R User Groups 2010-10-25 21:14:50

October 25, 2010
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R User Groups 2010-10-25 21:14:50

Videos from the October meeting “Text Mining with R” of the Los Angeles R users group:Rob Zinkov, “Text Mining with R”:Ryan Rosario, “Accessing R from Python using RPy2″:

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Algorithmic Trading with IBrokers

October 25, 2010
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Algorithmic Trading with IBrokers

Kyle Matoba is a Finance PhD student at the UCLA Anderson School of Management.  He gave a presentation on Algorithmic Trading with R and IBrokers at a recent meeting of the Los Angeles R User Group.  The discussion of IBrokers begins near th...

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The language of Statistics

October 25, 2010
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R is the lingua franca of Statistics: R code and R packages is the means by which statisticians communicate ideas and methods for statistical analysis. The reasons why are discussed in this article, but it also begs the question: what's wrong with the spoken or written word? How Statistics and Probability relate to the English language is the subject...

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R API to Interactive Brokers Trader Workstation

Interactive Brokers via Matlab was mentioned at the old post Matlab trading code, IBrokers: R API to Interactive Brokers Trader Workstation is the R package I realize for algo trading API. Should you are also interested, you can watch the following sh...

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Parametric Bootstrap Power Analysis of GISS Temp Data

October 24, 2010
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Parametric Bootstrap Power Analysis of GISS Temp Data

Previosly, I calculated a bunch of ad-hoc power curves from GISTEMP data. Power is essentially a reframing of the p-value, to see the significance of the trend lines in the global temps. However, power calculations are inherently very noisy, hence, my ad-hoc way of aggregating the data. Another method is to bootstrap through the responses

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Accessing R from Python using RPy2

October 24, 2010
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This past Tuesday I had the opportunity to present a short talk (a bit long) related to text mining at the Los Angeles R Users’ Group. Since I do most of my text mining in Python, I took this opportunity to discuss RPy2, an interface to R from Python. My slides are below: Accessing R from Python...

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Programming with R – Checking Function Arguments

October 24, 2010
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In a previous post we considered writing a simple function to calculate the volume of a cylinder by specifying the height and radius of the cylinder. The function did not have any checking of the validity of the function arguments which we will consider in this post. R has various functions that we can use to

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Generate your own Risk Characterization Theatre

October 24, 2010
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Generate your own Risk Characterization Theatre

In the recent posts Visualizing Smoking Risk and Shades of grey I wrote about the use of “Risk Characterization Theatres” (RCTs) to communicate probabilities. I found the idea in the book The Illusion of Certainty, by Eric Rifkin and Edward Bouwer. Here is how they explain the RCTs: Most of us are familiar with the crowd in a

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Grabbing Tables in Webpages Using the XML Package

October 24, 2010
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ables are pretty common in web pages as data sources, and the most direct way to get these data is probably to copy and paste. This is OK if there are only two or three tables, and when we need to grab 5000 tables in 1000 web pages, we may not really wish to fulfill

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how to speak ggplot2 like a native, and Predictive Analytics World

October 24, 2010
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I was recently given the opportunity to re-present my ggplot2 talk, which I originally gave to the NYC R Meetup, to the DC R Meetup group. The Meetup was held co-located with the Predictive Analytics World conference in Alexandria, VA. (More on my thoughts on PAW below…) Contentwise, I made only small changes, changing a

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Le Monde puzzle [42]

October 24, 2010
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Le Monde puzzle [42]

An interesting suduko-like puzzle for this week puzzle in Le Monde thi A 10×10 grid is filled by a random permutation of {0,…,99}. The 4 largest figures in each row are coloured in yellow and the 4 largest values in each column are coloured in red. What is the range of the number of yellow-and-red

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Reader suggestions on alternative ways to create combination dotplot/boxplot

October 24, 2010
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Reader suggestions on alternative ways to create combination dotplot/boxplot

Kudos to several of our readers, who suggested simpler ways to craft the graphical display (combination dotplot/boxplot) from our most recent example.Yihui Xie combines a boxplot with a coarsened version of the PCS scores (using the round() function) u...

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R GUI now offers interactive graphics – Deducer 0.4-2 connects with iplots

October 24, 2010
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R GUI now offers interactive graphics – Deducer 0.4-2 connects with iplots

Earlier today, Ian Fwllows has announced the release of Deducer 0.4-2 and DeducerExtras 1.2 to CRAN (I copy his announcement here): Deducer 0.4-2 contains a few bug fixes, and an interface to the iplots package. With the new iplots interface it is now possible to do interactive plots with Deducer. An introductory example screen cast

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Aquamacs customizations (auctex, ESS)

October 23, 2010
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I gave an informal talk on my Mac based “workflow” at Stanford on Friday.  I talked a lot about Aquamacs as a tool for editing LaTeX (I use MacTeX) and for working with R (thanks auctex and ess, respectively).  Skim also got a mention; I emphasized TeX-PDF synchronization. Some of the students were asking for

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R & Rapidminer tutorial

October 23, 2010
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R & Rapidminer tutorial

  You can see in the following video a simple tutorial of Rapidminer R plugin Rapidminer R extension tutorial   via: neuralmarkettrends.

