The R Journal, Vol.2 Issue 2 is out

December 31, 2010
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The second issue of the second volume of The R Journal is now available . Download complete issue Refereed articles may be downloaded individually using the links below. Table of Contents Editorial 3 Contributed Research Articles Solving Differential Equations in R Karline Soetaert, Thomas Petzoldt and R. Woodrow Setzer 5 Source

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Revolutions blog: 2010 statistics

December 31, 2010
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Revolutions blog: 2010 statistics

Since it's the end of the year, and since this is a statistics blog, I thought I'd pull some data from the blog server and run some number on the blog itself. Overall, the blog has doubled the average number of daily visitors and pageviews compared to 2009. The number of pageviews varies quite a lot, as you can...

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Le Monde puzzle [52]

December 31, 2010
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Le Monde puzzle [52]

The last puzzle of the year in Le Monde reads as follows (as far as I understand its wording!): Iter(n,x,y) is the function Iter=function(n,x,y){ if (n==1){ output=trunc(y/10)+x*(y%%10) }else{ output=Iter(n-1,x,Iter(1,x,y))} return output } Find the seven-digit number z such that Iter(6,1,z)=12, Iter(6,2,z)=19, Iter(6,3,z)=29, and Iter(6,-1,z)=Iter(6,-2,z)=Iter(6,-3,z)=0. Obviously, the brute-force solution of listing all 90 million seven digit

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R Journal 2/2

December 31, 2010
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R Journal 2/2

The last gift of 2010: R Journal 2/2 is out! Get it from here.

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R Journal 2/2

December 31, 2010
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R Journal 2/2

The last gift of 2010: R Journal 2/2 is out! Get it from here.

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Empirical Bayes Estimation of On Base Percentage

December 30, 2010
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Empirical Bayes Estimation of On Base Percentage

I guess you could call this On Bayes Percentage. *cough*Fresh off learning Bayesian techniques in one of my classes last quarter, I thought it would be fun to try to apply the method. I was able to find some examples of Hierarchical Bayes being used to...

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Plotting Atmospheric Temperature Structure and Lapse Rate

December 30, 2010
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Plotting Atmospheric Temperature Structure and Lapse Rate

This post presents an RClimate script to develop a temperature sounding profile and calculate the ambient lapse rate using University of Wyoming atmospheric sounding data. Understanding atmospheric structure and lapse rate is essential to a full unders...

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R Packages for Social Search

December 30, 2010
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Jesse Bridgewater works on "social search awesomeness" for the Bing search engine, and is setting up his dev environment with the necessary tools including python, vim, and R. Jesse has shared a handy script he uses to install all the specialty packages he uses for his data analysis. This is a handy script to modify for your own purposes,...

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Blog year 2010 in review

December 30, 2010
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Blog year 2010 in review

The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk returns: A tale … Continue reading...

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Analysis of Facebook status updates

December 29, 2010
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Analysis of Facebook status updates

The Facebook Data Team has published an analysis of the status updates of Facebook users, by categorizing words according to the 68 categories of the Linguistic Inquiry and Word Count Dictionary, and tabulating the frequencies of their use. It's fairly interesting to see this kind of analysis applied to Facebook, but unfortunately doesn't reveal much in the way of...

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Temporal Trends in Soil Science Jargon — via Google Ngram Viewer

December 29, 2010
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Temporal Trends in Soil Science Jargon — via Google Ngram Viewer

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More typos in Chapter 5

December 29, 2010
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More typos in Chapter 5

Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate  uses lower and upper rather than

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Book Review: A Beginner’s Guide to R

December 29, 2010
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A review of Zuur et al.'s "A Beginner's Guid to R". This book quickly and efficiently introduces you to the peculiarities of the R programming language so that you can soon move on to what you actually want to use R for.

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Book Review: R in a Nutshell

December 29, 2010
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A brief review of R in a Nutshell by Joseph Adler. This book continues to serve as a useful reference that sits on my desk next to my computer, waiting to tell me the name of that command I've just forgotten.

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Converting a String to a Variable Name On-The-Fly and Vice-versa in R

December 28, 2010
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Recently, I had a professor ask me how to take a string and convert it to an R variable name on-the-fly. One possible way is: x <- 42 eval(parse(text = "x")) [1] 42 Now, suppose we want to go the other way. The trick is just as simple: x <- 42 deparse(substitute(x)) [1] "x"

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Generating stress scenarios: null correlation is not enough

December 28, 2010
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Generating stress scenarios: null correlation is not enough

In a recent post (here, by @teramonagi), Teramonagi mentioned the use of PCA to model yield curve, i.e. to obtain the three factor, "parallel shift", "twist" and "butterfly". As in Nelson & Siegel, if m is maturity, is the yield of the cu...

