This is why I love XKCD, though surely the best part of this strip was the mouseover: “correlation doesn’t imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing, ‘look over there’.”

Adam Gehr of DePaul University's Finance Department had organized a panel session about R in Finance at the Midwest Finance Association's 58th Annual Meeting which is happening this week here in Chicago. I just posted my slides on my presentations page. The slides give a brief overview of R, the CRAN network and the by now over 1600 packages, mention the Finance Task View,...

On Tuesday March 31st, Mango Solutions are sponsoring the inaugural London R User Group Meeting. It will be a great opportunity to meet other R users and find out how people are using it. As the first one of its kind in London, I would expect a high le...

We Americans have a reputation as being unworldly. Given the results of the most recent Pew survey, perhaps we deserve it. Evidently, the majority of us never move out of our home states.

Being a drummer, a programmer and a fan of statistical analysis, this post on the (unnaturally) perfect timing of drum parts recorded to a click track was a real delight to me. Of course, many claims in the post are odd: it seems hard to imagine that a...

The changes in Rcpp that I blogged about a few days ago required a few small changes in RQuantLib. Not really much more that prefixing std:: in a number of variable declarations and a few member function calls -- so this is definitely a minor maintenance release. New source and binary packages have already been pushed to CRAN and Debian.

I got an email, asking me if our arm package can simulate tobit model to get simulated parameters. Indeed, arm does not suport tobit model. It only support sim() for lm, glm and mer classes in R. But it is not difficult to get a tobit verison of sim(). Here are the steps:1. fit a tobit...

Problem 28 on the Project Euler website asks what is the sum of both diagonals in a 1001×1001 clockwise spiral. This was an interesting one: the relationship between the numbers on the diagonals is easy to deduce, but expressing it succinctly in R...

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