[Read more...]

This is not really news. A few months ago, news broke that Facebook recorded each user’s clicks and profile views in a database. Of course, I am not at all surprised. I would be more surprised if they didn’t store every single click. By now, most people have ... [Read more...]

[Read more...]

Whenever you take a 1 column slice of a matrix, that gets automatically converted into a vector. But if you take a slice of several columns, it remains a matrix. The problem is you don’t always know in advance how big the slice will be, so if you do this: ... [Read more...]

Michael Stokes, author of the MarketSci blog recently published a thought-provoking post about the correlation between historical and future volatility (measured as the standard deviation of daily close price percentage changes). This post is intended... [Read more...]

There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the ... [Read more...]

The histogram is a standard type of graphic used to summarise univariate data where the range of values in the data set is divided into regions and a bar (usually vertical) is plotted in each of these regions with height proportional to the frequency of observations in that region. In ... [Read more...]

The rationale for compiling R using the Intel Math Kernel LibraryRecently, there has been a surge in the use of Intel's Math Kernel Library (MKL; http://software.intel.com/en-us/intel-mkl/) among data analysis packages. MKL is a highly optimized set of... [Read more...]

I was recently introduced to the concept of the h-index and was compelled to find out my own h-index via Scopus.  Numbers don't matter, but discussion with my colleagues turned to the issue of author position.  We quickly decided that there are three important "positions" in the list of authors ... [Read more...]

Posted for no other reason than it warms my gamer-geek heart to see NYC taken over by 8-bit video game characters. The Tetris sequence is particularly cool. Update: The original video was deleted from YouTube, I'm guessing because of copyright issues with the music. This version has no music. (Thanks ... [Read more...]

REvolution R Community, REvolution's free distribution based on R from the R Project, has been updated to version 3.2 and is now available for download for Windows and MacOS. Some features of this release include: Upgraded R engine. This release is based on R 2.10.1, the latest release (as of this writing). ... [Read more...]

I think we all know that Morris Day was talking about when he wrote the lyrics to “The Bird”: Yes! Hold on now, this dance ain’t for everybody. Just the sexy people. White folks, you’re much too tight. You gotta shake your head like the black folks. You ... [Read more...]

The future of math is statistics… and the language of that future is R: I’ve often thought there was way too little “statistical intuition” in the workplace. I think Author Benjamin would agree. [Read more...]

[Read more...]

[Read more...]

So why should R only be used for ’serious’ stuff? No longer! I’ve written the following code in R which executes a little gravitational physics game. The goal of the game is simple. You supply a velocity and direction to a spaceship with the goal of getting the ship ... [Read more...]

I use heatmaps quite a lot for visualizing data, microarrays of course but also DNA motif enrichment, base composition and other things. I particular like the heatmap.2 function of the gplots package. It has a couple of defaults that are a little ugly ... [Read more...]

Wow, it's a big week for new R User Groups. Larry D'Agostino has started up a new R user group based in Dallas, Texas (USA). It's just getting started, and Larry posted the following request on the r-help mailing list: I would like to know if there is anyone like ... [Read more...]

Make sure to click on the image to see the large version. Code for this graph: moxbuller = function(n) { u = runif(n) v = runif(n) x = cos(2*pi*u)*sqrt(-2*log(v)) y = sin(2*pi*v)*sqrt(-2*log(u)) r = list(x=x, y=y) return(r) } r = ... [Read more...]

Thanks to the efforts of the tireless R User Group organizers Szilard Pafka (in Los Angeles, recording the talk) and Drew Conway (in New York, converting and organising hosting), there is now a video and slide combo of my recent talk about Rcpp and R... [Read more...]