R/Finance 2009 Presentations Online

May 4, 2009
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R/Finance 2009 Presentations Online

Posted to the R-SIG-Finance mailing list today:For those who missed it, the slides for the R/Finance 2009 tutorialsand presentations are now available on RinFinance.comhttp://www.RinFinance.com/presentationsWe want to thank everyone who traveled to Chi...

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Colouring a 3D plot according to z-values

May 3, 2009
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Colouring a 3D plot according to z-values

Here is a script that colors a 3D plot according to the z value (height) of each point. persp.withcol <- function(x,y,z,pal,nb.col,...,xlg=TRUE,ylg=TRUE) { colnames(z) <- y rownames(z) <- x nrz <- nrow(z) ncz <- ncol(z) color <- pal(nb.col) zfacet <- z + z + z + z facetcol <- cut(zfacet, nb.col) par(xlog=xlg,ylog=ylg)

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An algorithm to find local extrema in a vector

May 3, 2009
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An algorithm to find local extrema in a vector

I spend some time looking for an algorithm to find local extrema in a vector (time series). The solution I used is to “walk” through the vector by step larger than 1, in order to retain only one value even when the values are very noisy (see the picture at the end of the post).

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Brad Mehldau at the CSO

Just got home from a wonderful concert by Brad Mehldau at the CSO. This was long overdue as I kept reading about Mehldau. And even though he performs quite regularly around here, I had never seen him. Big mistake. The first set was performed as a (strictly acoustic) trio with Larry Grenadier on bass and Jeff Ballard on drums. After several compositions...

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RSI(2) with Position Sizing

May 1, 2009
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RSI(2) with Position Sizing

Though it's more than two weeks later, here's the second post in the series that will demonstrate how to build, test, and implement a trading strategy with R. You can find the first post here.The first post replicated this simple RSI(2) strategy from ...

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GSoC 2009 Chicago area meeting

April 30, 2009
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Thanks to the effort of the tireless Borja Sotomayor for the local ACM chpater as well as the good folks at Google in Chicago, we had a local kickoff meeting for this year's Google Summer of Code at Google's Chicago office. A few accepted GSoC students...

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GSoC 2009 Chicago area meeting

April 30, 2009
By

Thanks to the effort of the tireless Borja Sotomayor for the local ACM chpater as well as the good folks at Google in Chicago, we had a local kickoff meeting for this year's Google Summer of Code at Google's Chicago office. A few accepted GSoC students, mentors, and a few Google engineers gave short presentations to a bunch of ACM-affiliated students from U of...

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Slides from most recent R and HPC tutorial

April 29, 2009
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A little earlier I put the slides from my Introduction to High-Performance Computing with R tutorial at the R / Finance conference last week onto my talks / presentation page. Other tutorials, talks and keynotes are also being posted on the conference...

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Slides from most recent R and HPC tutorial

April 29, 2009
By

A little earlier I put the slides from my Introduction to High-Performance Computing with R tutorial at the R / Finance conference last week onto my talks / presentation page. Other tutorials, talks and keynotes are also being posted on the conference program page. This tutorial was a shorter format of just an hour which did not allow for any parallel...

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Babylonian confusion or flexibility?

April 29, 2009
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Babylonian confusion or flexibility?

As we are used from UNIX. there is not one single suitable solution to solve a problem, but usually a few different ways to do “the same”. Depending on what commands we know (best), we will chose the one or the other solution. Only the absolute expert will be able to choose the most efficient

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Rails, Scalability and Sexism

April 29, 2009
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It’s been a long time since I posted here, for a number of reasons: Change of focus from Ruby programming to Linux capacity planning, especially in the realm of I/O subsystems. You’ll find more about that at http://linuxcapacityplanning.com...

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screen in ubuntu 9.04

April 29, 2009
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screen in ubuntu 9.04

As I told in a previous post, I consider the unix tool screen essential for my work. It seems that the just released Ubuntu 9.04  contains a package that make it easier to configure and use. You can find the full story here.

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Introducing Influence.ME: Tools for detecting influential data in mixed models

April 29, 2009
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I’m highly excited to announce that influence.ME is now available. Influence.ME is a new software package for R, providing statistical tools for detecting influential data in mixed models. It has been developed by Rense Nieuwenhuis, Ben Pelzer, a...

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Google Summer of Code 2009: R / Quantlib

April 28, 2009
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With everything that has been going on of late, I have yet to mention that Khanh Nguyen, a Ph.D. student in Computer Science at U Mass / Boston, will be working with me on RQuantLib as part of the Google Summer of Code program this year. We had twenty...

