We’re very pleased to announce the release of devtools 1.4. This version brings many improvements to package installation, including automated vignette building, and a better way of referring to repos on github, install_github("hadley/devtools"). There are also many other bug fixes and minor improvements; to see them all, please read the release notes file on github.
US Retail stocks have been killing it. Since the holiday season starting with Black Friday is so important to retail, let’s look at the US Retail industry price and Sharpe ratio using R rCharts and Performance analytics + javascript dygraphs. Thanks Kenneth French once again for the dataset.
This week, the post is an interview with Max Marchi. Max is the author, with Jim Albert, of the book "Analyzing baseball data with R". Hi, Max. Welcome back to MilanoR. Last time you wrote for us a series of … Continue reading →
by Joseph Rickert In this roundup of R-related news: Domino enables data science collaboration; Plotly adds an R graphics gallery; Revolution Analytics R user group sponsorship applications are open; and Quandl adds new data sets. San Francisco startup takes on collaborative Data Science Domino, a San Francisco based startup, is inviting users to sign up to beta test its...
UPDATE: A Shiny (dynamic) version of this is now available. We had yet-another power outage this morning due to the weird weather patterns of the week and it was the final catalyst I needed to crank out some R code to map the affected counties. Central Maine Power provides an outage portal where folks can
Big data was one of the biggest topics on this year’s useR conference in Albacete and it is definitely one of today’s hottest buzzwords. But what defines “Big Data”? And on the practical side: How can big data be tackled in R? What data is big? Hadley Wickham, one of the best known R developers,
Starting version 1.0.7, the OpenCPU cloud server adds support for continuous integration (CI). This means that Github repositories can be configured to automatically install your package on an OpenCPU server, every time a commit is pushed. To t...
Jeong Eun (Kate) Lee and I completed this paper, “Importance sampling schemes for evidence approximation in mixture models“, now posted on arXiv. (With the customary one-day lag for posting, making me bemoan the days of yore when arXiv would give a definitive arXiv number at the time of submission.) Kate came twice to Paris in the past 
The Climate Prediction Center's (CPC) daily rainfall data for the entire world, 1979 - present & 50-km resolution, is one of the few high quality and long term observation-based rainfall products. Data is available at CPC's ftp site. However, it is...
I’d like to announce the release of version 0.7 of my R package for data visualization and give a small overview of this package (download and installation instructions can be found on the package page). What does this package do? In short, the functions in this package mostly do two things: compute basic or advanced 
We are converging towards MCMSki IV getting closer and closer to the conference! I hope that by now all intended participants have registered (registration is still open!), found a place where to stay during and around the conference (still feasible!), and booked their flight to Geneva (or nearby). First, please send me asap the poster abstract 
I am happy to announce that version 1.0 of the PSAboot package has been released to CRAN. This package implements bootstrapping for propensity score analysis. This deviates from typical implementations such as boot in that it allows for separate sampling specifications for treatment and control units. For example, in the case where the ratio of treatment-to-control units is...
Following on from last week, where I presented a simple example of a Bayesian network with discrete probabilities to predict the number of claims for a motor insurance customer, I will look at continuos probability distributions today. Here I follow example 16.17 in Loss Models: From Data to Decisions . Suppose there is a class of risks...
Following up on my recent post about implementing a queue as a reference class, I am going to derive a Priority Queue class. Inheritance The syntax for Reference Class inheritance is quite intuitive. We need to modify only two of the methods. The most important of these is insert(), which is where all of the
The getSymbols function from the quantmod package is an easy and convenient way to bring historical stock prices into your R environment. You need to specify the list of tickers, the source of historical prices and dates. For example following commands will download historical stock prices from yahoo finance for ‘RWX’, ‘VNQ’, ‘VGSIX’ symbols: Now, 
It's pretty easy (and free!) to download R and install it on your own PC, Mac or Linux machine, but if you don't have one of those or simply aren't ready to commit to installing it, you can now try it out online. R-Fiddle (from DataMind) provides an easy-to-use interactive R console that you can run from your browser....
Getting Started with Multilevel Modeling in R Getting Started with Multilevel Modeling in R Jared E. Knowles Introduction Analysts dealing with grouped data and complex hierarchical structures in their data ranging from measurements nested within participants, to counties nested within states or students nested within classrooms often find themselves...
The city of Minneapolis recently elected a new mayor. This is not newsworthy in and of itself, however the method they used was—ranked choice voting. Ranked choice voting is a method of voting allowing voters to rank multiple candidates in order of preference. In … Continue reading →
I was in Dillons, the one opposite University College London, at the start of the week and what did I spy there? There is now a bookshelf devoted to R (right, second from top) in the programming languages section. The shelf would be a lot fuller if O’Reilly did not have a complete section devoted
Here are two exercises I wrote for my R mid-term exam in Paris-Dauphine around Buffon’s needle problem. In the end, the problems sounded too long and too hard for my 3rd year students so I opted for softer questions. So recycle those if you wish (but do not ask for solutions!) Filed under: Books, Kids, 
This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »
Earlier this year the blog had its tenth anniversary. I had meant to celebrate the occassion by revamping the site and blog a little. Having set up the updated R/Finance site, the Rcpp Gallery and Rcpp sites as well as the much-needed overhaul of th...
I have a borderline unhealthy obsession with attractors. I thought I got it out of my system, but here we are. For whatever reason, I felt like making some in R.You can find the R code here. It uses the attractor function to define density in a ma...
Last week I examined rainwater composition 1992 to 2005. There is additional data, but National Institute for Public Health has changed equipment in 2005. This week I will add those data.DataData is in a number of spreadsheets. The scrip...
After reading Enrico Tonini post, I decided to map the super typhoon Haiyan track using OpenStreetMap, maptools, and ggplot2. If mapping with googleVis was possible with 13 lines only, that can also be achieved with the packages I used; but because I p...
I am working on a simulation for an Automatic Repeat-reQuest (ARQ) algorithm. After trying various options, I concluded that I would need an implementation of a queue to make this problem tractable. R does not have a native queue data structure, so this seemed like a good opportunity to implement one and learn something about
This is a gem of a book.From the introduction: We intend this work to be a practitioner’s guide to the predictive modeling process and a place where one can come to learn about the approach and to gain intuition about the many commonly used and modern, powerful models. …it was our goal to be as hands-on as possible, enabling the readers...
I began playing with the screenr software this evening and my first attempt was to create a short video that demonstrates reproducible report writing in RStudio using knitr and LaTeX. You can see the example at my screenr page (hit Play … Continue reading →
Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let u...
