## R Packages for Social Search

December 30, 2010
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Jesse Bridgewater works on "social search awesomeness" for the Bing search engine, and is setting up his dev environment with the necessary tools including python, vim, and R. Jesse has shared a handy script he uses to install all the specialty packages he uses for his data analysis. This is a handy script to modify for your own purposes,...

## Blog year 2010 in review

December 30, 2010
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The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk returns: A tale … Continue reading...

December 29, 2010
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The Facebook Data Team has published an analysis of the status updates of Facebook users, by categorizing words according to the 68 categories of the Linguistic Inquiry and Word Count Dictionary, and tabulating the frequencies of their use. It's fairly interesting to see this kind of analysis applied to Facebook, but unfortunately doesn't reveal much in the way of...

## Temporal Trends in Soil Science Jargon — via Google Ngram Viewer

December 29, 2010
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## More typos in Chapter 5

December 29, 2010
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Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate  uses lower and upper rather than

## Book Review: A Beginner’s Guide to R

December 29, 2010
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A review of Zuur et al.'s "A Beginner's Guid to R". This book quickly and efficiently introduces you to the peculiarities of the R programming language so that you can soon move on to what you actually want to use R for.

## Book Review: R in a Nutshell

December 29, 2010
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A brief review of R in a Nutshell by Joseph Adler. This book continues to serve as a useful reference that sits on my desk next to my computer, waiting to tell me the name of that command I've just forgotten.

## Converting a String to a Variable Name On-The-Fly and Vice-versa in R

December 28, 2010
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Recently, I had a professor ask me how to take a string and convert it to an R variable name on-the-fly. One possible way is: x <- 42 eval(parse(text = "x")) [1] 42 Now, suppose we want to go the other way. The trick is just as simple: x <- 42 deparse(substitute(x)) [1] "x"

## Generating stress scenarios: null correlation is not enough

December 28, 2010
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In a recent post (here, by @teramonagi), Teramonagi mentioned the use of PCA to model yield curve, i.e. to obtain the three factor, "parallel shift", "twist" and "butterfly". As in Nelson & Siegel, if m is maturity, is the yield of the cu...

## nlm [unused argument(s) (iter = 1)]

December 28, 2010
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Ashley put the following comment on Chapter 5 of Introducing Monte Carlo Methods with R”: I am reading chapter 5. I try to reproduced the result on page 128. The R codes don’t work on my laptop. When I try to run the following codes on page 128 > for (i in 1:(nlm(like,sta)$it)){ + mmu=rbind(mmu,nlm(like,sta,iter=i)$est)}

## Travel grants and prizes for R/Finance 2011

December 28, 2010
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If you've been thinking about heading to Chicago in April for the R/Finance conference, here's another reason to go: posting for the committee, Dirk Eddelbuettel announced last week that thanks to a favourable response from sponsors, the conference organizers can now offer: a competition for best paper, which given the focus of the conference will award for both an...

## Automatic Simulation Queueing in R

December 28, 2010
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I spend much of my time writing R code for simulations to compare the supervised classification methods that I have developed with similar classifiers from the literature.  A large challenge is to determine which datasets (whether artificial/simulated or real) are interesting comparisons.  Even if we restricted ourselves to multivariate Gaussian data, there are a large

## Tools to tidy up R code

December 28, 2010
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Last week we made an impassioned plea for attention to style in formatting R and SAS code.While it's always better to adopt a consistent style and use it whenever you write code, the reality is that sometimes formatting slips (or you end up repurposing...

## High readings of VIX index during 2 days

December 28, 2010
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During last two sessions (December 23th and 27th), VIX index posted returns (close to close) above 6 %. My question is – what return can we expect next day after such event? As you can see from the graph above, expected return is positive. During 1995-2010 were 53 such events and mean return was 1.02 %

## Phylogenetic meta-analysis in R using Phylometa

December 28, 2010
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Here is some code to run Phylometa from R. Phylometa is a program that conducts phylogenetic meta-analyses. The great advantage of the approach below is that you can easily run Phylometa from R, and manipulate the output from Phylometa in R. Phylometa ...