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nlm [unused argument(s) (iter = 1)]

December 28, 2010
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nlm [unused argument(s) (iter = 1)]

Ashley put the following comment on Chapter 5 of Introducing Monte Carlo Methods with R”: I am reading chapter 5. I try to reproduced the result on page 128. The R codes don’t work on my laptop. When I try to run the following codes on page 128 > for (i in 1:(nlm(like,sta)$it)){ + mmu=rbind(mmu,nlm(like,sta,iter=i)$est)}

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Travel grants and prizes for R/Finance 2011

December 28, 2010
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If you've been thinking about heading to Chicago in April for the R/Finance conference, here's another reason to go: posting for the committee, Dirk Eddelbuettel announced last week that thanks to a favourable response from sponsors, the conference organizers can now offer: a competition for best paper, which given the focus of the conference will award for both an...

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Automatic Simulation Queueing in R

December 28, 2010
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I spend much of my time writing R code for simulations to compare the supervised classification methods that I have developed with similar classifiers from the literature.  A large challenge is to determine which datasets (whether artificial/simulated or real) are interesting comparisons.  Even if we restricted ourselves to multivariate Gaussian data, there are a large

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Tools to tidy up R code

December 28, 2010
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Tools to tidy up R code

Last week we made an impassioned plea for attention to style in formatting R and SAS code.While it's always better to adopt a consistent style and use it whenever you write code, the reality is that sometimes formatting slips (or you end up repurposing...

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High readings of VIX index during 2 days

December 28, 2010
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High readings of VIX index during 2 days

During last two sessions (December 23th and 27th), VIX index posted returns (close to close) above 6 %. My question is – what return can we expect next day after such event? As you can see from the graph above, expected return is positive. During 1995-2010 were 53 such events and mean return was 1.02 %

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Phylogenetic meta-analysis in R using Phylometa

December 28, 2010
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Phylogenetic meta-analysis in R using Phylometa

Here is some code to run Phylometa from R. Phylometa is a program that conducts phylogenetic meta-analyses. The great advantage of the approach below is that you can easily run Phylometa from R, and manipulate the output from Phylometa in R. Phylometa ...

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Poster at MCMSki III

December 28, 2010
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Poster at MCMSki III

Here is the poster presented at MCMSki III next week by Pierre Jacob about our joint paper on parallelisation: Filed under: R, Statistics, Travel Tagged: Adapski, MCMC, MCMSki, Metropolis-Hastings, Monte Carlo Statistical Methods, parallelisation, pos...

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A new blog about using R for ecology and evolution

December 27, 2010
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A new blog about using R for ecology and evolution

I am starting this blog not because I am a seasoned code writer, but because I am learning how to use R specifically for ecology and evolution, and figured many others might have the same questions I have. If I find cool solutions I will post them here...

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The tightrope of the random walk

December 27, 2010
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The tightrope of the random walk

We’re really interested in markets, but we’ll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we go down one. Figure 1: A coin toss path.Figure 1 is the result of one thousand coin flips.  It is a random walk. The R command … Continue reading...

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R/Finance 2011 Call for Papers

December 26, 2010
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The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I've reproduced his email in its entirety below.  Let me know if you plan on attending.Subject: R/Finance 2...

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R/Finance 2011 Call for Papers

December 26, 2010
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The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I've reproduced his email in its entirety below.  Let me know if you plan on attending.Subject: R/Finance 2...

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Graphics *and* Statistics: The Facebook Map

December 26, 2010
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Graphics *and* Statistics: The Facebook Map

There is this beautiful graph created by the facebook intern Paul Butler showing all (?) connections between facebook accounts: Paul’s article is called “Visualizing Friendships“, which I would more call “Visualizing connections between facebook accounts”, but that is probably a different matter. Although this is a beautiful piece of artwork, from a statistical point of

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Age and happiness: The pattern isn’t as clear as you might think

December 26, 2010
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A couple people pointed me to this recent news article which discusses "why, beyond middle age, people get happier as they get older." Here's the story: When people start out on adult life, they are, on average, pretty cheerful. Things... ...

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