## Cherry Picking to Generalize ~ NASA Global Temperature Trends ~ enhanced w/ ggplot2

April 12, 2010
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In a prior article, I tried to visualize the linear global temperatures trends for a grid of start and end years. The visual I created was confusing in that the specification of color scale was interdependent with the data values. I wanted a blue -> white -> red scale of the temperatures indicating cool ->

## Using MKL-Linked R in Eclipse

April 12, 2010
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Setting up Eclipse to use MKL-Linked RIn my previous post, I showed how to compile R 2.10.1 using Intel's Math Kernel Library for the BLAS/LAPACK interface. Even though it takes a bit of time to setup, I think the noticeably improved calculation speed justifies the effort. Although I'm happy to use R from the command line for basic stuff,...

## Using MKL-Linked R in Eclipse

April 12, 2010
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Setting up Eclipse to use MKL-Linked RIn my previous post, I showed how to compile R 2.10.1 using Intel's Math Kernel Library for the BLAS/LAPACK interface. Even though it takes a bit of time to setup, I think the noticeably improved calculation speed justifies the effort. Although I'm happy to use R from the command line for basic stuff,...

## Jeroen Ooms’s ggplot2 web interface – a new version released (V0.2)

April 12, 2010
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Good news. Jeroen Ooms released a new version of his (amazing) online ggplot2 web interface: yeroon.net/ggplot2 is a web interface for Hadley Wickham’s R package ggplot2. It is used as a tool for rapid prototyping, exploratory graphical analysis and education of statistics and R. The interface is written completely in javascript, therefore there is no need to install anything on the...

## pgfSweave version 1.0.5 released

April 12, 2010
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Version 1.0.5 is now on CRAN. This version brings some bug fixes as well as two new features: Unlabeled code chunks are now allowed. The correct version of PGF is now checked for on startup. If the version is < 2.00, the package will fail to load....

## Arizona court rules statistical sampling is legal

April 12, 2010
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A court in Arizona has ruled that statistical sampling is legal for determining damages awarded to individual claimants when there are thousands of similar cases to be assessed simultaneously. In a case where 30,000 claims were filed Maricopa County, AZ by hospitals for improper reimbursement, the trial judge appointed a former judge as a special master in the case...

## Working with themes in Lattice Graphics

April 12, 2010
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The Trellis graphics approach provides facilities for creating effective graphs with a consistent look and feel and one of the good things about the system is the use of themes to define the colour, size and other features of the components that make up a graph. The lattice package in R is an implementation of

## Example 7.32: Add reference lines to a plot; fine control of tick marks

April 12, 2010
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Sometimes it's useful to plot regular reference lines along with the data. For a time-series plot, this can show when critical values are reached in a clearer way than simple tick marks.As an example, we revisit the empirical CDF plot shown in Example...

## Anecdotal Evidence that Facebook Stores all Clicks?

April 11, 2010
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This is not really news. A few months ago, news broke that Facebook recorded each user’s clicks and profile views in a database. Of course, I am not at all surprised. I would be more surprised if they didn’t store every single click. By now, most people have some sense as to how Facebook’s recommendation system works. It typically performs...

## Significant Figures in R and Info Zeros

April 11, 2010
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The other day, I stumbled upon the signif function in R, so I thought I'd take a look at what it does and compare it with some results discussed in Chap. 3 "Damaging Digits in Capacity Calculations" of my GCaP book, viz., Example 3.5 on page 31. The m...

## R frustration of the day

April 11, 2010
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Whenever you take a 1 column slice of a matrix, that gets automatically converted into a vector. But if you take a slice of several columns, it remains a matrix. The problem is you don’t always know in advance how big the slice will be, so if you do this: newMatrix

## Historical / Future Volatility Correlation Stability

April 11, 2010
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Michael Stokes, author of the MarketSci blog recently published a thought-provoking post about the correlation between historical and future volatility (measured as the standard deviation of daily close price percentage changes). This post is intended...

April 11, 2010
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There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the theory behind pairs trading (aka

## Summarising data using histograms

April 11, 2010
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The histogram is a standard type of graphic used to summarise univariate data where the range of values in the data set is divided into regions and a bar (usually vertical) is plotted in each of these regions with height proportional to the frequency of observations in that region. In some cases the proportion of

## Compiling 64-bit R 2.10.1 with MKL in Linux

April 10, 2010
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The rationale for compiling R using the Intel Math Kernel LibraryRecently, there has been a surge in the use of Intel's Math Kernel Library (MKL; http://software.intel.com/en-us/intel-mkl/) among data analysis packages. MKL is a highly optimized set of...

