Sometimes I do not want to unzip files before reading them to R. There is a nice way of reading zipped file (via a tmp dir) into R. Where the file test.csv is actually located in the: ~/files/myzip.zip/test.csv. [Read more...]

On Friday, the CSO released a new house (and apartment) price index, for the national, Dublin, and national excluding Dublin regions. The release has been noted and covered by the great Irish Economy and Namawinelake blogs. I want to briefly look at some of the statistical properties of this series ... [Read more...]

One prominent feature of early degree-level macroeconomics courses is the concept of ‘potential output’, which one could roughly define as the level of output (GDP) at which inflation is not ‘accelerating’. Potential output is of interest to macroeconomists when analysing the question of output gaps and macroeconomic stabilisation policies by ... [Read more...]

While investigating Intraday patterns in FX returns and order flow paper I have faced the problem with timezone. I had 3 data sources with different timezones (GMT, CET, CEST). Most confusing thing was, that I didn’t know, how to deal with summer time. But why did I have the data ... [Read more...]

What’s a “Friday fun project”? It’s a small computing project, perfect for a Friday afternoon, which serves the dual purpose of (1) keeping your programming/data analysis skills sharp and (2) providing a mental break from the grind of your day job. Ideally, the skills learned on the project are ... [Read more...]

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While responding to this thread on Reddit I made a rough guess as to the heat retention of my french press when completely full of coffee. When I went to bed I realized there was no good reason why I … Continue reading → [Read more...]

Some time over the past 6 weeks I randomly saw a tweet announcing the “Data Scientist Summit” and shortly below it I saw that it would be held in Las Vegas at the Venetian. Being a Data Scientist myself is reason enough to not pass up this opportunity, but Vegas definitely ... [Read more...]

Last week Le Monde puzzle (I have not received this week issue yet!) was about deriving an optimal strategy in less than 25 steps for finding the 25 answers to a binary multiple choice test, when at each trial, only the number of correct answers is known. Hence, if the correct answers ... [Read more...]

The Data Science Summit held in Las Vegas this week was outstanding - kudos and thanks to EMC/Greenplum for organizing the event. The energy of 150+ data scientists coupled with a well-curated agenda of talks created a real sense of being at the cusp of a real revolution in the ... [Read more...]

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Boris from Ottawa sent me this email about Introducing Monte Carlo Methods with R: As I went through the exercises and examples, I believe I found a typo in exercise 6.4 on page 176 that is not in the list of typos posted on  your website.  For simulation of Gamma(a,1) random ... [Read more...]

I’ve gotten back to work on speeding up R, starting with improving my suite of speed tests.  Among other new features, this suite allows one to easily try out the “byte-code” compiler that is now a standard part of the latest release of R, version 2.13.0. You can get the ... [Read more...]

I had someone ask me about fitting a beta distribution to data drawn from a gamma distribution and how well the distribution would fit. I’m not a “closed form” kinda guy. I’m more of a “numerical simulation” type of fellow. So I whipped up a little R code ... [Read more...]

A Makefile is a simple text file that controls compilation of a target file. The key benefit of using Makefile is that it uses file time stamps to determine if a particular action is needed. In this post we discuss how to use a simple Makefile that compiles a tex ... [Read more...]

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"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Martin Morgan Profession: Senior Staff Scientist at Fred Hutchinson Cancer Research Center Nationality: Canadian Years Using R: 7 Known for: Director of the Bioconductor project Martin Morgan is a Senior Staff Scientist ... [Read more...]

One of the reasons to use R for analysis and visualization is the rich ecosystem of ‘packages’ contributed by others. In most cases, just as with smartphones, “There’s a package for that.” If you want to be efficient you n... [Read more...]

In the two months since the first release of XLConnect we have received some great feedback from the community. Most questions we saw seemed to cluster around a few central topics – memory issues, font styling and Excel feature support. … Continue reading → [Read more...]