Posts Tagged ‘ R ’

R 2.15.3 is released

March 1, 2013
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Follows is the announcement today from Peter Dalgaard, for the R Core Team: The build system rolled up R-2.15.3.tar.gz (codename “Security Blanket”) at 9:00 this morning. This is intended to be the final round-up release of the 2.15 series, and in fact of the entire 2.x.y series which started 2004-10-04. The list below details the changes in this release. You can get...

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Project Euler — problem 24

November 20, 2012
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It’s a lovely day. I took a walk around the campus after lunch. The scene was enjoyable in one deep autumn day. Before the afternoon work, I’d like to spend a few moments on the 24th Euler Problem. A permutation is an ordered arrangement of … Continue reading →

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Drawdown Determined Position Size

November 19, 2012
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Drawdown Determined Position Size

This caught my eye as I searched for some more academic research on my favorite risk measure drawdown. Yang, Z. George and Zhong, Liang,Optimal Portfolio Strategy to Control Maximum Drawdown - The Case of Risk Based Dynamic Asset Allocation (February ...

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Genome annotation with NCBI2R

November 18, 2012
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It's very convenient manage data with R: you can import your dataset, you could find many packages which respond to your needs, then you could plot your results. However it could be very bothersome retrieve the data from online databases. … Continue reading →

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Which programming language is the most concise?

November 16, 2012
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Which programming language is the most concise?

An expressive programming language allows developers to implement algorithms quickly, by using high-level concepts and leaving the details to the language implementation. The result is clearer, more maintainable code that can be created in less time. (Although shorter code isn't always better, especially when taken to extremes.) So which programming languages use the least code, when compared on an...

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Revolution Newsletter: November 2012

November 16, 2012
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full November edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Now Available: Revolution R Enterprise 6.1 The latest release of Revolution Analytics' enterprise-ready data...

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Create elegant, interactive presentations from R with Slidify

November 15, 2012
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Create elegant, interactive presentations from R with Slidify

If you often find yourself cutting-and-pasting charts or tables generated in R into PowerPoint or Keynote, you might want to take a look at Slidify. Created by R user Ramnath Vaidyanathan, Slidify is an R package that allows you to use R Markdown to define the slide content and automatically embed R output. This is especially useful if the...

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Regime Detection Pitfalls

November 14, 2012
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Regime Detection Pitfalls

Today, I want to address some questions that I was getting regarding the Regime Detection post. In the Regime Detection post I showed an example based on the simulated data, and some of you tried to apply this example to actual stocks. There is one big problem that you have to be aware in designing

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Webinar Tomorrow: Big Data Trees and Hadoop Connection in Revolution R Enterprise 6.1

November 14, 2012
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Tomorrow at 9AM Pacific, Revolution Analytics VP of Product Development Sue Ranney will introduce two key Big Data features of the new Revolution R Enterprise 6.1. Now you can train classification and regression trees on data sets of unlimited size, quickly and using the resources of multiple processors and clusters. (This white paper describes our implementation of tree models...

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Benchmarking bigglm

November 13, 2012
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By Joseph Rickert In a recent blog post, David Smith reported on a talk that Steve Yun and I gave at STRATA in NYC about building and benchmarking Poisson GLM models on various platforms. The results presented showed that the rxGlm function from Revolution Analytics’ RevoScaleR package running on a five node cluster outperformed a Map Reduce/ Hadoop implementation...

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