This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …Continue reading »

In case you missed them, here are some articles from January of particular interest to R users. Sponsorships from Revolution Analytics are now available for local R user groups in 2012. The winners of the Applications of R in Business Contest have been announced. The coefplot package visualizes model coefficients and standard errors in a line chart. Revolution Analytics...

This is the third post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building Fundamental Factors, and I will show how to build majority of factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework

I recently began using the TwitteR package in R to examine my tweeting patterns. One of my first projects was to identify each of my Twitter followers, where they were located, how many tweets they had, and then plot their location on a map using a bubble which was related to their total number of

James Cheshire, R user and lecturer at the UCL Centre for Advanced Spatial Analysis, created this map of the most trafficked cycle routes in London: Click to enlarge, it's a gorgeous chart. The bicycle traffic data comes from London's public cycle-hire facility, which currently is only available in central London (which is why you don't see much activity in...

This is the second post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Fundamental Data, and I will show how to build Fundamental factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework please read

Few years ago, a newspaper claimed the block I live in — Prenzlauer Berg in Berlin — is the most fertile region in Europe. It was a hoax, as this (German) newspaper article points out. (The article has become quite famous because it coined the term Bionade Biedermeier to describe the life style in this area.)However,...

If you live in Paris and are interested in R, there will be two meetings for you this week. First a Semin-R session, organized at the Muséum National d’Histoire Naturelle on Tuesday 7 Feb (too bad, the Museum is closed on Tuesdays). Presentations will be about colors, phylogenies and maps, while I will speak about