Registration open for R/Finance 2010

February 8, 2010
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Registrations are now open for the R/Finance 2010 conference, to be help April 16-17 in Chicago. Last year's meeting was a great success, and this year's looks to be just as good, with some great keynotes lined up: Analysis of Integrated and Co-integrated Time Series with R (Bernhard Pfaff) Leverage Space Portfolio Model (Ralph Vince) Signal Extraction (Marc Wildi0...

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Classification for stock directional prediction

February 8, 2010
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Classification for stock directional prediction

The neural network tutorial focused on a type of method known as regression. The other common method utilized in machine learning is called classification. The two approaches are somewhat similar in that they identify the best possible curve to learn...

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Regression Modeling Strategies Course by Frank Harrell

February 8, 2010
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Frank Harrell is teaching his 3-session short course on regression modeling strategies using R here at Vanderbilt next month. Frank is a professor and chair of the Vanderbilt Biostatistics Department, and the author of several massively popular R libra...

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R Tutorial Series: Basic Polynomial Regression

February 8, 2010
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R Tutorial Series: Basic Polynomial Regression

Often times, a scatterplot reveals a pattern that seems not so linear. Polynomial regression can be used to explore a predictor at different levels of curvilinearity. This tutorial will demonstrate how polynomial regression can be used in a hierarchical fashion to best represent a dataset in R.Tutorial FilesBefore we begin, you may want to download the sample...

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R Tutorial Series: Basic Polynomial Regression

February 8, 2010
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R Tutorial Series: Basic Polynomial Regression

Often times, a scatterplot reveals a pattern that seems not so linear. Polynomial regression can be used to explore a predictor at different levels of curvilinearity. This tutorial will demonstrate how polynomial regression can be used in a hierarchical fashion to best represent a dataset in R.Tutorial FilesBefore we begin, you may want to download the sample...

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Updated R code for Bayesian Core

February 8, 2010
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Updated R code for Bayesian Core

Simply to mention a minor change made in the prog4.R code for Bayesian Core. Nothing life-threatening, mind you!, just a term replacing a term… Filed under: Books, R, Statistics Tagged: Bayesian Core, R, R code, typo

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Practical Implementation of Neural Network based time series (stock) prediction -PART 5

February 7, 2010
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Practical Implementation of Neural Network based time series (stock) prediction  -PART 5

Following is an example of what it looks like to predict an actual univariate price series. The period of the signal that was sampled was already in stationary form, so not much massaging was needed other than normalization (described earlier).What's ...

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Barnard’s exact test – a powerful alternative for Fisher’s exact test (implemented in R)

February 7, 2010
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Barnard’s exact test – a powerful alternative for Fisher’s exact test (implemented in R)

(The R code for Barnard’s exact test is at the end of the article, and you could also just download it from here) About Barnard’s exact test About half a year ago, I was studying various statistical methods to employ on contingency tables. I came across a promising method for 2×2 contingency tables called “Barnard’s exact test“. Barnard’s test is a non-parametric alternative to Fisher’s exact...

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Updated Tactical Asset Allocation Results

February 6, 2010
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Updated Tactical Asset Allocation Results

In November, I used the strategy in Mebane Faber's Tactical Asset Allocation paper to provide an introduction to blotter. Faber has updated the strategy's results through the end of 2009. For those interested, he expands on the paper in his book, The...

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Consumption and Shopping as an Event

February 6, 2010
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Consumption and Shopping as an Event

This is an recent project about consumption and the categorization of consumers. The whole survey you can explore on: http://www.geographie.uni-erlangen.de/projects/konsum/ (german!). For the evaluation, R was used. “Der Verhaltensraum des Konsumenten – The Space of Consumer Behaviour” The Space shows the consumer in the center of a two dimensional abstract space. He is able to

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Time-Space Analysis with R

February 6, 2010
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Time-Space Analysis with R

Beside the visualisation of TimeSpace Tracks, I’m trying to find a way to analyze GPX-Tracks with statistical software. This are the first results with R (The R Project for Statistical Computing):   ^This graph is a result of the analysis with the package trip (Spatial analysis of animal track data). Unfortunatelly i’m do not understand

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R / Finance 2010 Open for Registration

February 5, 2010
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The annoucement below went out to R-SIG-Finance earlier today. For information is as usual the the R / Finance 2010 page: Now open for registrations: R / Finance 2010: Applied Finance with R April 16 and 17, 2010 Chicago, IL, USA The second annu...

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R / Finance 2010 Open for Registration

February 5, 2010
By

The annoucement below went out to R-SIG-Finance earlier today. For information is as usual the the R / Finance 2010 page: Now open for registrations: R / Finance 2010: Applied Finance with R April 16 and 17, 2010 Chicago, IL, USA The second annual ...

Read more »

R / Finance 2010 Open for Registration

February 5, 2010
By

The annoucement below went out to R-SIG-Finance earlier today. For information is as usual the the R / Finance 2010 page: Now open for registrations: R / Finance 2010: Applied Finance with R April 16 and 17, 2010 Chicago, IL, USA The second annu...

