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):

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...

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...

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...

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...

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...

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

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...

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...

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....

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

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...

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...

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 →

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