Quantlib is a free library for modeling, trading, and risk management in real-life providing a comprehensive software framework for quantitative finance, it is written in C++, which might be inconvenient for some users. JQuantLib aiming at Java-fans i... [Read more...]

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In hypothesis testing, a type II error is due to a failure of rejecting an invalid null hypothesis. The probability of avoiding a type II error is called the power of the hypothesis test, and is denoted by the quantity 1 - β . read more [Read more...]

Jeroen Ooms writes: Here's a first version of a new web application for exploratory graphical analysis. It attempts to implement the layered graphics from the R package ggplot2 in a user-friendly way. This two-minute demo video demonstrates a ... [Read more...]

I finally pushed highlight to CRAN, which should be available in a few days. The package uses the information gathered by the parser package to perform syntax highlighting of R code The main function of the package is highlight, which takes a numb... [Read more...]

This article is quick concrete example of how to use the techniques from Survive R to lower the steepness of The R Project for Statistical Computing‘s learning curve (so an apology to all readers who are not interested in R). What follows is for people who already use R ... [Read more...]

I've been working on this for quite some time (see here for a little background), so I'm pleased that it looks close to done at least as far as the core algorithm. It uses global variables for now, and I'm sure there are a couple of other bugs lurking, but ... [Read more...]

Recently (2008) the European Space Agency produced GlobCover (ESA GlobCover Project, led by MEDIAS-France), the highest resolution (300m) global land cover map to date. GlobCover uses 21 primary land cover classes and many more sub-classes. Land cover classification (LCC) schemes divide the earth into biomes. Biomes are the simplest way to classify ... [Read more...]

In order to move some of my personal interests along, I have been trying to implement the methodology found in Berry and Berry's article Accounting for Multiplicities in Assessing Drug Safety. This methodology uses the MedDRA hierarchy to improve the p... [Read more...]

blotter is an R package that tracks the P&L of your trading systems (or simulations), even if your portfolio spans many security types and/or currencies. This post uses blotter to track a simple two-ETF trading system. The contents of this post b... [Read more...]

Prior to conducting an experiment researchers will often undertake power calculations to determine the sample size required in their work to detect a meaningful scientific effect with sufficient power. In R there are functions to calculate either a minimum sample size for a specific power for a test or the ... [Read more...]

Estimating a proportion at first looks elementary. Hail to aymptotics, right? Well, initially it might seem efficient to iuse the fact that . In other words the classical confidence interval relies on the inversion of Wald’s test. A function to ease the computation is the following (not really needed!). waldci [Read more...]

Just add a third column with link strength to the association matrix plotCophylo2 [Read more...]

My new R package, swfDevice, is getting close to its first release. This package enables native R graphics output as swf (flash) files. It also as the ability to create animations with player controls. The main project page is here and the results of the test suite are here. Here ... [Read more...]

A colleague wanted to extract the median value from a survival analysis object, which turned out to be a pain as the value is not stored in the object, but calculated on the fly by a print method. __ library(survival)__ fit __ survfit(fit)Call: survfit(formula = fit)records n.max ... [Read more...]

I recently wrote a review of Understanding psychology as a science: an introduction to scientific and statistical inference by Zoltan Dienes (2008). Dienes' book covers Neyman-Pearson null hypothesis significance testing, Bayesian inference and the lik... [Read more...]

Theresa Scott, instructor of the previously mentioned R workshop and weekly R clinic, is giving a lecture entitled "Reproducible Research with R, LaTeX, & Sweave" in MRB III, room 1220, this Wednesday 11/18 at 1:30.  You can see more details about the lecture here. Looks like her slides as well as much more introductory ... [Read more...]

Lately, David Smith from REvolution Computing set out to challenge the R community with the reprocuction of a beautiful choropleth map (= multiple regions map/thematic map) on US unemployment rates he had seen on the Flowing Data blog. Here you can find the impressing results. Being a fan of beautiful ... [Read more...]

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Introduction As promised on Thursday, here’s my second pass at a statistical analysis of Canabalt scores. There are some useful results I’ll present right at the start, and then there are some results that are more or less worthless, except that working through my own mistakes helped me ... [Read more...]