Today I did some experiments to learn how to combine R and LaTeX to create reproducible research reports. Here are my first results:First Demo ...

Today I did some experiments to learn how to combine R and LaTeX to create reproducible research reports. Here are my first results:First Demo ...

Today I did some experiments to learn how to combine R and LaTeX to create reproducible research reports. Here are my first results:First Demo ...

As I had blogged a while back, multiseat use broke following the normal upgrade to Ubuntu 8.10. I had also suggested a fix but it turns out that the fix didn't work. So we had a clear regression -- multiseat use of a single Ubuntu workstation with two screens, two keyboards and two mice no longer worked. Consequently, the kids ended...

As a R user, I like to use RWinEdt as the text editor. I write code on it and send code to R by clicking buttons.I had a spare laptop from Jennifer. It does not have a working screen. I use that to test all kinds of software and OS systems. Recentl...

As a R user, I like to use RWinEdt as the text editor. I write code on it and send code to R by clicking buttons.I had a spare laptop from Jennifer. It does not have a working screen. I use that to test all kinds of software and OS systems. Recentl...

The following went out to the R-announce and R-SIG-Finance mailing lists a few days ago. The conference already has a very strong lineup of invited speakers, and we are now asking R / Finance users from both academia and industry to submit suitable one-page abstracts: Call for Papers ...

Earlier this month and following the release of QuantLib 0.9.7, I updated RQuantLib to version 0.2.10. For once, there were no changes required to keep up with QuantLib. Rather, changes were internal as Rcpp had been spun off into its own package. As Rcpp is now in Debian, RQuantLib itself was also updated in Debian...

Rcpp is an interface package that makes it easier to add C++ code to GNU R. It had started as a part of my RQuantLib project but has now come into its own as blogged here and here. As of today, Rcpp is now also available as a Debian package.

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...