One of the nice things about tracking the R subversion repository using git instead of subversion is you can do git shortlog -s -n which gives you 19855 ripley 6302 maechler 5299 hornik 2263 pd 1153 murdoch 813 iacus 716 luke 6... [Read more...]

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A recent provisional data release from the Ministry of Justice contains sentencing data from English(?) courts, at the offence level, for the period July 2010-June 2011: “Published for the first time every sentence handed down at each court in the country between July 2010 and June 2011, along with the age and ethnicity ... [Read more...]

The Objective To find the non-duplicated elements between two or more vectors (i.e. the ‘yellow sections of the diagram above) The Problem I needed the opposite of R’s intersect() function, an “outersect()“. The closest I found was setdiff() but the order of the input vectors produces different results, ... [Read more...]

A/B testing is a method for comparing the effectiveness of several different variations of a web page. For example, an online clothing retailer that specializes in mens’ streetwear may want to examine whether a black or pink background results in more purchases from visitors to the site. Lets say ... [Read more...]

When designing a trading strategy, I want to make sure that small changes in the strategy parameters will not transform the profitable strategy into the loosing one. I will study the strategy robustness and profitability under different parameter scenarios using a sample strategy presented by David Varadi in the Improving ... [Read more...]

First things first...what's "R"? Simply put...is a programming language and software environment for statistical computing and graphics. More infomation can be found here R on WikipediaI have code in many programming languages, some of them very commer... [Read more...]

As with any language, there are often several ways to code up the solution to a programming problem in R. If performance of the code is important (i.e. it's something you plan to run many times, or with a lot of data), how you code the solution can often ... [Read more...]

(Update: The csound package is now available on CRAN.) Do your random variables need to groove more? Of course they do. That's why I've been working on the upcoming csound package for R, which connects to Csound computer synthesis software to make any sound imaginable. Your computer'll be the hippest ... [Read more...]

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The University of Washington is holding a web-based course which will be of interest to anyone who wants to learn about financial modeling with R: Financial Data Modeling and Analysis in R (AMATH 542) is a comprehensive introduction to the R statistical programming language for computational finance offered by the University ... [Read more...]

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If there are two (can be generalized to n) classes and both follow the same distribution (but with different parameters) it is possible to predict which class an observations comes from. Here I’ll try to predict a sample’s gender based on their height. The distribution of a person’... [Read more...]

Any frequent reader of R-bloggers will have come across several posts concerning the optimization of code - in particular, the avoidance of loops.Here's another aspect of the same issue. If you have experience programming in other languages besides R, this is probably a no-brainer, but for laymen, like myself, ... [Read more...]

There is a nice short article on memory issue in R at http://www.matthewckeller.com/html/memory.html. If you use R to process large data, you might find it helpful. It introduces: - checking how much memory an object is taking; - the memory … Continue reading → [Read more...]

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The Comprehensive R Archive Network, or CRAN for short, has been a major driver in the success and rapid proliferation of the R statistical language and environment. CRAN currently hosts around 3400 packages, and is growing at a rapid rate. Not too ... [Read more...]

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