Rcpp workshop in Chicago on April 28th

March 30, 2011
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Overview This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus. Join Dirk Eddelbuettel and Romain Fr...

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Tor anonymity network using R for website graphics.

March 29, 2011
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Tor anonymity network using R for website graphics.

These graphics look familiar. From the Tor Metrics Portal: "The metrics website uses R to generate custom graphs on demand." See more here: http://metrics.torproject.org/graphs.html.

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Violins of Volatility

March 29, 2011
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Violins of Volatility

A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When looking at the volatility of financial instruments, the financial...

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A Simple Instrumental Variables Problem

March 29, 2011
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A Simple Instrumental Variables Problem

When working with labor economics, we often run into issues with selection on variables of interest. Regressing earnings on years of education to estimate the human capital earnings function makes sense at first blush until we imagine that education is … Continue reading →

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Le Monde puzzle [#8]

March 29, 2011
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Le Monde puzzle [#8]

Another mathematical puzzle from Le Monde that relates to a broken calculator (skipping the useless tale): Given a pair of arbitrary positive integers (x,y) a calculator can either substract the same integer from both x and y or multiply either x or y by 2. Is it always possible to obtain equal

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How to Bootstrap in R: The Case of R-squared

March 29, 2011
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How to Bootstrap in R: The Case of R-squared

I recorded a new video tutorial whose original intent was to demonstrate how to write a for loop. As I wanted to make the for loop count for something, I decided that my application would be to write some code that computes the bootstrap approximation ...

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The Leverage Space Trading Model

March 29, 2011
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The Leverage Space Trading Model

I finally got around to reading Ralph Vince’s latest The Leverage Space Trading Model (for a brief summary see this magazine article in Futures), and I’m happy to say that the book was very helpful in approach and example.  I especially enjoye...

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Prune GWAS data in R

March 29, 2011
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Prune GWAS data in R

Hansong Wang, our biostats professor here at the Hawaii Cancer Center, generously gave me some R code that goes through a SNP annotation file (i.e. a mapfile) and selects SNPs that are at least a certain specified distance apart. You might want to do t...

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Prune GWAS data in R

March 29, 2011
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Prune GWAS data in R

Hansong Wang, our biostats professor here at the Hawaii Cancer Center, generously gave me some R code that goes through a SNP annotation file (i.e. a mapfile) and selects SNPs that are at least a certain specified distance apart. You might want to do t...

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Day #13 more plots, colors and loess smoothing

March 29, 2011
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Yesterday I tried to insert some more R code into knime. scatterplot smoothed density library("geneplotter")  ## from BioConductor require("RColorBrewer") ## from CRAN x1  <- matrix(rnorm(1e4), ncol=2) x2  <- matrix(rnorm(1e4, mean=3, sd=1.5...

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Day #14 another R-course

March 29, 2011
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So today I’m going to follow another R-course which is supposed to tell me more about Flowcytometry in R. I’ll keep you up to date

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merge with solaR

merge with solaR

The version 0.22 of solaR includes a new method, mergesolaR. It is designed to merge daily time series of several solaR objects. For example, we can obtain the daily irradiation of the whole set of meteorological stations of Madrid (Spain) and use this information to calculate the productivity of a grid connected PV system. It

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Example 8.32: The HistData package, sunflower plots, and getting data from R into SAS

March 29, 2011
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Example 8.32: The HistData package, sunflower plots, and getting data from R into SAS

This entry is mainly a promotion of the fascinating HistData R package. The package, compiled by the psychologist, statistician, and graphics innovator Michael Friendly, contains a number of small data sets of historical interest. These include data ...

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Machine Learning Ex3 – Multivariate Linear Regression

March 29, 2011
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Machine Learning Ex3 – Multivariate Linear Regression

Part 1. Finding alpha. The first question to resolve in Exercise 3 is to pick a good learning rate alpha. This require making an initial selection, running gradient descent and observing the cost function. Read More: 221 Words Totally

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Two R functions for working with DNA alignments

March 28, 2011
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Recently I wrote a couple of small functions as a result of work done by myself and others in my lab group. The first is a function that determines what sites in a sequence alignment are ambiguous (i.e. not A, G, C or T). require(ape)data(woodmouse)is.ambig    x    bases    ambig    ambig > 0}is.ambig(woodmouse)This function utilises the bit-level coding scheme that...

