Dirk has posted a new version of slides for a tutorial "Introduction to High-Performance Computing with R".

R news and tutorials contributed by (552) R bloggers

Good friend and fellow Oak Park / River Forest runner Paul Oppenheim used his column in the local weekly for some very flattering words about the marathon runners in our informal running group and even highlighting my personal World Marathon Majors adventure. I may just have to keep a copy for my epitaph.

The following functions are intended to replicate calculations for taking higher moments of hedge fund returns into account in analyzing particular investments. Most of the formulae are taken from various EDHEC research papers.# All returns...

Using the .C() function in R, you can only pass vectors. Since R stores matrices columnwise as vectors anyhow, they can be passed to your C function as vectors (along with the number of rows in the matrix) and then accessed in familiar manner...

Using the .C() function in R, you can only pass vectors. Since R stores matrices columnwise as vectors anyhow, they can be passed to your C function as vectors (along with the number of rows in the matrix) and then accessed in familiar manner...

Functions include:1. efficient.portfolio compute minimum variance portfolio subject to target return2. globalMin.portfolio compute global minimum variance portfolio3. tangency.portf...

Suppose you have got used to Splus and want to switch to R software (why bother to change? R is free while Splus is not, fair enough?), what can you do? since there are many functions in S-PLUS that are missing in R, one way is to understand the functions and write your owns, working N hours without sleep...

I am running this blog as a kind of learning journal, so I can look up some of the solutions I come up when I run into problems on my way to R-mastery. I have some other R-related resources which may be of interest to other R-fellas.A much more structu...

I am running this blog as a kind of learning journal, so I can look up some of the solutions I come up when I run into problems on my way to R-mastery. I have some other R-related resources which may be of interest to other R-fellas.A much more structu...

What really sold me to the idea of using Sweave and therefore (re)learning LaTeX was the idea of Reproducible Research. Charlie Geyer has put together some examples how to mix and match R and LaTeX with Sweave. Today's goal therefore is to run his examples and to see, what problems I run into :)Allright, if you all...

In sequencing circles the N50 length is a useful heuristic for judging the quality of an assembly. Here is my definition of N50 length, which you may or may not find intuitive:N50 length is the length of the shortest contig such that the sum of contigs of equal length or longer is at least 50% of the total length...

In sequencing circles the N50 length is a useful heuristic for judging the quality of an assembly. Here is my definition of N50 length, which you may or may not find intuitive: N50 length is the length of the shortest contig such that the sum of contigs of equal length or longer is at least 50% of the total length...

In the plot environment, the "pch" parameter decides the symbol of your output. There are about 130 symbols hard coded and passed into "pch."However, there are still some symbols that are not in these 130 pch's. For instance, there is no checkmark. To plot checkmark or other symbols, we can use symbol() in the expression()...

In the plot environment, the "pch" parameter decides the symbol of your output. There are about 130 symbols hard coded and passed into "pch."However, there are still some symbols that are not in these 130 pch's. For instance, there is no checkmark. To plot checkmark or other symbols, we can use symbol() in the expression()...

Several years ago, while a research associate at the University of Chicago, I had the privilege of sitting in on a course taught by Peter Rossi: Bayesian Applications in Marketing and MicroEconometrics. This course -- one I recommend to anyone at U Chicago who is interested in statistics -- was an incredibly clear treatment of Bayesian...

Several years ago, while a research associate at the University of Chicago, I had the privilege of sitting in on a course taught by Peter Rossi: Bayesian Applications in Marketing and MicroEconometrics. This course -- one I recommend to anyone at U Chicago who is interested in statistics -- was an incredibly clear treatment of Bayesian...

Classes (S4) of commonly used copulas including elliptical (normal and t), Archimedean (Clayton, Gumbel, Frank, and Ali-Mikhail-Haq), extreme value (Husler-Reiss and Galambos), and other families (Plackett and Farlie-Gumbel-Morgenstern). Methods for d...

The xtable package in R can output R data as latex tables. Used in conjunction with Sweave it is possible to automatically generate tables in a report. Needless to say this provides a really appealing possibility of never typing data into a table again. The only problem is that I think the default latex tables