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Google Summer of Code 2009: R / Quantlib

April 28, 2009
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With everything that has been going on of late, I have yet to mention that Khanh Nguyen, a Ph.D. student in Computer Science at U Mass / Boston, will be working with me on RQuantLib as part of the Google Summer of Code program this year. We had twenty-two applications to review for the R project, including three for the RQuantLib...

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2009 Chambers award winner announced

April 28, 2009
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We are pleased to announce that the judges of the Chambers Award have selected the winner of the 2009 competition: Yihui Xie, from the Renmin University of China. Yihui received this year's award for his submission "animation," an R package for using g...

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2009 Chambers award winner announced

April 28, 2009
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We are pleased to announce that the judges of the Chambers Award have selected the winner of the 2009 competition: Yihui Xie, from the Renmin University of China. Yihui received this year's award for his submission "animation," an R package for using g...

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R/Finance 2009 Overview

April 28, 2009
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R/Finance 2009 Overview

The first international R/Finance 2009 conference in Chicago, IL was a huge success! David Smith from REvolution Computing has written a great summary of the entire event. I'll take the lazy route and point you to his blog post. :)The first internati...

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Tips from the R-help list : shadow text in a plot and bumps charts

April 28, 2009
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Tips from the R-help list : shadow text in a plot and bumps charts

Stumbling across the R-help mailing-list I found, as often happens,  two threads in the spirit of this blog (of course, since they come from the list, the quality is higher): here you can find a function allowing  a shadow outline style for a...

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Review of ‘Analysis of Integrated and Cointegrated Time Series with R (2nd ed)’ in JSS

April 27, 2009
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A few weeks ago I wrote up a short review of Bernhard Pfaff's nice (but somewhat dry) Analysis of Integrated and Cointegrated Time Series with R (2nd ed) on unit root and cointegration modeling with R. This is now online at the Journal of Statistical S...

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Review of ‘Analysis of Integrated and Cointegrated Time Series with R (2nd ed)’ in JSS

April 27, 2009
By

A few weeks ago I wrote up a short review of Bernhard Pfaff's nice (but somewhat dry) Analysis of Integrated and Cointegrated Time Series with R (2nd ed) on unit root and cointegration modeling with R. This is now online at the Journal of Statistical Software.

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Interesting R Packages

April 27, 2009
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  CHNOSZ Chemical thermodynamics library and activity diagram software   read more

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R / Finance 2009

April 26, 2009
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Our inaugural R / Finance conference, mentioned here twice is now over. We were fortunate to get seven outstanding invited keynote speakers, as well as eleven excellent presentations. This was preceded by four short tutorials (and I'll post slides fro...

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R / Finance 2009

April 26, 2009
By

Our inaugural R / Finance conference, mentioned here twice is now over. We were fortunate to get seven outstanding invited keynote speakers, as well as eleven excellent presentations. This was preceded by four short tutorials (and I'll post slides from my Introduction to High-Performance Computing with R soon). With about 150 registered participants, plus keynoters, presenters, committee members, representatives from the sponsors (a quick shout of...

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Colors in the R terminal

April 24, 2009
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Colors in the R terminal

Today, I'd like to suggest a new R package that you can download from here. Still in its early development, the xterm256 package allows to print text in the R terminal using different colours. You can find more information here. The picture below depic...

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Real nice Boston Marathon writeup

April 23, 2009
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This article from the Boston Globe gives an excellent description of what running Boston last Monday was like, and why we keep coming back, almost regardless. The writer, for whom it was the fifth Boston and ninth total, expresses the range of emotions, expectations, frustrations, excitements, ups, downs, ... all of which form the challenge of racing a marathon in general, and...

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useR! 2009 acceptance: presenting influence.ME

April 23, 2009
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The organizing committee of the useR! 2009 conference just informed me, that my submission for presenting my extension package influence.ME, has been accepted! Influence.ME is a new R package that I’m currently developing, with the indispensable ...

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How to get ESS style indentation in textmate

April 23, 2009
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This should be standard in Textmate, I don't know why one has to go through so many steps to get it working:http://gragusa.wordpress.com/2007/11/11/textmate-emacs-like-indentation-for-r-files/

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How to get ESS style indentation in textmate

April 23, 2009
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This should be standard in Textmate, I don't know why one has to go through so many steps to get it working:http://gragusa.wordpress.com/2007/11/11/textmate-emacs-like-indentation-for-r-files/

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