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Two R functions for working with DNA alignments

March 28, 2011
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Recently I wrote a couple of small functions as a result of work done by myself and others in my lab group. The first is a function that determines what sites in a sequence alignment are ambiguous (i.e. not A, G, C or T). require(ape)data(woodmouse)is.ambig    x    bases    ambig    ambig > 0}is.ambig(woodmouse)This function utilises the bit-level coding scheme that...

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Reminder: useR! 2011 abstracts, earlybird registration deadline April 1

March 28, 2011
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If you're planning to attend the worldwide R user conference useR! 2011, don't forget that April 1 (this Friday) is the deadline for submitting abstracts for contributed talks and posters. Early-bird discounts for attendee registrations expire on Friday as well. (Revolution Analytics is a proud sponsor of useR! 2011, and chief scientist Lee Edlefsen is one of the keynote...

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Time series

March 28, 2011
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Time series

(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why I am unsatisfied with the textbooks in

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Using R and snow on Ohio Supercomputer Center’s Glenn cluster

March 28, 2011
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Over the last several days, I have had the “pleasure” of getting parallel processing with R running on the the Ohio Supercomputer Center’s (OSC) Glenn cluster. I am working on a project that uses GenMatch from Sekhon’s Matching, which uses … Continue reading →

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Day #12 5 ways to visualize plots in knime

March 28, 2011
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Today I’m checking which plot function works fastest, I did this via this blogpost. http://www.r-bloggers.com/five-ways-to-visualize-your-pairwise-comparisons/ But I’m not doing this in an Rgui, but in Knime. I read in an example ACS file, ...

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Volatility Violins

March 28, 2011
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Volatility Violins

Unlike many humans, markets love change. In fact, they look forward to it with great anticipation. Regular people like stability, for the most part. Unless you're a career gypsy, you like to stay in one place for some time. Making a home. Settling in, ...

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GUIs for R

March 28, 2011
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A recent post listed at R Bloggers (http://www.r-bloggers.com/r-guis-which-one-fits-you/) made some erroneous statements about R Commander. Here is a revised description of R Commander with some issues addressed from the earlier blog:R Commander works ...

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GUIs for R

March 28, 2011
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A recent post listed at R Bloggers (http://www.r-bloggers.com/r-guis-which-one-fits-you/) made some erroneous statements about R Commander. Here is a revised description of R Commander with some issues addressed from the earlier blog:R Commander works ...

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A Lattice Panel Function for Filled Polygons that Accounts for Missing Data

March 28, 2011
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A Lattice Panel Function for Filled Polygons that Accounts for Missing Data

This is a quick update to some code posted while back, related to plotting filled polygons within a lattice panel function. After attempting to use the originally described function to plot data with NA, I quickly realized that a more robust approach w...

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R Tutorial Series: 2011 ANOVA Article Data

March 28, 2011
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R Tutorial Series: 2011 ANOVA Article Data

Having wrapped up a recent flurry of R ANOVA articles (and exhausted my knowledge of the subject), I decided to take a look at the R Tutorial Series' Google Analytics data from the past few months. Since I posted the Two-Way Omnibus ANOVA article on J...

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R Tutorial Series: 2011 ANOVA Article Data

March 28, 2011
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R Tutorial Series: 2011 ANOVA Article Data

Having wrapped up a recent flurry of R ANOVA articles (and exhausted my knowledge of the subject), I decided to take a look at the R Tutorial Series' Google Analytics data from the past few months. Since I posted the Two-Way Omnibus ANOVA article on J...

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The devil of overfitting

March 27, 2011
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The devil of overfitting

Overfitting is a problem when trying to predict financial returns.  Perhaps you’ve heard that before.  Some simple examples should clarify what overfitting is — and may surprise you. Polynomials Let’s suppose that the true expected return over a period of time is described by a polynomial. We can easily do this in R.  The first … Continue reading...

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R-bloggers: I’m syndicated!

March 27, 2011
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Today Left Censored became a contributor to R-Bloggers. If you’ve never heard of it, R-Bloggers is a blog aggregator that brings together R-related posts from a large number of blogs across the Internet. It’s an excellent resource for those who … Continue reading →

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R [re-]exam

March 27, 2011
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R [re-]exam

In what seems like an endless cuRse, I found this week I had to re-grade a dozen R exams a TA’s did not grade properly! The grades I (X) got are plotted below against those of my TA (Y). There is little connection between both gradings… As if this was not enough trouble, I also

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