All posts in this series were combined into a single, extended tutorial and posted on my new blog. In the fourth posting in this series, we saw the performance comparison between the ARMA strategy and buy-and-hold over the last approximately 10 years. Over the last few weeks (it does take time, believe me) I back-tested 
In a thoughtful blog post, Bioinformatician Ewan Birney (Head of Nucleotide Data at the European Bioinformatics Institute) talks about the importance of Statistics to biologists: Biology is really about stats. Indeed, the foundation of much of frequentist statistics - RA Fisher and colleagues - were totally motivated by biological problems. He also cites the "Five statistical things I wished...
In this post, Revolution engineer Sherry LaMonica shows us how to use the RevoScaleR big-data package in Revolution R Enterprise to do principal components analysis on 50 years of stock market data -- ed. Principal components analysis, or PCA, seeks to find a set of orthogonal axes such that the first axis, or first principal component, accounts for as...
Not so long ago I wrote about mporting RDF input in R for analysis. I am collecting nanotoxicology data in a Semantic MediaWiki with the RDFIO extension installed (by Samuel), allowing me to SPARQL that data directly from R. There is nothing much structural to visualize at this moment, so I'm skipping the Bioclipse...
I’m writing this post for two reasons: i) someone searched on Google for the term “what is ordisurf doing” and ended up on my blog, and ii) because I have been on the receiving end of reviewers comments on a … Continue reading →
Last week I pushed an update of my analogue package to CRAN. The last release (0.6-23) was on CRAN sometime in Mar 2010 so an update was well overdue. This (0.7-0) is a major update to analogue containing lots of … Continue reading →
bout half a year ago, I wrote a post on the configuration of (pgf)Sweave and LyX, which was intended to save us some efforts in going through all the details during the configuration. Now many things have changed: LyX 2.0 has internal support for Sweave, and fortunately I have been in touch with the developers
After the very nice Convore reply @timelyportfolio some of your posts include "eigenvalue ratio plots" -- kindly tell us what they show and how they might be useful in constructing a portfolio. I felt like I should at least attempt to offer a little m...
Following the post by Arthur Charpentier (Freakonometrics), I wondered what would be the outcome considering my current engagement (veterinary medicine, epidemiology, bovine mastitis). Briefly, Arthur Charpentier’s post looked at clusters of journals publishing the same kind of papers. So I looked at 25 journals (Journal of Dairy Science, Canadian Journal of Veterinary Medicine, Preventive Veterinary 
I meant to blog about the R/Finance conference during a lull, but I didn’t find too many. Unlike many conferences I’ve been to the structure of R/Finance was simple: one room and one speaker at a time. Relying on each … Continue reading →
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
