March 2011

Empirical software engineering is five years old

March 31, 2011 | 0 Comments

Science and engineering are built on theoretical models that are tested against measurements of ‘reality’. Until around 10 years ago there was very little software engineering ‘reality’ publicly available; companies rarely made source available and were generally unforthcoming about any bugs that had been discovered. What happened around 10 years ago was ... [Read more...]

What is R, really?

March 31, 2011 | 0 Comments

On CRAN, the official web home of all things R it says, R is a free software environment for statistical computing and graphics. Well, that sounds all hunky dory. But let’s take a close look at what this statement really … Continue reading → [Read more...]

Revolution’s Chief Scientist: R is the Language of the Future

March 31, 2011 | 0 Comments

Revolution Analytics' Chief Scientist Lee Edlefsen was a presenter at the Structure Big Data conference in New York last week. You can download the slides from his talk, The Coming Revolution in Statistics, here (PDF 418k). In his presentation, Lee states that "R is not only the statistical language of ... [Read more...]

Long EEM Short IWM-How it Works in 3 Ways

March 31, 2011 | 0 Comments

Long EEM Short IWM potentially works in 3 ways: 1) See my last post “Asian Currency Opportunity” where currency undervaluation means potential gain of 20-50% versus the US$ and 50%-100% versus the Japanese Yen.  However, even absent the underv...
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Asian Currency Opportunity

March 31, 2011 | 0 Comments

Asian currencies are fundamentally undervalued at an extreme level due to the Central Banks’ focus on the US$.  For those that regularly read my blog or happened to see me in SmartMoney, this will not surprise you, “And investors can also buy...
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Baseball, T-tests and statistical surprises

March 31, 2011 | 0 Comments

Are MLB players better hitters now than they were 20 years ago? Revolution Analytics' Joseph Rickert uses R to take a look at the data, and offers an instructive lesson in checking your assumptions for statistical tests in the process -- Ed. Data are everywhere – but, even for simple things, I ... [Read more...]

Image Classification Limits Part 2

March 31, 2011 | 0 Comments

Recently i released the first 64-bit versions of Bio7 bundled with a 64-bit Java Virtual Machine. I’m always curious how far i can go using both applications together to do image analysis (especially classification) with huge images coming e.g. from satellites. The transfer of the images in Bio7 ... [Read more...]

Pair-Trading with S&P500 Companies – Part I.

March 30, 2011 | 0 Comments

In my recent post I wrote the code to download historical data for companies included in S&P500 index. Today I would like to perform statistical procedures to identify whether certain pair of stocks is co-integrated or not. Since there are approximately 500 companies that means I will need to perform ... [Read more...]

Day #14 another R-course: S3 vs S4 modules

March 30, 2011 | 0 Comments

Owkey, I told you i was going to keep you up to date on my course, so here it is. I needed to gain knowledge on how to flowcytometry. We started with looking at: why would we do Object Oriented Programming and seeing the difference between S3 and S4 mo... [Read more...]

R + EC2 + RStudio Server

March 30, 2011 | 0 Comments

I’ve been battling memory limits in R for over two years. Although R has numerous resources for high-performance computing, I still couldn’t get around hardware limitations. Things really got out of control last summer when I started analyzing data on how climate change influences population synchrony across large ... [Read more...]

New R User Groups in Tallahasse (FL), Hobart (TAS)

March 30, 2011 | 0 Comments

Two new R User Groups have just started up. The first us in Tallahassee, Florida, and their first meeting is on April 10. Spinning to the other side of the globe, the other is in Hobart, the capital of the Australian island state, Tasmania (their first meeting is also on April 8). ... [Read more...]

Globally Set Digits in Sweave

March 30, 2011 | 0 Comments

I use Sweave regularly for most of my writing and love the way it works. However, one issue that often irks me is the inability to globally set the number of digits to display. Here is a minimal example that illustrates my point. If we now display the numbers using ... [Read more...]

Rcpp workshop in Chicago on April 28th

March 30, 2011 | 0 Comments

Overview This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus. Join Dirk Eddelbuettel and Romain Fr... [Read more...]

Violins of Volatility

March 29, 2011 | 0 Comments

A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When ... [Read more...]

A Simple Instrumental Variables Problem

March 29, 2011 | 0 Comments

When working with labor economics, we often run into issues with selection on variables of interest. Regressing earnings on years of education to estimate the human capital earnings function makes sense at first blush until we imagine that education is … Continue reading → [Read more...]

Le Monde puzzle [#8]

March 29, 2011 | 0 Comments

Another mathematical puzzle from Le Monde that relates to a broken calculator (skipping the useless tale): Given a pair of arbitrary positive integers (x,y) a calculator can either substract the same integer [lesser than min(x,y)] from both x and y or multiply either x or y by 2. ... [Read more...]

How to Bootstrap in R: The Case of R-squared

March 29, 2011 | 0 Comments

I recorded a new video tutorial whose original intent was to demonstrate how to write a for loop. As I wanted to make the for loop count for something, I decided that my application would be to write some code that computes the bootstrap approximation ...
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The Leverage Space Trading Model

March 29, 2011 | 0 Comments

I finally got around to reading Ralph Vince’s latest The Leverage Space Trading Model (for a brief summary see this magazine article in Futures), and I’m happy to say that the book was very helpful in approach and example.  I especially enjoye...
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Prune GWAS data in R

March 29, 2011 | 0 Comments

Hansong Wang, our biostats professor here at the Hawaii Cancer Center, generously gave me some R code that goes through a SNP annotation file (i.e. a mapfile) and selects SNPs that are at least a certain specified distance apart. You might want to do t...
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