Joining R-bloggers

February 18, 2010
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Joining R-bloggers

Upon request by the blog administrator, Tal Galili, I have joined R-bloggers, which aggregate blog entries about R into a central place. I feel I have much more to learn than to teach about R (as can be seen from earlier comments on my R programs in Introducing Monte Carlo Methods with R). As I

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Press Enter in LyX Sweave as You Wish

February 18, 2010
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Press Enter in LyX Sweave as You Wish

or a long time I’ve been wondering why we are not able to use Enter in the LyX Scrap environment which was set up by Gregor Gorjanc for Sweave. Two weeks ago, I (finally!) could not help asking Gregor about this issue, as I’m using “LyX + Sweave” more and more in my daily work.

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R IDE and debugger now available for 64-bit Windows; Webinar Tuesday

February 18, 2010
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We've just upgraded REvolution R Enterprise to version 3.1 and expanded the available platforms to include 64-bit Windows. (REvolution R Enterprise is our subscription-based distribution of R.) This means that you can now create R programs on Windows that use all of your available memory, instead of being constrained by the 3Gb limit imposed by 32-bit versions of Windows....

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SPSS Co-Founder Tex Hull Joins REvolution Computing

February 18, 2010
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We're proud to announce that Tex Hull, who together with REvolution CEO Norman Nie created the first version of SPSS, has joined the REvolution team. Tex will be working with Norman and our CTO David Champagne to take REvolution R Enterprise to the next level, specifically to improve its scalability to handle very large data sets. You can read...

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Gas price seasonality

February 18, 2010
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Gas price seasonality

Last spring I read “Quantitative Trading” by Ernest P. Chan. In his book, he suggested to buy gas futures contract at the end of February and sell it later, in March. Today, I decided to test this strategy by using R-language. The most important thing for such investigation is data. For this purpose, I used this

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Analysis of Winter Olympic Medal Data Using R

February 18, 2010
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Analysis of Winter Olympic Medal Data Using R

The Winter Olympics are on. The Guardian's DataBlog has graciously compiled a database on Winter Olympic Medals. Thus, I thought I'd run a few quick analyses on the data in R. In this post I was hoping to show how one could quickly churn out ...

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raster images and RImageJ

February 18, 2010
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raster images and RImageJ

The next version of R includes support for raster images in standard and grid graphics. The RImageJ package uses ImageJ through rJava to read and manipulate images from various formats Paul Murrell closed the gap and contributed code that allows...

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Genetic Algorithm Systematic Trading Development– Part 2

February 17, 2010
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Genetic Algorithm Systematic Trading Development– Part 2

We started by discussing the goal of a genetic algorithm, which is to optimally find the candidate pool of rules that are superior to other potential rules. In our example of moving averages, we are seeking the values of parameters of the rule :if ma(...

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R project named in Intelligent Enterprise 2010 Editor’s Choice Awards

February 17, 2010
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Intelligent Enterprise has announced its 2010 "Editors Choice" Awards, and the R project is included as one of twelve "Companies to Watch" in the Business Intelligence category. R Project is an open-source statistical programming environment that is winning broad praise and accelerating uptake as a language for in-database analytics. The likes of SAS, SPSS and Information Builders are even...

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Real-World, Real-Time Analytics

February 17, 2010
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Stop wasting time reading my drivel. You need to head over the the DataWrangling.com blog and read Peter Skomoroch’s interview with Bradford Cross of FlightCaster. Peter wrote up this interview back in August 2009, so I’m a little late to this party. There’s some really great quotes in this interview. Here’s a few of my fav

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hash-1.99.x

February 17, 2010
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hash-2.0.0 has been released please read about it here: Earlier today, hash-1.99.x was released to CRAN. This is a stable release and adds some more functions to an already full-featured hash implementation. This version fixes some bugs, adds some features, improves performance and stability. You can read about the hash package in

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Springer solution manuals on line

February 17, 2010
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Springer solution manuals on line

Springer Verlag has just posted on its webpage both the student and the instructor solution manuals to “Introducing Monte Carlo Methods with R”. Yes, both! Before you rush there, the Catch-22 in this announcement is that the access to the instructor version is restricted to registered instructors. So, if you are registered as an instructor

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Visualize dynamic data from R in 3d

February 17, 2010
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In this video i demonstrate a nice feature of Bio7 to visualize 3d data created in “R” dynamically. The data for the points is generated in “R” and then transferred to the OpenGL view of Bio7. In the first example a random plot is generated and updated. In the second example 10000 random (lighted) spheres

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Generalized linear mixed effect model problem

February 16, 2010
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Generalized linear mixed effect model problem

I am trying to compare cohort difference in infant mortality using generalized linear mixed model. I first estimated the model in Stata:xi:xtlogit inftmort i.cohort, i(code)which converged nicely:Fitting comparison model:Iteration 0:   log likelih...

