March 2011

An enhanced Kaplan-Meier plot

March 8, 2011 | Abhijit

We often see, in publications, a Kaplan-Meier survival plot, with a table of the number of subjects at risk at different time points aligned below the figure. I needed this type of plot (or really, matrices of such plots) for an upcoming publication. Of course, my preferred toolbox was R ... [Read more...]

Our Friend the Age-Earnings Profile

March 7, 2011 | Adam.Hyland

I like Labor Economics. Partially because it has a nice mix of theory and practical empiricism, but mostly because it seems to be a sub-field with a number of agreed upon stylized facts that grow not out of micro theory … Continue reading → [Read more...]

money is coin $ flip

March 7, 2011 | Milk Trader

Well, sorta. More precisely, money is the sum of coin$flip divided by the number of coin$flip. But we'll get to that later. For now, let me introduce you to a new algorithm written in R. This one is another "quote" -- simple few lines of code -- whose ...
[Read more...]

Alabama is a foreign country

March 7, 2011 | David Smith

Faculty and students of Iowa State University Department of Statistics published online an analysis of the data on 2009 distributions of the US Stimulus funds, aka the Recovery And Reinvestment Act. (The analysis was published in March last year as part of the Design for America competition, but I only recently ... [Read more...]

Basic Plots in R

March 7, 2011 | Tony Cookson

Here's a tutorial I recorded on producing basic plots in R.I lost the script file I used to create the video to a horrifying black screen of death, but I used the data from the previous post (available here). Hopefully, the video is clear enough that ...
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Example 8.29: Risk ratios and odds ratios

March 7, 2011 | Ken Kleinman

When can you safely think of an odds ratio as being similar to a risk ratio?Many people find odds ratios hard to interpret, and thus would prefer to have risk ratios. In response to this, you can find several papers that purport to convert an odds rat...
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Factor models of variance in finance

March 7, 2011 | Pat

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance.  Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can ...
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R Package Automated Download

March 6, 2011 | Ralph

There are situations where we might want to run R on a standalone machine so need to download a (potentially) large number of packages to install on this system. Rather than having to through the pain of searching through CRAN to find the packages and all the dependencies and manually ... [Read more...]

Moving from Excel to R

March 5, 2011 | Joshua Ulrich

This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th... [Read more...]

Choropleths Made Easy!

March 5, 2011 | My Experiments with R

Choropleth Maps are very useful to visualize spatial trends. There have been several blog posts providing detailed instructions on how to create a choropleth map in R using map, spplot and ggplot2. However, I believe that the p... [Read more...]

Parallel processing in R for Windows

March 4, 2011 | David Smith

The doSMP package (and its companion package, revoIPC), previously bundled only with Revolution R, is now available on CRAN for use with open-source R under the GPL2 license. In short, doSMP makes it easy to do SMP parallel processing on a Windows box with multiple processors. (It works on Mac ... [Read more...]

RcppArmadillo 0.2.14 and 0.2.15

March 4, 2011 | Thinking inside the box

A few days ago Conrad Sanderson released version 1.1.6 of his Armadillo templated C++ library for linear algebra. Accordingly, I made a new release 0.2.14 of RcppArmadillo, our Rcpp-based integration into R which included a few local fixes. However, ... [Read more...]

Death Spiral Warning Graph

March 4, 2011 | klr

In the death spiral scenario, rates go up while the currency goes down.  Here is the way to watch that.  I’m not saying that death spiral of US Dollar and interest rates occurs, but without significant action to restore confidence in fiscal...
[Read more...]
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