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R & Rapidminer tutorial

October 23, 2010
By
R & Rapidminer tutorial

  You can see in the following video a simple tutorial of Rapidminer R plugin Rapidminer R extension tutorial   via: neuralmarkettrends.

Read more »

Google slides

October 22, 2010
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Last stop on my World tour was Google headquarters in Mountain View, California, where Dirk and I presented Rcpp, RInside, RProtoBuf, etc ... for 90 minutes today. The talk was recorded, and will be broadcasted on youtube at some point. In the mean...

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Bayesian Diabetes Projections by CDC

October 22, 2010
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Bayesian Diabetes Projections by CDC

Bayesian methods are supporting decisions and news at the national level! The Centers for Disease Control and Prevention summarizes a report published in the journal Population Health Metrics. The news also made it to the national media. The report (JP Boyle, TJ Thompson, EW Gregg, LE Barker, and DF Williamson (2010) “Projection of the year

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Help! My model fits too well!

October 22, 2010
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Help! My model fits too well!

This is sort-of related to my sidelined study of graph algebra. I was thinking about data I could apply a first-order linear difference model to, and the stock market came to mind. After all, despite some black swan sized shocks, what better predicts a day’s closing than the previous day’s closing? So,

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Because it’s Friday: Arthur C Clarke predicts the present

October 22, 2010
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On the BBC Horizon programme in 1964, Arthur C Clarke made some predictions about the future. He prefaced his predictions with the following caveat: If, by some miracle, a prophet could describe the future exactly as it was going to take place, his predictions would sound so absurd, so farfetched, that everybody would laugh him to scorn. So what...

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Incremental improvements to Nightlights mapping thanks to R-Bloggers

October 22, 2010
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Incremental improvements to Nightlights mapping thanks to R-Bloggers

The R community is very generous and collaborative. This post walks through the suggestions left by commenters to my previous post on Steve Mosher's Nightlights work, and show the resulting much-improved output.

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A workflow for R

October 22, 2010
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Writing an R script is one thing. Organizing your process: where to put the data, how to refer to files in scripts, how to run the scripts, and how to produce and collect and report the results; that's quite another. Every R user has their own workflow for doing data analysis with R, but the best workflows achieve the...

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Creating even NICER, publishable, embeddable plots using tikzDevice in R for use with LaTeX

October 22, 2010
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Creating even NICER, publishable, embeddable plots using tikzDevice in R for use with LaTeX

It’s true. I like to do my work in R and write using LaTeX (well, I prefer to use org-mode for less formal writing and/or if I don’t have to typeset a lot of math). I haven’t done a lot of LaTeX’ing or Sweaving in the last year since 1) I’ve been collaborating with scientists... Read more »

For a wider use of R

October 22, 2010
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Two things that are crucial for a wider use of R among applied researchers. The first one is data manipulation/reshaping tool. I think the package "reshape" and "reshape2" have done good job and have largely removed the barrier. The second one is ...

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For a wider use of R

October 22, 2010
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Two things that are crucial for a wider use of R among applied researchers. The first one is data manipulation/reshaping tool. I think the package "reshape" and "reshape2" have done good job and have largely removed the barrier. The second one is ...

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How to avoid annoying a referee

October 22, 2010
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It’s not a good idea to annoy the referees of your paper. They make recommendations to the editor about your work and it is best to keep them happy. There is an interesting discussion on stats.stackexchange.com on this subject. This inspired my own list below. Explain what you’ve done clearly, avoiding unnecessary jargon. Don’t claim

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abc

October 21, 2010
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abc

Michael Blum and Olivier François, along with Katalin Csillery, just released an R package entitled abc. (I am surprised the name was not already registered!) Its aim is obviously to implement ABC approximations for Bayesian inference: Description The ’abc’ package provides various functions for parameter estimation and model selection in an ABC framework. Three main

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Promising R Packages

October 21, 2010
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As a quick note, here are two R packages that were mentioned to me recently and that look promising: reldist and mixtools.

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vecLib: Why Mac users are better off with Open Source R

October 21, 2010
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vecLib: Why Mac users are better off with Open Source R

Thanks to its use of Apple's vecLib for BLAS, LAPACK and related functions, the open source distribution of R performs many matrix calculations 2-10X faster than Revolution Analytics Community edition on Mac OS X systems.

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