## Compiling 64-bit R 2.10.1 with MKL in Linux

April 10, 2010
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The rationale for compiling R using the Intel Math Kernel LibraryRecently, there has been a surge in the use of Intel's Math Kernel Library (MKL; http://software.intel.com/en-us/intel-mkl/) among data analysis packages. MKL is a highly optimized set of...

## Where do you sit? Author position and the h-index

April 10, 2010
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I was recently introduced to the concept of the h-index and was compelled to find out my own h-index via Scopus.  Numbers don't matter, but discussion with my colleagues turned to the issue of author position.  We quickly decided that there are three important "positions" in the list of authors for a publication: first, last and everywhere else...

## Where do you sit? Author position and the h-index

April 10, 2010
By

I was recently introduced to the concept of the h-index and was compelled to find out my own h-index via Scopus.  Numbers don't matter, but discussion with my colleagues turned to the issue of author position.  We quickly decided that there are three important "positions" in the list of authors for a publication: first, last and everywhere else...

## Because it’s Friday: Pixels invade New York

April 9, 2010
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Posted for no other reason than it warms my gamer-geek heart to see NYC taken over by 8-bit video game characters. The Tetris sequence is particularly cool. Update: The original video was deleted from YouTube, I'm guessing because of copyright issues with the music. This version has no music. (Thanks to reader MB in the comments for the heads-up.)

## REvolution R Community 3.2 now available

April 9, 2010
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REvolution R Community, REvolution's free distribution based on R from the R Project, has been updated to version 3.2 and is now available for download for Windows and MacOS. Some features of this release include: Upgraded R engine. This release is based on R 2.10.1, the latest release (as of this writing). This brings many new features to the...

## Chicago R User Group… It’s for the sexy people!

April 9, 2010
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I think we all know that Morris Day was talking about when he wrote the lyrics to “The Bird”: Yes! Hold on now, this dance ain’t for everybody. Just the sexy people. White folks, you’re much too tight. You gotta shake your head like the black folks. You might get some tonight. Look out! That’s right, he was talking about the new

## The Future of Math is Statistics

April 9, 2010
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The future of math is statistics… and the language of that future is R: I’ve often thought there was way too little “statistical intuition” in the workplace. I think Author Benjamin would agree.

## Maximum Probability of Profit

April 9, 2010
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To continue with the LSPM examples, this post shows how to optimize a Leverage Space Portfolio for the maximum probability of profit. The data and example are again taken from The Leverage Space Trading Model by Ralph Vince. These optimizaitons take ...

## GLMM using DPpackage

April 9, 2010
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I was able to fit a semi-parametric Bayesian GLMM model using DPpackage. It took me many hours to sample from the posterior distribution (DPM prior):MCMC scan 1000 of 5000 (CPU time: 18950.080 s)MCMC scan 2000 of 5000 (CPU time: 22510.100 s)M...

## Gravity Game in R

April 8, 2010
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So why should R only be used for ’serious’ stuff? No longer! I’ve written the following code in R which executes a little gravitational physics game. The goal of the game is simple. You supply a velocity and direction to a spaceship with the goal of getting the ship to the

## R: heatmaps with gplots

April 8, 2010
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I use heatmaps quite a lot for visualizing data, microarrays of course but also DNA motif enrichment, base composition and other things. I particular like the heatmap.2 function of the gplots package. It has a couple of defaults that are a little ugly ...

## R: heatmaps with gplots

April 8, 2010
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I use heatmaps quite a lot for visualizing data, microarrays of course but also DNA motif enrichment, base composition and other things. I particular like the heatmap.2 function of the gplots package. It has a couple of defaults that are a little ugly ...

## New R User Group in Dallas

April 8, 2010
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Wow, it's a big week for new R User Groups. Larry D'Agostino has started up a new R user group based in Dallas, Texas (USA). It's just getting started, and Larry posted the following request on the r-help mailing list: I would like to know if there is anyone like me interested in an R User Group in Dallas,...

Make sure to click on the image to see the large version. Code for this graph: moxbuller = function(n) { u = runif(n) v = runif(n) x = cos(2*pi*u)*sqrt(-2*log(v)) y = sin(2*pi*v)*sqrt(-2*log(u)) r = list(x=x, y=y) return(r) } r = moxbuller(50000) par(bg="black") par(mar=c(0,0,0,0)) plot(r$x,r$y, pch=".", col="blue", cex=1.2)