December 2011

R and the Geotechnical Exchange Format

December 24, 2011 | 0 Comments

Quite some time ago now, I wrote this function to read some *.gef files into R. "gef" stands for Geotechnical Exchange Format. Details on this data format can be found at http://www.geffiles.nl/, as well as several software tools. I had a long list of ... [Read more...]

Call for Abstracts for useR! 2012

December 24, 2011 | 0 Comments

The international R User Conference useR! 2012 will be held June 12-15 at Vanderbilt University in Nashville, Tennessee, USA, with a pre-conference full-day course offered [Read more...]

ML-Class Ex 7 – kMeans clustering

December 24, 2011 | 0 Comments

The K-means algorithm is a method to automatically cluster similar data examples together. The intuition behind K-means is an iterative procedure that starts by guessing the initial centroids, and then refines this guess by repeatedly assigning examples to their closest centroids and then recomputing the centroids based on the assignments. ... [Read more...]

Recology is 1 yr old

December 23, 2011 | 0 Comments

This blog has lasted a whole year already.  Thanks for reading and commenting. There are a couple of announcements: Less blogging: I hope to put in many more years blogging here, but in full disclosure I am blogging for Journal of Ecology now, ... [Read more...]

Recology is 1 yr old…

December 23, 2011 | 0 Comments

This blog has lasted a whole year already.  Thanks for reading and commenting. There are a couple of announcements:Less blogging:  I hope to put in many more years blogging here, but in full disclosure, I am blogging for Journal of Ecology no...
[Read more...]

A Christmas Miracle

December 23, 2011 | 0 Comments

Data files on 407 banks, between the dates of 2007 to 2009, on the daily borrowing with the US Federal Reserve bank. The data sets are available from Bloomberg at this address data This is an unprecedented look into the day-to-day transactions of ... [Read more...]

Programming traps when using "sample"

December 23, 2011 | 0 Comments

Standard sample function works differently when it gets single element integer vector as opposed to longer vectors. This can lead to unexpected bugs in R code.Several times I had a problem with code similar to one given here:for (i in 1:4) {&...
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Norman Nie on two big problems with Big Data

December 23, 2011 | 0 Comments

Revolution Analytics CEO Norman Nie sat down with Cassimir Medford from Business Agility to talk about the problems business today face with respect to Big Data. The two big problems identified: finding adequately trained personnel and locating the right tools. Norman traces the problem of finding skilled practitioners to work ... [Read more...]

Portfolio Optimization in R, Part 4

December 23, 2011 | 0 Comments

This post will conclude the portfolio optimization series.  In this post, we will construct a trading strategy based on portfolio optimization and test the results against the CAPM market portfolio as well as another strategy.It is worth reiterati... [Read more...]

Happy Holidays and Best Wishes for 2012

December 22, 2011 | 0 Comments

This is just a quick note to wish you and your family a very healthy and happy holidays and wonderful New Year! I hope you enjoyed reading my blog and thank you for your comments and emails. Here is a short R code that implements an interesting idea from the ... [Read more...]

AQP 0.9-9 is ready: 1.0 should be out by 2012-01-01 !

December 22, 2011 | 0 Comments

Version 1.0 of AQP is nearly ready-- after nearly 3 years of development, 2 years on R-Forge, and 1+ year on CRAN. Just pushed version 0.9-9 to R-Forge, and it should be on CRAN within a couple days. Recent changes are listed below, clipped from the NE... [Read more...]

R 2.14.1 is released

December 22, 2011 | 0 Comments

Peter Dalgaard announced today the release of the new R version 2.14.1.  Bellow is the announcement.  For R users who are using windows, I suggest to [Read more...]

ASU Tuition by Academic Year

December 22, 2011 | 0 Comments

Description:Arizona State University tuition fees from 1987-2011.Data:https://azregents.asu.edu/ABOR%20Reports/TUITION%20HISTORY.pdfAnalysis:It has been suggested that the 'cost' of tuition has remained the same throughout the years, yet the 'price' of...
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Rcpp 0.9.8

December 22, 2011 | 0 Comments

A new release 0.9.8 of Rcpp is now on CRAN and will also get into Debian shortly (once I finish building R 2.14.1). This release contains a few incremental changes. Romain, sponsored by by the Open Source Programs Office at Google, had released a... [Read more...]

Graphing Twitter friends/followers with R (updated yet again)

December 22, 2011 | 0 Comments

Those of you following my occasional updates here know that I have previously posted code for graphing Twitter friend/follower networks using R (post #1. post #2). Kai Heinrich was kind enough to send me some updated code for doing so using a newer version of the extremely useful twitteR package. His ... [Read more...]

First impressions of Doing Bayesian Data Analysis

December 22, 2011 | 0 Comments

About a month ago I was discussing the approach that I would like to see in introductory Bayesian statistics books. In that post I mentioned a PDF copy of Doing Bayesian Data Analysis by John K. