Inspired by CXO group report, I did a rerun of the same strategy on my data. Easter’s dates can be find at wikipedia. Overall, my results are similar to CXO group’s results. In the graph below, I plotted daily returns on Easter week (Monday to Thursday) from 1982 to 2009. ... [Read more...]

Readers returning to our blog will know that Win-Vector LLC is fairly “pro-R.” You can take that to mean “in favor or R” or “professionally using R” (both statements are true). Some days we really don’t feel that way. Consider the following snippet of R code where we create ... [Read more...]

rm(list = ls()) [Read more...]

I just put a new version of the XML package on the Omegahat repository. There is a new version of the RKML package which handles large datasets much more rapidly. Also, I put a new package named RJSCanvasDevice which implements and R graphics device that creates JavaScript code that can ... [Read more...]

for (i in 10:1) { print(i) } As easy as that. [Read more...]

Edward Tufte has been a tireless promoter of good infographics, and he's even taken some controversial steps to rid the world of chartjunk. But now he's gone too far: Then again, this chart from the Wall Street Journal could lead anyone to felinicide: What's wrong with a simple bar chart, ... [Read more...]

Here are the slides for the Savage-Dickey paradox paper that I gave in San Antonio this morning: (Any suspected coincidence of the first part with earlier talks is for real!) I have tried to spell out as clearly as possible in the second part the issues of version choices that ... [Read more...]

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I added another plot to the output generated by my overnight ideal point scripts: a scatterplot of estimated Senate ideal points against Obama vote share in their state (color coded by party, local linear regression overlays by party, labels for some big residuals). I suppose I’m surprised by the ... [Read more...]

Earlier today, Google announced the list of accepted mentor organizations for the Google Summer of Code 2010 (GSoC 2010). And we are happy to report that the R Project is once again a participating organization (and now for the third straight year) jo... [Read more...]

A few months ago I showed you in this post how to use some code I wrote to produce manhattan plots in R using ggplot2. The qqman() function I described in the previous post actually calls another function, manhattan(), which has a few options you can s... [Read more...]

On April 14 I'll be giving a new webinar in partnership with Microsoft on High-Performance Computing with R. I'll be focusing on the new parallel programming capabilities of REvolution R Enterprise 3.1 for Windows, and how to use the features of Microsoft HPC Server to enable computing on clusters. Here's the complete ... [Read more...]

Yesterday, I gave my short (3 hours) introduction to computational Bayesian statistics to a group of 25-30 highly motivated students. I managed to cover “only” the first three chapters, as I included some material on Bayes factor approximation and only barely reached Metropolis-Hastings. Here are the slides, modified from the original ... [Read more...]

Tim O'Reilly's keynote talk at OSBC this evening was thought-provoking to say the least. The title of the talk was "The Real Open Source Opportunity", and the surprise for me was that he wasn't talking about Open Source software. Tim's insight, and it's a profound one, is that the next ... [Read more...]

All the tools I am using at the moment are free of charge. The one that comes to mind first is R. It’s a language for statistical computing which comes with a decent GUI. R comes with some time series support out of the box, but there are plenty ... [Read more...]

The vanilla Rao-Blackwellisation paper with Randal Douc that had been resubmitted to the Annals of Statistics is now back for a revision, with quite encouraging comments: The paper has been reviewed by two referees both of whom comment on the clear exposition and the novelty of the results. Both referees ... [Read more...]

I'm at the Open Source Business Conference in San Francisco today and tomorrow; I'll report in with updates after the talks. I'm particularly looking forward to the panel discussion on The Shifting Open Source Opportunity moderated by Ashlee Vance, the New York Times reporter who wrote the major story on ... [Read more...]

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Hin-Tak Leung mailed me about a problem with certain malformed XML documents from FlowJo. There are namespace prefixes (prfx:nodeName) with no corresponding namespace declarations (xmlns:prefix=”uri”). How do we fix these? Well, the XML parser can read this but raises errors. We can do nice things to catch ... [Read more...]

It's funny how things happen. Yesterday I was working away on a project in R and the unenjoyable happens---the process hangs for longer than desired. I operate R in the standard GNOME terminal in Ubuntu and the only way I knew was to close the entire a... [Read more...]