Sometimes, the only thing we want is a chart that speaks for itself rather than boring regression tables in our research paper. Graphs are efficient at showing the broad picture of an issue. In fact, graphs in research papers seem to be gaining a momentum in political science. If you ... [Read more...]

At the Oracle OpenWorld conference in San Francisco today, Oracle announced the new Oracle Big Data Appliance, "a new engineered system that includes an open source distribution of Apache™ Hadoop™, Oracle NoSQL Database, Oracle Data Integrator Application Adapter for Hadoop, Oracle Loader for Hadoop, and an open source distribution of ... [Read more...]

Today’s market of climbing ropes offers a huge variety of models to choose from. If you don’t have a good idea of what you want, the task of selecting a rope can become a true challenge, or worst, almost a … Continue reading → [Read more...]

This Article is also available in EN, ES. [Read more...]

In financial context, is suppose to reflect the relation between a stock and the general market. A broad based index such as the S&P 500 is often taken as proxy for the general market. The , without getting into too … Continue reading → [Read more...]

I've added a twitter search widget that searches for the #rgraphgallery hashtag or the url of the gallery on the front page. [Read more...]

How much predictability is there for these higher moments? Data The data consist of daily returns from the start of 2007 through mid 2011 for almost all of the S&P 500 constituents. Estimates were made over each half year of data.  Hence there are 8 pairs of estimates where one estimate immediately follows ... [Read more...]

Generically, error rate of predicting binary variable by a certain model becomes plateau increasing sample size. When the model fits training data , the error rate gains from 0 to true error. And when the model fits test data, the error rate decreases ... [Read more...]

The ability to visualize data, enabled by the advent of graphical computer tools, has been a great boon to Cap and Perf. The power derives from the way graphical displays provide an efficient impedance match to the visual system in our brain. The weakness derives from the way graphical displays ... [Read more...]

In this post I will show one way to display explained variance using a line chart. For the best of my knowledge, there is no a default plot for displaying the effect of a factor on the deviance of multilevel models; so this is going to be a tentative for ... [Read more...]

[Update: I have updated this so the number of days used for standard deviation can be passed as a parameter, you can find the code at Trading Mean Reversion with Augen Spikes ]Jeff Augen has written many excellent books on options trading, including&nb... [Read more...]

We saw in the basic system how we could add a factor, namely the 200 day moving average, to improve the overall performance of our system. You could spend a lot of time playing with different moving averages, and different combinations of crossovers if... [Read more...]

The function slopeAspect from raster provides the vector field (gradient) from a scalar field stored in a RasterLayer object. The magnitude (slope) and direction (aspect) of the vector field is usually displayed with a set of arrows (e.g. quiver in Matlab). rasterVis includes now a method, vectorplot, to calculate ... [Read more...]

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Foreword Apologies that the output isn’t showing well as far as spacing and alignment is concerned. Am working on fixing that! Background Generally when we have a set of data, we have known groupings. Be that three different treatment groups, … Continue reading → [Read more...]

Having been using R for 5+ years, visiting www.r-bloggers.com daily, learning cool tricks from it and knowing cool UseRs from it, I finally decide to quit being an observer and start to be a contributor to this wonderful community. In this very … Continue reading → [Read more...]

Recently, I would like to apply unit testing method to my R program. The first thing i need to chop every few lines of the code into functions so that I can test each of them. A Question comes up to my mind: What is the overhead cost of a ... [Read more...]

This example is very informative in illustrating how to use CppBugs module with Rcpp to conduct fast MCMC simulation in R. [Read more...]

It’s well known that R is a memory based software, meaning that datasets must be copied into memory before being manipulated. For small or medium scale datasets, this doesn’t cause any troubles. However, when you need to deal with larger ones, for instance, financial time series or log ... [Read more...]

Just a quick note to remind everyone that the Rcpp class in San Francisco, which I am holding together with Revolution Analytics, will take place a week from today. We are happy to report that the number of registrations has met our initial target... [Read more...]