you can write it aswrite.table(r.data.frame, "excel.file.xls", sep="\t", na="", row.names=F)which I can usually open in Excel just by clicking on it.Credit: http://tolstoy.newcastle.edu.au/R/help/05/04/3388.html [Read more...]

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The return of a hypothetical fund was 17.9% in 2010.  We want to know if that is good or bad. The benchmark method The assets in the portfolio are constituents of the S&P 500, so we can compare our fund return to the return of the index. Figure 1: 2010 returns of: the fund ... [Read more...]

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Yesterday I ran into an equation that was a sum of an exponential and a linear term: It doesn’t take long to figure out that there is no analytical solution, and so I set out to write some crappy numerical code. After wasting some time with a fixed point ... [Read more...]

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[This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want [Read more...]

The Black-Litterman Model was created by Fisher Black and Robert Litterman in 1992 to resolve shortcomings of traditional Markovitz mean-variance asset allocation model. It addresses following two items: Lack of diversification of portfolios on the mean-variance efficient frontier. Instability of portfolios on the mean-variance efficient frontier: small changes in the input ... [Read more...]

Once you become addicted to chess game analysis, it becomes very easy to swamp yourselves with questions regarding different aspects of the game. Testing out different hypothesis like preference of mobility versus positional advantage requires a bit of manual chess game mining, which could potentially be analyzed using R. With ... [Read more...]

This post is a quick follow up from my initial article on Sweave to add a note on how to get a plot in landscape orientation to fill the whole page, plus a little example of using BibTex.Just to clarify  my … Continue reading → [Read more...]

I couldn’t let this one go. The conclusion draw here by this author that Randy Johnson was “the best pitcher of all time” was not something I could allow to slip through the cracks. Johnson was awesome. Incredible to watch. … Continue reading → [Read more...]

We're proud to announce the latest update to the enhanced, commercial-grade distribution of R, Revolution R Enterprise 5.0. With each new release, Revolution R Enterprise adds more capabilities to open-source R, to make R users more productive, to improve performance of R programs, to support Big Data analytics, and to provide ... [Read more...]

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I’ve been working through Gelman et al.’s otherwise excellent Bayesian Data Analysis and it’s going reasonably well. My statistics is a little bit rusty so it’s taken time to work through all of the exercises and really understand what’s going on. But I say “otherwise ... [Read more...]

I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201... [Read more...]

Hadley Wickham, R guru and author of several popular R packages (ggplot2 and plyr, to name just two), will present his 2-day R Development Master Class in New York City, December 12-13. This two-day course offers expert instruction in R programming and package development, and is ideal for anyone looking ... [Read more...]

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New O'Reilly book on parallel R computation: Looks like it covers snow, multicore, parallel (package), and some others. Anyone know anything more about this book? [Read more...]

Hadley writes: I [Hadley] am going to be teaching an R development master class in New York City on Dec 12-13. The basic idea of the class is to help you write better code, focused on the mantra of “do not repeat yourself”. In day one you will learn powerful ... [Read more...]