Picking up on Paul Bradshaw’s post A quick exercise for aspiring data journalists which hints at how you can use Google Spreadsheets to grab – and explore – a mortality dataset highlighted by Ben Goldacre in DIY statistical analysis: experience the thrill of touching real data, I thought I’d describe ... [Read more...]

Input Output Testing for regression Input: advertising=c(1,2,3,4,5) sales=c(1,1,2,2,4) sales.Reg=lm(sales~advertising) summary(sales.Reg) Output: __ advertising=c(1,2,3,4,5) __ sales=c(1,1,2,2,4) __ __ sales.Reg=lm(sales~advertising) __ summary... [Read more...]

Some thoughts and resources regarding a popular fund management buzzword. The idea Given asset categories (like stocks, bonds and commodities) create a portfolio where each category contributes equally to the portfolio variance. Two operations There are two cases in creating a risk parity portfolio: the universe is the asset categories ... [Read more...]

I've knocked together a quick function for generating efficient Monte Carlo samples. It takes a bit of the legwork out of running Monte Carlo simulations. [Read more...]

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Despite the fact that Excel is the most widespread application for data manipulation and (perhaps) analysis, R's support for the xls and xlsx file formats has left a lot to be desired. Fortunately, the XLConnect package has been created to fill this void, and now JGR 1.7-8 includes integration with ... [Read more...]

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Here is [yet!] another Bayesian textbook that appeared recently. I read it in the past few days and, despite my obvious biases and prejudices, I liked it very much! It has a lot in common (at least in spirit) with our Bayesian Core, which may explain why I feel so ... [Read more...]

This is (roughly) the lightning talk I gave in useR2011. If you are a reader of R-bloggers.com then this talk is not likely to tell you anything new. However, if you have a friend, college or student who is a new useRs of R, this talk will offer him ... [Read more...]

In our exercise of learning modelling in R, we have till now succeeded in doing the following:Importing the dataPreparing and transforming the dataRunning a logistic regressionCreating a decision treeSpecifically, we created a decision tree using the r... [Read more...]

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I played around with reverse dependencies of Rcpp. At the moment, 44 packages depend on Rcpp and the number goes up to 53 when counting recusive reverse dependencies. I've used graphviz for the representation of the directed graph Here is the c... [Read more...]

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I like to follow good practice when I program. I want my code to be readable, properly indented, modular and re-usable. And I want my variables to have descriptive names. There’s nothing that I hate moderately dislike more than arbitrary … Continue reading → [Read more...]

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SabreR just released an update. It is another software package that can estimate multivariate multilevel model (other options are aML, MCMCglmm, etc.). They seem to also have a book dedicated to the software, which be worth checking out.It will be grea... [Read more...]

In this post, I describe how to prepare your data for migrating between SPSS/Excel and R. This is the third …Continue reading » [Read more...]

I just got the “news” that Dennis Ritchie died, although this happened on October 12… The announcement was surprisingly missing from my information channels and certainly got little media coverage, compared with Steve Jobs‘ demise. (I did miss the obituaries in the New York Times and in the Guardian. The Economist ... [Read more...]

This is a copy of a post by me on the R-statistics blog. Fortran and C programmers often say that interpreted languages like R are nice and all, but lack in terms of speed. How fast something works in R… See more › [Read more...]

There have been several requests to an R User Group in Ireland, so thanks to Kevin O'Brien for stepping up to co-ordinate the Dublin-R group. Kevin invites all R users in the area to the first meeting on November 17: The Dublin R users group will be holding a series of ... [Read more...]