October 2011

Confidence interval diagram in R

October 19, 2011 | heuristicandrew

This code shows how to easily plot a beautiful confidence interval diagram in R. First, let’s input the raw data. We’ll be making two confidence intervals for two samples of 10. In case you curious, the data represents samples from … Continue reading → [Read more...]

R. I. P. EMA

October 19, 2011 | The Average Investor

That’s right, I am moving away from exponential moving averages. Originally, I decided to use them somewhat arbitrary, probably because they tend to swing faster. Last night, after spending two and half hours debugging an issue which yet again turned out to be a particular property of these averages, ... [Read more...]

the Wang-Landau algorithm reaches the flat histogram in finite time

October 19, 2011 | xi'an

Pierre Jacob and Robin Ryder (from Paris-Dauphine, CREST, and Statisfaction) have just arXived (and submitted to the Annals of Applied Probability) a neat result on the Wang-Landau algorithm. (This algorithm, which modifies the target in a sort of reweighted partioned sampling to achieve faster convergence, has always been perplexing to ... [Read more...]

Web-friendly visualizations in R

October 19, 2011 | andrew

Aleks points me to this new tool from Wojciech Gryc. Right now I save my graphs as pdfs or pngs and then upload them to put them on the web. I expect I’ll still be doing this for awhile—I like having full control of what my graphs look ... [Read more...]

The R-Files: Paul Teetor

October 19, 2011 | David Smith

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Paul Teetor Profession: Quantitative developer (freelance) Nationality: American Years Using R: 7 Known for: Author of R Cookbook (O’Reilly Media, 2011) An active member of the R community, Paul Teetor is a ... [Read more...]

Studying market reactions after consecutive gains (losses)

October 19, 2011 | enguyen

Arthur Charpentier used R to denote a broken record of the CAC 40 when it went 11 consecutive days with negative returns. Question: What happens to the market after runs of positive or negative returns? Will the market tank or soar after n days of gains/losses? First, a little dissection of ... [Read more...]

How does Matt kemp become Andre Dawson?

October 18, 2011 | hawkhandler

While reading this article over at Fangraphs I was inspired to ask myself “what would Matt Kemp have to do between now and then end of his career to be seriously considered for the Hall of Fame?”.  This question comes … Continue reading → [Read more...]

Fusion Tables by Google

October 18, 2011 | Ram

Google's Fusion Tables look impressive, for those who want to try geo-visualizations of their data. You don't need much programming experience to be able to use it.For those who want to try it out, here's a nice intro that Kathyrn Hurley presented at the recent SVCC (Silicon Valley Code ... [Read more...]

Generating restricted permutations with permute

October 18, 2011 | ucfagls

In a previous post I introduced the permute package and the function shuffle(). In that post I got as far as replicating R’s base function sample(). Here I’ll briefly outline how shuffle() can be used to generate restricted permutations. shuffle() … Continue reading → [Read more...]

130/30 Porfolio Construction

October 18, 2011 | systematicinvestor

The 130/30 funds were getting lots of attention a few years ago. The 130/30 fund is a long/short portfolio that for each $100 dollars invested allocates $130 dollars to longs and $30 dollars to shorts. From portfolio construction perspective this simple idea is no so simple to implement. Let’s continue with our discussion ... [Read more...]

Large applications of linear mixed models

October 18, 2011 | Luis

In a previous post I summarily described our options for (generalized to varying degrees) linear mixed models from a frequentist point of view: nlme, lme4 and ASReml-R†, followed by a quick example for a split-plot experiment. But who is really … Continue reading → [Read more...]

ACM Data Mining Camp 2011: Report

October 18, 2011 | Joseph Rickert

(By Joseph Rickert.) In San Jose topics like big data, map reduce, predictive models, mobile analytics and crowdsourcing draw a crowd even on a Saturday. So it turned out that the ACM data Mining Camp and "un-conference" was a very "happening" way to spend a Saturday. Over 500 people attended the ... [Read more...]

Get the Basics right – Suggestion for R Beginners

October 17, 2011 | Ram

I am always looking for suggestions on how to get better at R, esp. for beginners. So when I see someone who's gotten adept at it, I ask them how they got there.This weekend, at the Bay Area ACM Data Mining Camp, one person gave me what seemed like ... [Read more...]

Revolution Newsletter: October 2011

October 17, 2011 | David Smith

The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full October edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Applications of R Contest: Deadline ... [Read more...]

R Tools for FEC Campaign Finance Disclosure Data

October 17, 2011 | chris compeau

For my first contribution to the blog, I wanted to make some kind of enlightening visualization of campaign finance disclosure data from the Federal Election Commission’s website. It looks like they’re working on some new, easy-to-use data dumps here, but … Continue reading → [Read more...]

Lattice when modeling, ggplot when publishing

October 17, 2011 | Luis

When working in research projects I tend to fit several, sometimes quite a few, alternative models. This model fitting is informed by theoretical considerations (e.g. quantitative genetics, experimental design we used, our understanding of the process under study, etc.) but … Continue reading → [Read more...]
1 5 6 7 8 9 14

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)