Here is my code from a previous post that performs IV regression. This may be easier to copy into an R script. I will post a video tutorial using this code shortly.

Exercise 3 is about multivariate linear regression. First part is about finding a good learning rate (alpha) and 2nd part is about implementing linear regression using normal equations instead of the gradient descent algorithm. Data As usual hosted in google docs: mydata = read.csv("http://spreadsheets.google.com/pub?key=0AnypY27pPCJydExfUzdtVXZuUWphM19vdVBidnFFSWc&output=csv", header = TRUE) # show last 5 rows tail(mydata, 5) area bedrooms price 43 2567 ...

We often see, in publications, a Kaplan-Meier survival plot, with a table of the number of subjects at risk at different time points aligned below the figure. I needed this type of plot (or really, matrices of such plots) for an upcoming publication. Of course, my preferred toolbox was R and the ggplot2 package. There

Faculty and students of Iowa State University Department of Statistics published online an analysis of the data on 2009 distributions of the US Stimulus funds, aka the Recovery And Reinvestment Act. (The analysis was published in March last year as part of the Design for America competition, but I only recently came across it.) The analyses and associated charts...

Those in the political science discipline probably remember their first encounter with poliscijobrumors.com. For those outside, you have probably never heard of this particular message board, and you would have no reason to. As the URL suggests, the board specializes in rumor, gossip, back-bitting, mudslinging, and the occasional lucid thread on the political science

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance. Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can be classified as: Sample estimate … Continue reading...

There are situations where we might want to run R on a standalone machine so need to download a (potentially) large number of packages to install on this system. Rather than having to through the pain of searching through CRAN to find the packages and all the dependencies and manually download, it would be nice

This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...

This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...

The doSMP package (and its companion package, revoIPC), previously bundled only with Revolution R, is now available on CRAN for use with open-source R under the GPL2 license. In short, doSMP makes it easy to do SMP parallel processing on a Windows box with multiple processors. (It works on Mac and Linux too, but it's been relatively easy to...

A few days ago Conrad Sanderson released version 1.1.6 of his Armadillo templated C++ library for linear algebra. Accordingly, I made a new release 0.2.14 of RcppArmadillo, our Rcpp-based integration into R which included a few local fixes. However, ...

Sed is my friend to change fixed-width text files (e.g., from an R screen output) to a comma delimited file using sed 's/ */,/g' file1 >file2.csv Note the two spaces between s/ and */.