735 search results for "finance"

Better than Average

August 31, 2010
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Better than Average

The NIST's The Engineering Statistics Handbook includes an Introduction to Time Series Analysis which provides a great way of demonstrating how R can be used to make such calculations.  This post replicates the analys...

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Better than Average

August 31, 2010
By
Better than Average

The NIST's The Engineering Statistics Handbook includes an Introduction to Time Series Analysis which provides a great way of demonstrating how R can be used to make such calculations.  This post replicates the analys...

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US House Election Results Visualized Five Ways

August 30, 2010
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US House Election Results Visualized Five Ways

The Democratic major-party vote share of US House elections 2002-2008 visualized 5 different ways.

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What the hell is a variance matrix?

August 25, 2010
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What the hell is a variance matrix?

When I first came to finance, I kept hearing about “risk models”. I wondered, “What the hell is a risk model?” Of course, I didn’t say this out loud — that would have given the game away.  My wife has strict instructions that she is to be the only one to know that I’m an … Continue reading...

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Tips for the R beginner (a 5 page overview)

August 23, 2010
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In this post I publish a PDF document titled “A collection of tips for R in Finance”. It is a basic 5 page introduction to R in finances by Arnaud Amsellem (linked in profile). The article offers tips related to the following points: Code Editor Organizing R code Update packages Getting external data into R Communicating with external applications...

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In case you missed it: July Roundup

August 16, 2010
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In case you missed them, here are some articles from July of particular interest to R users. We reviewed the updates to Hadley Wickham's ggplot2 and plyr packages. We linked to an article about R co-creator Ross Ihaka in New Zealand's Sunday Star Times. We noted that the presentations from the R/Finance 2010 conference are available for download. We...

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Handling Large CSV Files in R

A follow-up of my previous post Excellent Free CSV Splitter. I asked a question at LinkedIn about how to handle large CSV files in R / Matlab. Specifically, Quotationsuppose I have a large CSV file with over 30 million number of rows, both Matlab / R lacks memory when importing the data. Could you...

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Announcing Big Data for Revolution R

August 3, 2010
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I've hinted this was coming a few times before, but with today's press release the announcement is official: the next release of Revolution R Enterprise will include "Big Data" capabilities thanks to the new RevoScaleR package. We're pretty excited at how it's turned out: it's kinda amazing to be able to use R's formula syntax like this: arrDelayLm2 <-...

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The Mule goes SURFing

July 29, 2010
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A month ago I posted about “SURF”, the newly-established Sydney R user forum (R being an excellent open-source statistics tool). Shortly after publishing that post, I attended the inaugural forum meeting. While we waited for attendees to arrive, a few people introduced themselves, explaining why they were interested in R and how much experience they

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What (Search Engines Think) People Want

July 17, 2010
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What (Search Engines Think) People Want

R O How G8 U R!Hey, R U there? Having used the R language for awhile now, I would like to let you know that R works - in fact R works really well. If you keep up with R news this should be no surprise...this is, after all...an r blog! R and R alone c...

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