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How to make a mosaic plot in R

February 16, 2010
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How to make a mosaic plot in R

Mosaic plots (aka treemaps) are a great way to visualize hierarchical data. A collection of rectangles represents all the elements to be visualized (customers, news items, blog posts), with the size and color of the rectangles coding attribute. But what makes this chart unique is the arrangement of the elements: where there is hierarchy (customer segments, news topics, post...

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You can Hadoop it! It’s elastic! Boogie woogie woog-ie!

February 16, 2010
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You can Hadoop it! It’s elastic! Boogie woogie woog-ie!

I just came back from the future and let me be the first to tell you this: Learn some Chinese. And more than just cào nǐ niáng (肏你娘) which your friend in grad school told you means “Live happy with many blessings”. Trust me, I’ve been hanging with Madam Wu and she told me

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For fun: Correlation of US State with the number of clicks on online banners

February 16, 2010
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For fun: Correlation of US State with the number of clicks on online banners

“Chitika research” published today a fun small dataset (you can download it from here) in a post titled “The Educated are Harder to Advertise To”. In this post I had three goals in mind: Suggesting another plot instead of the one used in the original post. Emphasizing the “Correlation does not imply causation” rule. Inviting other R lovers (as myself) to find fun...

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A Case Study in Optimising Code in R

February 16, 2010
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A Case Study in Optimising Code in R

This post presents an experience I had optimising the efficiency of code for a data analysis task in R. I'm not an expert in programming nor code optimisation. However, I thought my experience might make an interesting case study for others at a simila...

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Sugar price seasonality

February 16, 2010
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Sugar price seasonality

Recently, Orion securities have issued a “BUY” recomendation for Cugar ETF. Because, neither I follow the recommendations nor I’m big fan of TA (I have to admit, that I was…), I decided to check sugar price seasonality. Voila, the mean of monthly returns are presented in the graph. February, April and May tend to be negative

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R Web Application – “Hello World” using RApache (~7min video tutorial)

February 16, 2010
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I just noticed a google buzz from Jeroen ooms, with a Youtube video titled “RApache Hello World + POST arguments + catching errors.” In this ~7 min video tutorial, Jeroen shares with us: How to write ”Hello World” in a website using RApache. How to extract arguments from a form submited by the website visitor (and then inserting it into an “rnorm” function...

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Using Google Reader

February 15, 2010
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Using Google Reader

Google Reader is a fantastic way to keep track of new papers that are appearing in many different journals, and also to follow some of the interesting research blogs (and blogs on other topics) that are out there. Google Reader checks websites for you and lets you know of any new material that appears. Instead of

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Genetic Algorithm Systematic Trading Development — Part 1

February 15, 2010
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Genetic Algorithm Systematic Trading Development — Part 1

I want to start with a brief introduction to what I consider one of the most powerful learning methodologies to come out of Artificial Intelligence in the last several decades-- the Genetic Algorithm. Although it was originally developed to model evol...

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Two-way Analysis of Variance (ANOVA)

February 15, 2010
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Two-way Analysis of Variance (ANOVA)

The analysis of variance (ANOVA) model can be extended from making a comparison between multiple groups to take into account additional factors in an experiment. The simplest extension is from one-way to two-way ANOVA where a second factor is included in the model as well as a potential interaction between the two factors. As an example

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R vs. Matlab – a small example

February 15, 2010
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R vs. Matlab – a small example

At the institute I’m working quite a lot of people prefer using Matlab and only a few of them know about R. Today one of my colleagues — who is also an eager user of Matlab — ran into the following problem: He had a vector in hand which consisted of elements. He wanted to

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Bay Area meet-up Tuesday: John Chambers speaks, cocktail reception

February 15, 2010
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At tomorrow's meeting of the Bay Area R User's Group, ACM Software Systems award winner and R Core Group member John Chambers will give a keynote talk on the R language. The talk, titled Interfaces and Paradigms, will explore choices for computing with data with visits along the way to the history of R, reasons for the growth of...

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Rcpp 0.7.7

February 14, 2010
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pre{ border: 1px solid black ; font-size: small ; } A good 2 days after 0.7.6 was released, here comes Rcpp 0.7.7. The reason for this release is that a subtle bug installed itself and we did not catch it in time The new version also includes ...

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Rcpp 0.7.7

February 14, 2010
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Version 0.7.7, a shiny new bug fix release of Rcpp, our set of R / C++ interface classes, just arrived on CRAN and in Debian. The Language class had a real bug leading to this new release just two days after 0.7.6. 0.7.7 2010-02-14 o new template cla...

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Rcpp 0.7.7

February 14, 2010
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Version 0.7.7, a shiny new bug fix release of Rcpp, our set of R / C++ interface classes, just arrived on CRAN and in Debian. The Language class had a real bug leading to this new release just two days after 0.7.6. 0.7.7 2010-02-14 o new te...

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Cure model using R

February 13, 2010
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Cure model using R

The package "nltm" seems to be able to estimate proportional hazard and proportional odds cure models. I will do some experiments and see how it goes.

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