The above picture shows what an apache child process will look like once I add Rook support to rApache. An explanation of the above: 1) The light-orange colored box describes the apache process space. 2) Everything in blue, whether light-blue or cyan,... [Read more...]

I love the idea of using R+LaTeX+Sweave for reproducible research. This is even easier now that R has a jazzy new IDE that supports Sweave syntax highlighting and automatic PDF generation. I know I'm going to take some flak for saying this, but let's ... [Read more...]

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ComputerWorld's feature today, 22 free tools for data visualization and analysis, suggests open-source R as the third entry on the list: What it does: R is a general statistical analysis platform (the authors call it an "environment") that runs on the command line. Need to find means, medians, standard deviations, correlations? ... [Read more...]

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Matthew Yglesias shares this graph from the Economist: I hate this graph. OK, sure, I don't hate hate hate hate it: it's not a 3-d exploding pie chart or anything. It's not misleading, it's just extremely difficult to read. Basically,... [Read more...]

By popular demand, here's my R script for the time-use graphs:... [Read more...]

For my sins, I have done more than my fair share of analysis in Excel. I am quite capable of building and maintaining 130Mb spreadsheets (I had a dozen of them for one client). Excel is pretty much installed everywhere, so it is sometimes the only way to get started ... [Read more...]

Transaction cost analysis (TCA) is the framework to achieve best execution in trading context. TCA can be split into three groups: pre-trade analysis, intraday analysis, and post-trade measurement. Pre-trade analysis allows us to get insight about the future volatility of the price, forecast intra-day and daily volumes, market impact. It ... [Read more...]

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I previously posted about calculating medians using R. I used tapply to do it, but I’ve since found something that feels easier to use (at least to me). ?Download download.txt1 2 3 aggregated_output = aggregate(DV ~ IV1 * IV2, data=data_to_aggregate, FUN=median) aggregated_output The above code saves ... [Read more...]

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Recently I downloaded the Crosby Code shapefile from Landcare Research's LRIS server for use in some publications I'm preparing. This shapefile is incredibly detailed, far more so than what I require. This detail means that it takes a while for the map to be plotted each time. As detail is ... [Read more...]

The Reverend Thomas Bayes died 250 years ago this month. His grave, located near epidemiological centre of excellence St Mary's College, remains a point of pilgrimage for statisticians (of both Bayesian and Frequentist stripes) visiting London to this day. Because since then, Bayes Theorem has been the underpinning of predictive analytics ... [Read more...]

The competitive data prediction competitions hosted by Kaggle require data scientists to bring their A game: the competition is intense, and competitors know in real time from the daily leaderboards how their predictions compare in accuracy to those of their rivals. So it's no surprise that open-source R, the most ... [Read more...]

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[Note: I wrote this on a flight and didn't proofread it at all. You've been warned of possibly incoherencies!] I’m currently sitting at about 32K feet above sea level on my way from Tampa International to DIA and my options … Continue reading → [Read more...]

I’m in the process of moving from SPSS to R at the moment. It’s not been the easiest of rides, but then learning how to do a core part of your job never really should be. It’s been fun, though – don’t get me wrong – it’s ... [Read more...]

Today I stumbled upon a very nice package called “rgl”. For documentation and demos, take a look at it’s website. Rgl is: quoted by rgl site itself: The rgl package is a visualization device system for R, using OpenGL as the rendering... [Read more...]