May 2011

Again with Ledoit-Wolf and factor models

May 4, 2011 | Pat

We come closer to a definitive answer on the relative merit of Ledoit-Wolf shrinkage versus a statistical factor model for variance matrices. Previously This post builds on the post entitled: A test of Ledoit-Wolf versus a factor model That post depended on some posts previous to it. New information Previously ... [Read more...]

Invisible blogs!

May 4, 2011 | xi'an

Julien just signaled an intermitent disappearance of the posts on the ‘Og, depending on the operating system: Ubuntu 10.10 seems to be working (most of the time!) while Mac and Windows are having problems… This is beyond my abilities, I have contacted WordPress support, maybe they are working on some new ... [Read more...]

How to learn R

May 3, 2011 | David Smith

Over at R community site inside-R.org, Revolution's Joseph Rickert has published a How-To guide with tips for new users on How to Learn R, with links to resources for R books, blogs and courses. Check it out at the link below. Inside-R: How to Learn R [Read more...]

Running R on an iPhone/iPad with RStudio

May 3, 2011 | Julyan Arbel

This thread has been widely discussed on a lot of forums. To make a long story short, running natively R on an iDevice (meaning iPhone/iPad) is disabled by its OS, unless it is jailbroken. The steps for the installation through Cydia are described in this R wiki, or this ... [Read more...]

CPI and US 10y Treasury Extreme –> System Idea

May 3, 2011 | klr

When I see extremes, I feel compelled to explore. The US 10y Treasury yield is at an extreme versus the annualized 3 month CPI rate of change. From TimelyPortfolio Of course, I have to try to build a system around the idea.  While this 3 mont...
[Read more...]

Treebase trees from R

May 3, 2011 | Scott Chamberlain

Treebase is a great resource for phylogenetic trees, and has a nice interface for searching for certain types of trees. However, if you want to simply download a lot of trees for analyses (like that in Davies et al.), then you want to be able to access...
[Read more...]

Kaggle Competition Walkthrough: Introduction

May 3, 2011 | Zach Mayer

Kaggle is a site for participating in predictive analytics competitions. It is also a great resource for learning how to build powerful predictive models, and the Overfitting competition provides a good introduction to the common tools used by a predic...
[Read more...]

For happy-R blogging

May 3, 2011 | fabiomarroni

You may notice that I don’t have that many posts on my blog, and they are all about R. The paucity of my posts makes me a bit sad, but not much, really… What makes (or better, used to make me) sad is that posts of R code (used ... [Read more...]

Playing with robots

May 3, 2011 | arthur charpentier

My son would be extremely proud if I tell him I can spend hours building robots. Well, my robots are not as fancy as Dr Tenma's, but they usually do what I ask them to do. For instance, it is extremely simple to build a robot with R, to extract ... [Read more...]

Estimate Gene Diversity

May 3, 2011 | fabiomarroni

I provide here an R function to estimate gene diversity of diallelic sites (e.g. SNPs), given allele frequencies at each segregating site. The function takes three input parameters: maf: a numeric value (or vector) representing minor allele frequency at each site. Default is 0.5 nreads: size of each resampling experiment. ... [Read more...]

R and the Data Science Toolkit

May 2, 2011 | Ryan

I recently decided to present a talk to the Denver R Users Group (DRUG) on how to make an R package (May 17). There were only two problems: (1) I’ve never made a package and (2) I had nothing in mind … Continue reading → [Read more...]

Another review of Introducing … R

May 2, 2011 | xi'an

The March 2011 issue of JASA contains a review of Introducing Monte Carlo Methods with R by Hedibert Lopes. As in the previous review, the poor quality of the figures is (rightly) pointed out by Hedie. However, the main message of the review remains very positive and, furthermore, Hedie advertises the ‘... [Read more...]
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