This post will display my implementation of the Logical Invest Enhanced Bond Rotation strategy. This is a strategy that indeed … Continue reading →

Why an R Tutorial on Reading and Importing Excel Files into R is necessary As most of you know, Excel is a spreadsheet application developed by Microsoft. It is an easy accessible tool for organizing, analyzing and storing data in tables and has a widespread use in many different application fields all over the world. The post

Taking the first step is often the hardest: getting data from Excel into R. Suppose you would like to use the ChainLadder package to forecast future claims payments for a run-off triangle that you have stored in Excel. How do you get the triangle into R and execute a reserving function, such as MackChainLadder?Well, there are...

The oro.nifti package is awesome for NeuRoimaging (couldn't help myself). It has functions to read/write images, introduces the S4 nifti class, and has useful plotting functions. There are some limitations and some gotchas that are important to discuss if you are working with these objects in R. Dataset Creation We'll read in some data (a

by Norman Matloff The American Statistical Association (ASA) leadership, and many in Statistics academia. have been undergoing a period of angst the last few years, They worry that the field of Statistics is headed for a future of reduced national influence and importance, with the feeling that: The field is to a large extent being usurped by other disciplines,...

Over a welcomed curry yesterday night in Edinburgh I read this 2008 paper by Koopman, Shephard and Creal, testing the assumptions behind importance sampling, which purpose is to check on-line for (in)finite variance in an importance sampler, based on the empirical distribution of the importance weights. To this goal, the authors use the upper tail

The usual route for importing data from spreadsheet applications like Excel or OpenOffice into R involves first exporting the data in CSV format. A newer (c. 2011) and more efficient CRAN package, called XLConnect, facilitates reading an entire Excel workbook and manipulating worksheets and cells programmatically from within R. XLConnect doesn't require a running installation...