Read more »

[Event] R / Finance 2010: Applied Finance with R

February 5, 2010
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[Event] R / Finance 2010: Applied Finance with R

One of the greatest event on R is under way… R / Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US The second annual R / Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 16

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R/Finance 2010: Registration Open

February 5, 2010
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R/Finance 2010: Registration Open

As posted by Dirk Eddelbuettel on R-SIG-Finance: R / Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US The second annual R / Finance conference for applied finance using R, the premier free software system for statistical comput...

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Because it’s Friday: Evolution in song

February 5, 2010
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With thanks to my favourite science blog Bad Astronomy, the late great Carl Sagan sings again, this time on the topic of evolution. He's joined by autotuned Richard David Attenborough and Jane Goodall. Great stuff. Bad Astronomy: The Unbroken Thread

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RCimate Script: RSS Global Temperature Anomaly Trends

February 5, 2010
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RCimate Script: RSS Global Temperature Anomaly Trends

This RClimate Script lets users retrieve and plot the latest data file on monthly global RSS temperature anomaly data based for the lower troposphere.   The trend chart shows monthly and annual anomalies since 1979. RSS Temperature Anomalies – Lower troposphere I’ve discussed RSS temperature anomalies in this earlier post. Here’s Remote Sensing Systems (RSS)  global

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Practical Implementation of Neural Network based time series (stock) prediction -PART 4

February 4, 2010
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Practical Implementation of Neural Network based time series (stock) prediction  -PART 4

Consider this an introduction to how we need to pre-process the data.I mentioned earlier that a financial time series is typically a unit root or non-stationary signal, what this means is that if you sample statistical properties over time, they will o...

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Eight R Video Tutorials on VCASMO

February 4, 2010
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Download "Getting Started with the Social Media Analytics Research Toolkit" (pdf, 1.25 megabytes) Download the Social Media Analytics Research Toolkit Thanks to Drew Conway (@drewconway), a PhD student at New York University, there are now eight excell...

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RProtoBuf: protocol buffers for R

February 4, 2010
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We (Dirk and I) released the initial version of our package RProtoBuf to CRAN this week. This packages brings google's protocol buffers to R I invite you to check out the main page for protobuf to find the language definition for protocol buffers ...

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Mapping the Massachusetts election upset with R, ctd

February 4, 2010
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Mapping the Massachusetts election upset with R, ctd

Last week we looked at an analysis done in R by the good folks at Offensive Politics, looking at the political climate surrounding the recent Senate election in Massachusetts. There were some very insightful comments (thanks, Revolutions readers!) about the design of the charts, especially in the choice of color schemes used (the originals didn't use a neutral white...

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RProtoBuf 0.1-0

February 3, 2010
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Romain uploaded our first release of RProtoBuf to CRAN yesterday. RProtoBuf provides bindings for GNU R to the Google Protobuf implementation. Google Protobuf is (and I quote) a way of encoding structured data in an efficient yet extensible format that...

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RProtoBuf 0.1-0

February 3, 2010
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Romain uploaded our first release of RProtoBuf to CRAN yesterday. RProtoBuf provides bindings for GNU R to the Google Protobuf implementation. Google Protobuf is (and I quote) a way of encoding structured data in an efficient yet extensible format th...

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Three Must-Have Books on Data Visualization

February 3, 2010
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Download "Getting Started with the Social Media Analytics Research Toolkit" (pdf, 1.25 megabytes) Download the Social Media Analytics Research Toolkit Disclosure As you probably know, I live in the Portland, Oregon area and have for many years. One of ...

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One-way Analysis of Variance (ANOVA)

February 3, 2010
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One-way Analysis of Variance (ANOVA)

Analysis of Variance (ANOVA) is a commonly used statistical technique for investigating data by comparing the means of subsets of the data. The base case is the one-way ANOVA which is an extension of two-sample t test for independent groups covering situations where there are more than two groups being compared. In one-way ANOVA the data

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Advanced graphics in R

February 3, 2010
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A lot of attention recently has gone to the more modern (and, dare I say, sexier) graphics systems in R, ggplot2 and lattice. But there's a lot of power in the base graphics system built into core R, especially when you want control over every aspect of how the graph is laid out. Ryan Rosario has put together some...

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Web Development with R – an HD video tutorial of Jeroen Ooms talk

February 3, 2010
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Here is a HD version of a video tutorial on web development with R, a lecture that was given by Jeroen Ooms (the guy who made A web application for R’s ggplot2). This talk was given at the Bay Area UseR Group meeting on R-Powered Web Apps. You can also view the slides for his talk and view (great) examples for: stockplot, lme4, and gpplot2. Thanks...

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Predicting the Locations of ‘Emergency’ Ushahidi Reports in Port-au-Prince, and Implications for Crowdsourcing

February 2, 2010
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Predicting the Locations of ‘Emergency’ Ushahidi Reports in Port-au-Prince, and Implications for Crowdsourcing

Recently, Patrick Meier, PhD candidate at Tufts University and member of the Ushahidi Advisory Board, provided me with a dataset containing the first 72 hours of reports registered with Ushahidi in Port-au-Prince after the January 12th earthquake. First, a huge thank you to Patrick for providing me with this data and the opportunity to analyze

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