Cointegrated pairs of securities are crucial for mean reversion trading portfolio construction, Play with cointegration has several good papers to start with. Should you want to test pairs of securities for cointegration using R, here is an excellent ... [Read more...]

So I've been here dealing with the installation of a software that Yihui Xie suggested me to change the format of the animations displayed in R, she told me that all I needed to do was to go to http://imagemagick.org to download ImageMagick for my ope... [Read more...]

In this post we will see briefly how to implement a logistic regression model if you have categorical variables, or qualitative, organized in double entry contingency tables. In this model the dependent variable (Y) and independent variable (X) are both dichotomies (or Bernoullian).In general, the probability that Y = 1 as ... [Read more...]

This is the 13th post in a series attempting to recreate the figures in Lattice: Multivariate Data Visualization with R (R code available here) with ggplot2. Previous parts in this series: Part 1, Part 2, Part 3, Part 4, Part 5, Part 6, Part 7, Part 8, Part 9, Part 10, Part 11, Part 12. Chapter 14 [...] [Read more...]

So I haven't had success YET in finding a way to post here the animations, but I thought it would be interesting to show you at least a couple of examples using this software, and I chose 2 pretty interesting ones by Yihui Xie and Xiaoyue Cheng.The fir... [Read more...]

Well, I had never heard about it, but this morning I was looking for some information about another package and I found and article about this interesting package at 'The R-Journal' (http://journal.r-project.org/), it was on the Vol. 8/2, October 2008, by Yihui Xie and Xiaoyue Cheng, and it says ... [Read more...]

This is the 12th post in a series attempting to recreate the figures in Lattice: Multivariate Data Visualization with R (R code available here) with ggplot2. Previous parts in this series: Part 1, Part 2, Part 3, Part 4, Part 5, Part 6, Part 7, Part 8, Part 9, Part 10, Part 11. Chapter 13 – Advanced [...] [Read more...]

I was sent this R style guide, and think it looks like it might be a good idea. R can be pretty difficult to read, especially someone else's. [Read more...]

Today I found such an interesting function called "density", this function computes kernel density estimates, that's why I found it pretty interesting, all you need is:the the data from which the estimate is to be computed the smoothing kernel to be us... [Read more...]

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Rapid urban and sub-urban expansion in the San Joaquin Valley have resulted in the loss of millions of acres of prime farmland in the last 100 years. Approximately 11% of class 1 (irrigated) land and 7% of class 2 land have already been paved over in the Fresno-Madera region (first image below). Recent projections in ... [Read more...]

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so these articles are ‘old news,’ but here i am to blog it down before i forget. First article is entitled “For Today’s Graduate, Just One Word – Statistics,” and the second article is entitled “Data Analysts Captivated by R’s Power.” It really does feel re-enforcing and motivating when ... [Read more...]

I found this articles in The New York Times" and I thought it would be nice to share them, By ASHLEE VANCE published on January 6, 2009, check them out, both are pretty interesting:http://www.nytimes.com/2009/01/07/technology/business-computing/07progr... [Read more...]

One night I was hooked on this post at elitetrader. I spent couple of hours to find, that a guy is cheating a bit and he didn’t reveal his strategy. Not big deal – free lunch is rear. So, I googled about that guy and one thing catch my attention. ... [Read more...]

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This is the 11th post in a series attempting to recreate the figures in Lattice: Multivariate Data Visualization with R (R code available here) with ggplot2. Previous parts in this series: Part 1, Part 2, Part 3, Part 4, Part 5, Part 6, Part 7, Part 8, Part 9, Part 10. Chapter 11 – Manipulating the “trellis” [...] [Read more...]

A maintenance fix was applied to random: following the changes in release 0.2.0 a few months ago that reflected changes at the random.org site, we needed to make one more change in randomSequence. Thanks for Lynn Amon for spotting this. The new pac... [Read more...]

As indicated in this thread, completion after the dollar operator can be customized by defining a custom names method. Here I am showing how to take advantage of this to display fields and methods of java references (jobjRef objects from the rJava ... [Read more...]

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