After becoming frustrated using the StatET plugin for Eclipse on my Mac (sometimes the R console would start and sometimes not), I decided to use Textmate instead. Textmate allows you to install extra bundles which are plug-ins to add some new function... [Read more...]

In the plot environment, the "pch" parameter decides the symbol of your output. There are about 130 symbols hard coded and passed into "pch."However, there are still some symbols that are not in these 130 pch's. For instance, there is no checkmark. To plot checkmark or other symbols, we can use ... [Read more...]

Several years ago, while a research associate at the University of Chicago, I had the privilege of sitting in on a course taught by Peter Rossi: Bayesian Applications in Marketing and MicroEconometrics. This course -- one I recommend to anyone at U Chicago who is interested in statistics -- was ... [Read more...]

Classes (S4) of commonly used copulas including elliptical (normal and t), Archimedean (Clayton, Gumbel, Frank, and Ali-Mikhail-Haq), extreme value (Husler-Reiss and Galambos), and other families (Plackett and Farlie-Gumbel-Morgenstern). Methods for d... [Read more...]

Sweave is an awesome utility for including the output of R code in a LaTeX document which I have started using regularly. TeXShop is my favorite editor/viewer for LaTeX under Mac OS X for many reasons. One of which is the speed of the edit -__ compile -__ view ... [Read more...]

The xtable package in R can output R data as latex tables. Used in conjunction with Sweave it is possible to automatically generate tables in a report. Needless to say this provides a really appealing possibility of never typing data into a table again. The only problem is that I ... [Read more...]

Warning!! This post is intended for documentation only. I would like to remind everyone (me in first place!) that the comp() function of the (seqinr) package can complement a DNA sequence, and rev() function of Rbase can reverse a character vector. Using a combination of the two you can reverse, ... [Read more...]

Although S-plus is the most terrible language I have ever used in terms of debugging (I have to say that, no offense to S-plus fans, as my colleagues said, it is hard to understand it is still existed in 21 centuary), I found the S-plus scripts accomp... [Read more...]

R will can save the users workspace at the end of a session so that he can take it up again where he left off. I personally don't like doing this but there are times when one would want to save their work, especially after complex and time consuming co... [Read more...]

I shared an Econometric tools for performance and risk analysis package in R, today I introduce another Quantitative Risk Management R package, which is accompanying the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J.... [Read more...]

Plotting math in R can be acheived using the expression(). To know detailed usage, in R console,demo(plotmath)But expression() is not flexible when you want to plot math symbols and parameters altogether. In this case, we use bquote() which is actually a wraper for substitute() and quote(). It ... [Read more...]

TIOBE has released the newest ranking for the most popular programming language here. Java remains the top popular programming language. C and C++ follow with Java. I dont' see R in this ranking. Maybe it doesn't belong to this group! Maybe I should ... [Read more...]

Something quite annoying to me is when I get an R script and I have to change all of the file references in the script. I get something like this this: source("C:\\Documents and Settings\\UserName\\Data\\...\\File1.R") data [Read more...]

Open Source Software for Financial Engineering and Computational FinanceRmetrics is the premier open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods Rmet... [Read more...]

(April 2009 Update:  Unfortunately, The Money Tech Conference was indefinitely postponed, but fortunately I will be presenting a version of this talk in July at OSCON 2009). I’ve been invited to speak at O’Reilly’s Money Tech conference this coming February 4-6th in New York City and thought I’... [Read more...]

Last time I used an HTML solution. This time, I create an RTF file:# function: my.rtf.table# purpose: convert a matrix, data.frame, or array into a rtf table# output: text for RTF, possibly written to a file# inputs:# tab - a table, dataframe, or array (needs rownames and ... [Read more...]

As I use R more in consulting, I'm finding the need to make the quick transition from R to Microsoft products (usually Word) more serious. (I'm using a Windows platform, but I'm sure the challenges on the Mac would be similar.) I simply don't have time to do the text ... [Read more...]

There is now an official CRAN Task View for Time Series. This will replace my earlier list of time series packages for R, and provide a more visible and useful entry point for people wanting to use R for time series analysis. If I have missed anything ... [Read more...]

QuotationLibrary of econometric functions for performance and risk analysis of financial portfolios. This library aims to aid practitioners and researchers in using the latest research in analysis of both normal and non-normal return streams.We create... [Read more...]

Do you usually start R with a desktop icon or some other shortcut? Are you tired of using setwd and getwd each time after you start R to get the working directory correctly? If so, then your days of suffering might be just coming to an end. Having the working ... [Read more...]