Google Insights is nifty. If you’re logged in to your Google account, you can download the results as a CSV file. This is straightforward if you’re using a browser; if you’re trying to retrieve the results of queries using R, however, things get more complicated. The following ... [Read more...]

Continued from Part 1. Part 2: Digging into the Kelley Blue Book The only thing better than a bit of data is a lot of data. Now that we can grab KBB values for a given trim of a given model in a given year, we set our ambitions higher: automating the ... [Read more...]

Just found a very nice plugin for using R in Vim. It's unbelievable comfortable! [Read more...]

In quantitive finance,it is often said that yield curve change is explained by three factor,"parallel shift", "twist" and "butterfly".Because I found that we can get historical yield curve data from FRB's web site, I check whether these proverbial facts are correct or not.Yield curve data can ... [Read more...]

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After a thorough revision that removed most of the theoretical attempts at improving our understanding of AMIS convergence, we have now resubmitted the AMIS paper to Scandinavian Journal of Statistics and arXived the new version as well. (I remind the reader that AMIS stands for adaptive mixture importance sampling and ... [Read more...]

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Earlier this week I published a data visualization on the Facebook Engineering blog which, to my surprise, has received a lot of media covereage. I’ve received a lot comments about the image, many asking for more details on how I … Continue reading → [Read more...]

I was testing ASReml-R program (an R package that links propriety ASReml binaries that can be used only with valid licence) this week and had to do some manipulations with the numerator relationship matrix (A). ASReml-R provides a function (asreml.Ainverse) that can create inverse of A directly from the ... [Read more...]

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We had another meeting of the Chicago R User Group last evening. This was scheduled somewhat belatedly once we learned that Drew Conway would be in town. Drew gave a very nice talk about his brand new infochimps package (for accessing the eponymous i... [Read more...]

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In a presentation to the Chicago R User Group last night, Drew Conway used his new Infochimps package in R to assess the relative popularity of programming languages. Drew used the word.stats function in the Infochimps package to count the frequency of common computer languages mentioned in Twitter messages, ... [Read more...]

A few months ago, I created World Bank plots and compiled the images on Flickr to share it online. Recently I came across Mark's post to create animated images in R and it inspired me to re-create my World Bank plots as animated images. ... [Read more...]

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This was bound to happen sooner or later, given my addiction to tea and sleepless nights, so I eventually managed to spill a cup of tea over my Mac… I had been working for a few hours in my hotel room in Philadelphia, completing an ABC paper with Jean-Michel Marin ... [Read more...]

The Google Prediction API is a black-box system for building predictive models, it provides pattern-matching and machine learning capabilities. So Google algorithms automatically creates a model from the training models given a set of training data and makes prediction under this model given a set of explanatory variables, read http://... [Read more...]

As promised, the latest patch to R is out with the release of R 2.12.1, as announced today by the R Core Team. If you build R yourself, sources are available now at your local CRAN mirror, and binaries for Windows, Mac and Linux will be available in the next few ... [Read more...]

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O'Reilly Media has been a big advocate of Open Data and believes that is where a lot of computing is going to be headed in the future.  I think they are definitely on to something.  Yet the future could be now.  There is a lot of opportu... [Read more...]