## Poster at MCMSki III

December 28, 2010
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Here is the poster presented at MCMSki III next week by Pierre Jacob about our joint paper on parallelisation: Filed under: R, Statistics, Travel Tagged: Adapski, MCMC, MCMSki, Metropolis-Hastings, Monte Carlo Statistical Methods, parallelisation, pos...

## A new blog about using R for ecology and evolution

December 27, 2010
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I am starting this blog not because I am a seasoned code writer, but because I am learning how to use R specifically for ecology and evolution, and figured many others might have the same questions I have. If I find cool solutions I will post them here...

## The tightrope of the random walk

December 27, 2010
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We’re really interested in markets, but we’ll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we go down one. Figure 1: A coin toss path.Figure 1 is the result of one thousand coin flips.  It is a random walk. The R command … Continue reading...

## R/Finance 2011 Call for Papers

December 26, 2010
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The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I've reproduced his email in its entirety below.  Let me know if you plan on attending.Subject: R/Finance 2...

## R/Finance 2011 Call for Papers

December 26, 2010
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The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I've reproduced his email in its entirety below.  Let me know if you plan on attending.Subject: R/Finance 2...

## Graphics *and* Statistics: The Facebook Map

December 26, 2010
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There is this beautiful graph created by the facebook intern Paul Butler showing all (?) connections between facebook accounts: Paul’s article is called “Visualizing Friendships“, which I would more call “Visualizing connections between facebook accounts”, but that is probably a different matter. Although this is a beautiful piece of artwork, from a statistical point of

## Age and happiness: The pattern isn’t as clear as you might think

December 26, 2010
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A couple people pointed me to this recent news article which discusses "why, beyond middle age, people get happier as they get older." Here's the story: When people start out on adult life, they are, on average, pretty cheerful. Things... ...

## Autocorrelation Matrix in R

December 25, 2010
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I have been simulating a lot of data lately  with various covariance (correlation) structures, and one that I have been using is the autocorrelation (or autoregressive) structure, where there is a “lag” between variables. The matrix is a v-dimension matrix of the form \begin{bmatrix} 1 & \rho & \rho^2 & \dots & \rho^{v-1}\\ \rho &

## Has the seed that gets software development out of the stone-age been sown?

December 25, 2010
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A big puzzle for archaeologists is why stone age culture lasted as long as it did (from approximately 2.5 millions years ago until the start of the copper age around 6.3 thousand years ago). Given the range of innovation rates seen in various cultures through-out human history a much shorter stone age is to be

## Rcpp 0.9.0 announcement

December 25, 2010
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The text below went out as a post to the r-packages list a few days ago, but I thought it would make sense to post it on the blog too. So with a little html markup... Summary Version 0.9.0 of the Rcpp package is now on CRAN and its mirrors. Thi...

## one-dimensional integrals

December 25, 2010
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$one-dimensional integrals$

The foundamental idea of numerical integration is to estimate the area of the region in the xy-plane bounded by the graph of function f(x). The integral was esimated by divide x to small intervals, then add all the small approximations to give a total approximation. Read More: 468 Words Totally

## one-dimensional integrals

December 25, 2010
By
$one-dimensional integrals$

The foundamental idea of numerical integration is to estimate the area of the region in the xy-plane bounded by the graph of function f(x). The integral was esimated by divide x to small intervals, then add all the small approximations to give a total approximation. Read More: 468 Words Totally

## Chromosome bias in R, my notebook

December 23, 2010
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My goal is to develop a means of detecting chromosome bias from a human BAM file.Because I've been working with proprietary and novel plant genomes for the last three years, I haven't had the chance to use any of the awesome UCSC-based annotational features that have been introduced and refined in Bioconductor until now. I've returned to biomedical research...