Updated Tactical Asset Allocation Results

February 6, 2010
By
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...

Read more »

Consumption and Shopping as an Event

February 6, 2010
By
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

Read more »

Time-Space Analysis with R

February 6, 2010
By
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

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 »

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
By
[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

Read more »

R/Finance 2010: Registration Open

February 5, 2010
By
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...

Read more »

Because it’s Friday: Evolution in song

February 5, 2010
By

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

Read more »

RCimate Script: RSS Global Temperature Anomaly Trends

February 5, 2010
By
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

Read more »

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

February 4, 2010
By
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...

Read more »

Eight R Video Tutorials on VCASMO

February 4, 2010
By

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...

Read more »

RProtoBuf: protocol buffers for R

February 4, 2010
By

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 ...

Read more »

Mapping the Massachusetts election upset with R, ctd

February 4, 2010
By
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...

Read more »

RProtoBuf 0.1-0

February 3, 2010
By

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...

Read more »

RProtoBuf 0.1-0

February 3, 2010
By

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...

Read more »

Three Must-Have Books on Data Visualization

February 3, 2010
By

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 ...

Read more »

One-way Analysis of Variance (ANOVA)

February 3, 2010
By
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

Read more »

Advanced graphics in R

February 3, 2010
By

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...

Read more »

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

February 3, 2010
By

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...

Read more »

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

February 2, 2010
By
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

Read more »

In case you missed it: January roundup

February 2, 2010
By

In case you missed them, here are some articles from last month of particular interest to R users. This post linked to slides and video from a 30-minute "Introduction to R" talk I gave on January 28, with links to many useful R resources. This post brought news that R's creators Robert Gentleman and Ross Ihaka have jointly won...

Read more »

Survey: Share your thoughts about predictive models with Aberdeen Group

February 2, 2010
By

Analyst firm Aberdeen Group is conducting research into the use of predictive models in business with a 10-minute survey. It's focused mainly on businesses that are using (or plan to use) predictive models to forecast aspects of their business and the systems they have in place (or plan to put in place) to do so. If you're using predictive...

Read more »

The Power to … What did you say?

February 2, 2010
By
The Power to … What did you say?

It is just about a year ago (exactly January 6th, 2009) that a New York Times article on R did fuel the dispute on what statistical analysis tool is “the best”. One of the highlight of the article was a quote from SAS’ Anne H. Milley: “I think it addresses a niche market for high-end

Read more »

Ensemble Prediction

February 2, 2010
By
Ensemble Prediction

Weather is unpredictable. Small differences in initial conditions can develop into big differences in the pattern of circulation, in the timing and location of cyclones, rainfall etc. This is true no matter how good the initial observing system is. The approach taken by organisations such as ECMWF or NCEP is to re-run numerical forecast models

Read more »

Practical Implementation of Neural Network based Time Series (Stock) Prediction – PART 3

February 1, 2010
By
Practical Implementation of Neural Network based Time Series (Stock) Prediction – PART 3

Ok, now that we have seen how well the perfect sine wave signal was learned, let's turn it up a notch and see how well the complex sine wave was learned.Fig 1. Summary of Actual Vs. Predicted out of sample complex sine waveformUh Oh. What happened, the...

Read more »

InfoWorld: SAS and SPSS rise to R opportunity

February 1, 2010
By

At InfoWorld's "Open Source" blog Salvio Rodrigues found R co-inventor Robert Gentleman's appointment to the REvolution Computing board "a great impetus for me to look at R again". He notes that both SAS and SPSS have recognized the opportunity presented by R: I suspect that SPSS and SAS made their individual decisions based on three factors. First, they likely...

Read more »

RClimate Script: Sea Surface Temperature (SST) Anomaly Trends

February 1, 2010
By
RClimate Script: Sea Surface Temperature (SST) Anomaly Trends

This RClimate Script lets users retrieve and plot the National Climatic Data Center’s monthly Sea Surface Temperature (SST) Anomaly dat series .  Links to the NCDC data file and my RClimate script are included. Users can run my script with a simple R source() statement. NCDC  SST Anomaly I’ve discussed the Hadley SST anomaly trends

Read more »

R Tutorial Series: Regression With Categorical Variables

February 1, 2010
By
R Tutorial Series: Regression With Categorical Variables

Categorical predictors can be incorporated into regression analysis, provided that they are properly prepared and interpreted. This tutorial will explore how categorical variables can be handled in R.Tutorial FilesBefore we begin, you may want to download the sample data (.csv) used in this tutorial. Be sure to right-click and save the file to your R working directory....

Read more »