## The R-Files: Call for Nominations

March 9, 2011
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We run an occasional series here on Revolutions called The R-Files, in which we profile members of the R community. Our intention with this series is to call out noteworthy work being done for open-source R and popular CRAN packages, and shine a light on some of the noteworthy individuals that make up what is now a broad community...

## Special issue of TOMACS

March 9, 2011
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TOMACS (ACM Transactions on Modeling and Computer Simulation) is launching a call for paper submission. The special topic is Monte Carlo Methods in Statistics and Arnaud Doucet and myself are the special issue editors. Here are the details.: Over the last two decades Monte Carlo methods have attracted much attention from statisticians as they provide

## Tips on installing R extension for Rapidminer on Mac OS X

March 9, 2011
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Rapidminer is a cool toy to play with machine-learning/data-mining algorithms and it can interface with R. However, it was a bit problematic for me to get the R extension working properly on Mac OS X Leopard for R 2.11. Here is what works for me at the...

## Tips on installing R extension for Rapidminer on Mac OS X

March 9, 2011
By

Rapidminer is a cool toy to play with machine-learning/data-mining algorithms and it can interface with R. However, it was a bit problematic for me to get the R extension working properly on Mac OS X Leopard for R 2.11. Here is what works for me at the...

## In case you missed it: February Roundup

March 9, 2011
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In case you missed them, here are some articles from February of particular interest to R users. Revolution R Enterprise 4.2 is now available to subscribers, and for free download to academics. A brief report from the Strata: Working with Data conference, and a comprehensive review from Ted Leung. A profile of prolific R contributor, Dirk Eddelbuettel. A list...

## Comparing two-dimensional data sets in R

March 9, 2011
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I wanted to fit a continuous function to a discrete 2D distribution in R. I managed to do this by using nls, and wanted to display the data. I discovered a nice way to compare the actual data and the fit using ggplot2, where the background is the real ...

## Comparing two-dimensional data sets in R

March 9, 2011
By

I wanted to fit a continuous function to a discrete 2D distribution in R. I managed to do this by using nls, and wanted to display the data. I discovered a nice way to compare the actual data and the fit using ggplot2, where the background is the real ...

## Forest plots using R and ggplot2

March 9, 2011
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Abhijit over at Stat Bandit posted some nice code for making forest plots using ggplot2 in R. You see these lots of times in meta-analyses, or as seen in the BioVU demonstration paper. The idea is simple - on the x-axis you have the odds ratio (or what...

## Forest plots using R and ggplot2

March 9, 2011
By

Abhijit over at Stat Bandit posted some nice code for making forest plots using ggplot2 in R. You see these lots of times in meta-analyses, or as seen in the BioVU demonstration paper. The idea is simple - on the x-axis you have the odds ratio (or what...

## My First Few Days with RStudio

March 9, 2011
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As most readers are probably aware, the free IDE for R, called RStudio, was recently released for general use and it immediately made huge waves within the R community. IDE stands for Integrated Development Environment. IDEs typically provides a rich set tools developing in some target language. For standard programming languages like C++ (VisualStudio) and Java (Eclipse or NetBeans),...

## Playing with quantiles, part 2

March 8, 2011
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It is common to look at best time at the Marathon. Or perhaps the distribution of the top100, as done by John Myles White on his blog here (data can be found there), as the graph below, with the density of the time for the first 100 men (in blue) a...

## Playing with quantiles, part 1

March 8, 2011
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A standard idea in extreme value theory (see e.g. here, in French unfortunately) is that to estimate the 99.5% quantile (say), we just need to estimate a quantile of level 95% for observations exceeding the 90% quantile. In extreme value theory,...

## Ascii code table in R

March 8, 2011
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A quick method to enumerate the printable ascii characters with their hex & decimal values.The following code relies on taking the "raw" value of a base 10 int (this gives a hex value), and then using the builtin function rawToChar, which gives a character. You can of course change the range (up to 255). Not sure and haven't tested,...

## Can one beat a Random Walk– IMPOSSIBLE (you say?)

March 8, 2011
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Firstly, apologies for the long absence as I've been busy with a few things.  Secondly, apologies for the horrific use of caps in the title (for the grammar monitors).  Certainly, you'll gain something useful from today's musing, as it's a pr...

## Challenge: Visualizing the US Federal Budget

March 8, 2011
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Google today announced a Data Visualization Challenge that is well suited to the graphical capabilities of R. The goal is to visualize the US Federal budget from the point of view of the taxes an individual pays. The data are available from whatwepayfor.com -- their FAQ gives details about the source of the data and the philosophy of making...

## New R IDE

March 8, 2011
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I'm always looking for ways to improve my workflow and overall academic efficiency. I've tried a variety of text editors, GUIs, and integrated development environments (IDEs) for R. I have some preferences but I haven't found anything that I'm complete...

March 8, 2011
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$A Short Return to the Age-Earnings Profile$

Two posts ago I mentioned the age-earnings profile but did not provide a regression of log earnings on wage. I also offered, without evidence, that fitting a simple linear regression would be inappropriate. How do I know that? How could … Continue reading →

## Splitting a Dataset Revisited: Keeping Covariates Balanced Between Splits

March 8, 2011
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In my previous post I showed you how to randomly split up a dataset into training and testing datasets. (Thanks to all those who emailed me or left comments letting me know that this could be done using other means. As things go with R, it's sometimes ...

## Splitting a Dataset Revisited: Keeping Covariates Balanced Between Splits

March 8, 2011
By

In my previous post I showed you how to randomly split up a dataset into training and testing datasets. (Thanks to all those who emailed me or left comments letting me know that this could be done using other means. As things go with R, it's sometimes ...

## Blackbox trading Strategy using Rapidminer and R II

March 8, 2011
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Long time without updating the blog for lack of time (again) due to new professional and personal challenges. Continuing with the strategy of Black Box, thanks to recommendations made by several readers and the lack of time to make a good tutorial of the model, I’m going to make available the file with...

## Blackbox trading Strategy using Rapidminer and R II

March 8, 2011
By

Long time without updating the blog for lack of time (again) due to new professional and personal challenges. Continuing with the strategy of Black Box, thanks to recommendations made by several readers and the lack of time to make a good tutorial of the model, I’m going to make available the file with...

## R Studio

March 8, 2011
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If you think that R is The EnvironmentForStatisticalAnalysisAndGraphics but you do not think that Vim is The Editor for text files you might want to have a look at R Studio. It works on Windows, MacOS and Linux. I tried it out on my Ubuntu

## In case you missed it: January Roundup

March 8, 2011
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Catching up on roundups today. February roundup will follow soon, but in the meantime enjoy this trip down memory lane - DS. In case you missed them, here are some articles from January of particular interest to R users. Revolution Analytics is now offering annual sponsorship grants for local R user groups worldwide. Issue 2 of the R Journal...

## Video Tutorial on Instrumental Variables in R

March 8, 2011
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Update: I have replaced this video tutorial with a video tutorial on a newer, easier to use IV regression command. Check out that command here.In this video, I show how to use my instrumental variables function in R, ivreg(), along with its companion ...

## IV Regression

March 8, 2011
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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.

## Machine Learning Ex3 – multivariate linear regression

March 8, 2011
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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 ...

## An enhanced Kaplan-Meier plot

March 8, 2011
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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

## Our Friend the Age-Earnings Profile

March 7, 2011
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I like Labor Economics. Partially because it has a nice mix of theory and practical empiricism, but mostly because it seems to be a sub-field with a number of agreed upon stylized facts that grow not out of micro theory … Continue reading →