2008

R/Finance 2009: Applied Finance with R

December 30, 2008 | Joshua Ulrich

Call for PapersThe Finance Department of the University of Illinois at Chicago (UIC),the International Center for Futures and Derivatives at UIC, andmembers of the R finance community are pleased to announceR/Finance 2009: Applied Finance with Ron Apri...
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New stuff in the gdata R package

December 30, 2008 | Gregor Gorjanc

I have moved quite some functions from my "testing/playground" R package ggmisc to the gdata package. Bellow is the relevant text from the NEWS file. Here are the links:SVNSource packageWindows ZIP packageNEWS:New function .runRUnitTestsGdata that enab...
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RQuantLib 0.2.10

December 29, 2008 | Thinking inside the box

Earlier this month and following the release of QuantLib 0.9.7, I updated RQuantLib to version 0.2.10. For once, there were no changes required to keep up with QuantLib. Rather, changes were internal as Rcpp had been spun off into its own package. As Rcpp is now in Debian, RQuantLib itself was also ... [Read more...]

Rcpp now in Debian

December 25, 2008 | Thinking inside the box

Rcpp is an interface package that makes it easier to add C++ code to GNU R. It had started as a part of my RQuantLib project but has now come into its own as blogged here and here. As of today, Rcpp is now also available as a Debian package. [Read more...]

Very flattering

December 24, 2008 | Thinking inside the box

Good friend and fellow Oak Park / River Forest runner Paul Oppenheim used his column in the local weekly for some very flattering words about the marathon runners in our informal running group and even highlighting my personal World Marathon Majors adventure. I may just have to keep a copy for ... [Read more...]

Statistics for Neuroscience (Neuroscience 9506b)

December 23, 2008 | Paul Gribble

This coming winter term (Jan-Apr, 2009) I will be teaching my graduate seminar in the Graduate Program in Neuroscience, Statistics for Neuroscience (Neuroscience 9506b). The course webpage can be found [ here ]. I will be doing two things differently this … Continue reading → [Read more...]

gdata gains trimSum function

December 20, 2008 | Gregor Gorjanc

I was doing some drawing in R and I needed to trim some values to keep the data (x axis) in reasonable limits, but I did not want to loose that info. Therefore, I summed the values that would be trimmed. Since I was repeating this, I wrote a function ...
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Rtools and Cygwin on MS Windows

December 20, 2008 | Gregor Gorjanc

Duncan Murdoch provides Rtools which ease the installation of tools that are needed to do R package development/testing on MS Windows. The Rtools is a collection of various tools. However, if you also use Cygwin on MS Windows, you can expect problems s...
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Extra moments measure

December 16, 2008 | Quantitative Finance Collector

The following functions are intended to replicate calculations for taking higher moments of hedge fund returns into account in analyzing particular investments.  Most of the formulae are taken from various EDHEC research papers.# All returns... [Read more...]

R matrices in C functions

December 13, 2008 | Forester

Using the .C() function in R, you can only pass vectors. Since R stores matrices columnwise as vectors anyhow, they can be passed to your C function as vectors (along with the number of rows in the matrix) and then accessed in familiar [row,col] manner... [Read more...]

Memory limit management in R

December 13, 2008 | Gregor Gorjanc

R keeps all the data in RAM. I think I read somewhere that S+ does not hold all the data in RAM, which makes S+ slower than R. On the other hand, when we have a lot of data, R chockes. I know that SAS at some "periods" keeps data (...
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Convert Splus to R

December 10, 2008 | Quantitative Finance Collector

Suppose you have got used to Splus and want to switch to R software (why bother to change? R is free while Splus is not, fair enough?), what can you do? since there are many functions in S-PLUS that are missing in R, one way is to understand the functions ... [Read more...]

Computational Finance with R

December 5, 2008 | Joshua Ulrich

Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York.Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Pet...
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Some of my other R-resources

December 5, 2008 | :)-k

I am running this blog as a kind of learning journal, so I can look up some of the solutions I come up when I run into problems on my way to R-mastery. I have some other R-related resources which may be of interest to other R-fellas.A much more ... [Read more...]

First and easy steps with R and Sweave

November 28, 2008 | :)-k

What really sold me to the idea of using Sweave and therefore (re)learning LaTeX was the idea of Reproducible Research. Charlie Geyer has put together some examples how to mix and match R and LaTeX with Sweave. Today's goal therefore is to run his examples and to see, what ... [Read more...]

Sweave.sh plays with cacheSweave

November 26, 2008 | Gregor Gorjanc

I have added support for caching to Sweave.sh script as implemented in cacheSweave R package written by Roger D. Peng. Now, one can set caching on for chunks that are time consuming (data import, some calculations, ...) and the Sweaving process will r...
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Calculating an N50 from Velvet output

November 25, 2008 | Jeremy Leipzig

In sequencing circles the N50 length is a useful heuristic for judging the quality of an assembly. Here is my definition of N50 length, which you may or may not find intuitive: N50 length is the length of the shortest contig such that the sum of contigs of equal length ... [Read more...]

Use anchoring to lose years off your age

November 21, 2008 | Diego

It is well known in psychology that the way a question is asked can strongly influence the answer. For example, if you spin a random number wheel and later have people guess the proportion of United Nations countries that are African, their answers clo... [Read more...]
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