee thus welcomes proposals for contributed talks and even more for contributed sessions. Contributed talks are scheduled to last 20 minutes, plus questions, and contributed sessions one hour and a half, including questions, which corresponds

Read more »

Introduction to R: Installation, Using R as a Calculator, Operators

October 15, 2012
By

Intro to R Hello, and welcome to my blog. The goal of this is to introduce people to R in a way that is easy to grasp. It's command line interface can be pretty intimidating, so hopefully this can help ease you into it. Chances are, if you're reading this, you're a close friend of mine (I don't have much...

Read more »

ggplot2 primer in 10 minutes

October 15, 2012
By
ggplot2 primer in 10 minutes

Here’s a nice presentation from Christophe Ladroue which really does give an insight into the R package ggplot2 if you’ve never used it before. Each line of code can be clicked on to reveal the corresponding graph!

Read more »

Presentation: Animated graphs in R

October 15, 2012
By
Presentation: Animated graphs in R

As animatedgraphs.co.uk takes shape, and following the great reception it got at the Stata Users Group in London in September, I’m pleased to announce I will be giving the same presentation – for R this time – at the LondonR … Continue reading →

Read more »

Estimation of the number PI – A Monte Carlo simulation

October 15, 2012
By
Estimation of the number PI – A Monte Carlo simulation

How to estimate PI when we only have R and the formula for the surface of a circle (Surface = PI * r * r)?The estimation of this number has been one of the greatest challenge in the history of mathematics. PI is the ratio between a circle's circumferen...

Read more »

The Shape of Floating Point Random Numbers

October 15, 2012
By
The Shape of Floating Point Random Numbers

Over the weekend, Viral Shah updated Julia’s implementation of randn() to give a 20% speed boost. Because we all wanted to test that this speed-up had not come at the expense of the validity of Julia’s RNG system, I spent some time this

Read more »

Example 10.6: Should Poisson regression ever be used? Negative binomial vs. Poisson regression

October 15, 2012
By
Example 10.6: Should Poisson regression ever be used? Negative binomial vs. Poisson regression

In practice, we often find that count data is not well modeled by Poisson regression, though Poisson models are often presented as the natural approach for such data. In contrast, the negative binomial regression model is much more flexible and is therefore likely to fit better, if the data are not Poisson. In example 8.30 we...

Read more »

Gale-Shapley Deferred Acceptance in R

October 15, 2012
By
Gale-Shapley Deferred Acceptance in R

In honor of today’s announcement of the Nobel Prize for Roth and Shapley, I found an illustration of the deferred acceptance algorithm from 1962 in R. Credit for the code goes to the blogger at Letters from London, and I’ve included a Gi...

Read more »

What a nice looking scatterplot!

October 15, 2012
By
What a nice looking scatterplot!

This week, we look at plotting data using scatterplots. I'll definitely have a post on other ways of plotting data, like boxplots or histograms.Our data from last week remains the same:First, a quick way to look at all of your continuous variables at once is just to do a plot command of your data....

Read more »

Text Mining

October 15, 2012
By
Text Mining

When it comes down to it R does a really good job handling structured data like matrices and data frames. However, its ability to work with unstructured data is still a work in progress. It can and it does handle text mining but the documentation is incomplete and the capabilities still don’t compare to other

Read more »

Compressed Sensing with R

October 15, 2012
By
Compressed Sensing with R

Compressed sensing (CS) is pretty much appealing all current signal processing research community. At the same time, popularity of R language gaining a strong foot in the research and industry. Even though historically MATLAB is a de-facto standard in ...

Read more »

Review of “R For Dummies”

October 15, 2012
By
Review of “R For Dummies”

The authors are Andrie de Vries and Joris Meys. Executive summary Pretty much all I’d hoped for — and I had high hopes. Significance The “Dummies” series is popular for introducing specific topics in an inviting way. R For Dummies is a worthy addition to the pack. There is a competitor by the name of … Continue reading...

Read more »

Annotations for “R For Dummies”

October 15, 2012
By
Annotations for “R For Dummies”

Here are detailed comments on the book.  Elsewhere there is a review of the book. How to read R For Dummies In order to learn R you need to do something with it.  After you have read a little of the book, find something to do.  Mix reading and doing your project. You cannot win … Continue reading...

Read more »

Banking to n degrees

October 15, 2012
By
Banking to n degrees

As often happens, I have learned of a technique just as it is being called into question. In this case, the technique is changing the aspect ratio of a line plot such that the typical slope of each segment is 45° (see), a rule of thumb which has bee...

Read more »

Using consistent R and LaTeX fonts in Org (or knitr, or Sweave)

October 15, 2012
By
Using consistent R and LaTeX fonts in Org (or knitr, or Sweave)

I love good typography, even more so as Microsoft Word and PowerPoint have debased our standards. When I see a really fine piece of technical typesetting, it’s almost always done using TeX and friends. Beautiful LaTeX documents are easy to … Continue reading →

Read more »

How do I re-arrange…?: Ordering a plot.

October 15, 2012
By
How do I re-arrange…?: Ordering a plot.

One of the most widely seen FAQ coming across list serves and R help sites is the question: “How do I re-arrange/re-order (plotting geom/aesthetic such as bar/labels) in a (insert plot type here) using(insert graphics system here) in R?” . … Continue reading →

Read more »

Fixing non positive definite correlation matrices using R

Problem When a correlation or covariance matrix is not positive definite (i.e., in instances when some or all eigenvalues are negative), a cholesky decomposition cannot be performed. Sometimes, these eigenvalues are very small negative numbers and occur due to rounding or due to noise in the data. In simulation studies a known/given correlation has to be imposed on an input...

Read more »

2012-7 A Structured Approach for Generating SVG

October 14, 2012
By

The gridSVG package exports grid images to an SVG format for viewing on the web. This article describes a new development in the way that gridSVG produces the SVG output. The result is greater flexibility in how the SVG output … Continue reading →

Read more »

New version of httr: 0.2

October 14, 2012
By
New version of httr: 0.2

We’re happy to announce a new version of httr, a package designed to make it easy to work with web APIs. Httr is a wrapper around RCurl, and provides: functions for the most important http verbs: GET, HEAD, PATCH, PUT, DELETE and POST. automatic cookie handing across requests, connection sharing, and standard SSL config. a

Read more »

Sponsors

Mango solutions



RStudio homepage



Zero Inflated Models and Generalized Linear Mixed Models with R

Dommino data lab

Quantide: statistical consulting and training



http://www.eoda.de





ODSC

ODSC

CRC R books series





Six Sigma Online Training





Contact us if you wish to help support R-bloggers, and place your banner here.