Well... I don’t really know what to write, but Iknow that I want to say ‘Welcome’ to all of you who are checking this blog, I’m a student, majoring in Actuarial Science in Mexico city, and I thought about a place where we could share ideas and knowledge ... [Read more...]

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’.” [Read more...]

I seem to be doing more and more with Python for work over and above using it as a generic scripting language. R has been my workhorse for analysis for a long time (15+ years in various incarnations of S+ and R), but it still has some deficiencies. I’m finding ... [Read more...]

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 ... [Read more...]

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. [Read more...]

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... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

A recurrent source of irritation for me is the absence of a good default behavior in R for choosing the color scheme for bar plots. A stacked bar plot looks only as good as the color scheme you use. In hope of finding a usable scheme that I could settl... [Read more...]

THE VALUE OF NOT FOLLOWING INSTRUCTIONS As Shane Frederick has noted, if you say “A bat and a ball cost $1.10. The bat costs $1 more than the ball. How much is the ball?”, you will notice that the vast majority of your friends will say “10 cents” instead of the correct “5 cents”, ... [Read more...]

A new maintenance version of Rcpp (now at 0.6.4) was just pushed to CRAN and has been uploaded to Debian. Rcpp is a set of utility classes that provide interfaces for transferring the major R data types to C++ and back which makes it easier to extend R with dynamically loadable ... [Read more...]

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In honor of me moving to Chicago, the powers who abide have decided to hold the first annual “R/Finance conference for applied finance using R” conference in Chicago this year. The dates are April 24-25, 2009. R/Finance 2009: Applied Finance with R To those who made the decision on location, ... [Read more...]

One of the many things that I sit around pondering when I should be doing productive things is the idea of analytical workflow. I have only worked with one analytical guru who I felt really gave thought and structure to workflow and its impact on analyist productivity. When I talk ... [Read more...]

A short review of Kleiber and Zeileis' excellent Applied Econometrics with R is now out at the (online) Journal of Statistical Software. [Read more...]

A very nice resource which helped me a lot in kickstarting my Sweave efforts is Learning to Sweave in APA Style by clementi on scribd. This is a down to earth tutorial containing a lot of good tips! See for yourself:Learning to Sweave in APA Style ... [Read more...]

Regarding the aforementioned R/Finance conference that will take place at the end of April here in Chicago, we announced earlier today that the conference website is now available. It provides information about the program, speakers and other details as well as a link to registration details. See you in ... [Read more...]

ALL ABOUT REVOLUTION COMPUTING’S R DISTRIBUTION Decision Science News was intrigued by a company called REvolution Computing that got some attention of late for spinning their own mix of the R language for statistical computing and giving it away for free. So DSN asked to interview them to see ... [Read more...]

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For me R has a very nice and powerfull capabilities for graphics (for example see this gallery). However, I dislike the default setting for margins and placement of axis numbers and labels. Since I always forget the setting of parameters I prefer I am adding this post. For example: library(... [Read more...]