This R code fits an artificial neural network in R and generates Base SAS code, so new records can be scored entirely in Base SAS. This is intended to be a simple, elegant, fast solution. You don’t need SAS Enterprise … Continue reading → [Read more...]

Which text editor do you use? Once in a while this question pops up on the R-help mailing list. Up until recently I used the KDE text editor Kate under Linux. Recently, I came across a new text editor for… See more › [Read more...]

Small changes in the input assumptions often lead to very different efficient portfolios constructed with mean-variance optimization. I will discuss Resampling and Covariance Shrinkage Estimator – two common techniques to make portfolios in the mean-variance efficient frontier more diversified and immune to small changes in the input assumptions. Resampling was introduced ... [Read more...]

I asked my research group recently what they wished they had learned before they started work on a PhD. Here are some of the responses. More mathematics. Particular topics they named included real analysis, functional analysis, measure theory, algebra, linear algebra. That would have been my response also. I still ... [Read more...]

Casting doubt on the possibility of mean reversion in the S&P 500 lately. Previously A look at volatility estimates in “The mystery of volatility estimates from daily versus monthly returns” led to considering the possibility of autocorrelation in the returns.  I estimated an AR(1) model through time and added a ... [Read more...]

A few years ago we had this really cool idea: we had to establish a trial to understand wood quality in context. Sort of following the saying “we don’t know who discovered water, but we are sure that it wasn’t … Continue reading → [Read more...]

So in prepping for my latest manuscript on population dynamics I have been creating all the necessary figures.  One of them I considered was a 2-d surface plot of a modified Ricker equation showing the transitions from extinction stability, and stability to limit cycles.  Inconveniently though the only way to ... [Read more...]

Time Series as calendar heat maps + All of my running data since April 1, 2009 = Generated by the following code: #Sample Code based on example program at: source(file = "calendarHeat.R") run [Read more...]

I will be teaching a workshop on R and LaTeX at NEAIR in just under a month. One of the issues I will encounter is a lack of Internet access. I also work with restricted data from NCES which requires the computer to be secured including no network access. As ... [Read more...]

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Today I needed to cut out a rectangle of geologic data from a state-wide map in an AEA coordinate system, using a bounding box from a UTM zone 10 region, with the output saved in UTM zone 10 coordinates. PostGIS makes this type of operation very simple... [Read more...]

Seeing as I’m on a bit of an XPath kick as of late, I figured I’d continue on scraping search results but this time from Yahoo.com Rolling my own version of xpathSApply to handle NULL elements seems to have done the trick and so far it’s ... [Read more...]

Writing the article "How much does "Beta" change depending on time?", I learned how to create an animation by using R language. Then, I would like to continue do that in this article.In this article, I visualize time series of JGB term struct... [Read more...]

Dear readers and R experts, I submit to you a mysterious R quirk which has been baffling me for the best part of a week. I found a work-around but I’d love it if someone could explain this strangest of … Continue reading → [Read more...]

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In case you missed them, here are some articles from October of particular interest to R users. The creator of the ggplot2 package, Hadley Wickham, shares details on some forthcoming big-data graphics functions (based on research sponsored by Revolution Analytics). A list of several dozen free data sources that can ... [Read more...]

Tony Breyal woke up an old code optimization problem in this blog post, so I figured it was time for an Rcpp based solution This solutions moves down Henrik Bengtsson's idea (which was at the basis of attempt 10) down to C++. The idea was to call sprintf less than the ... [Read more...]

In this recent editorial about the Occupy Wall Street movement, Richard Kim profiles a protestor that despite having a master’s degree can’t find a job. This particular protestor quit his job as a school teacher three years ago and took out a $... [Read more...]

I wanted to play around with the Facebook Graph API  using the Graph API Explorer page as a coding exercise. This facility allows one to use the API with a temporary authorisation token. Now, I don’t know how to make an R package for the proper API where you ... [Read more...]

A couple months ago I came across the bridge and torch problem at a careers fair in Oxford. A young tech company called QuBit used it as a brain teaser challenge for would be software engineers to solve before submitting … Continue reading → [Read more...]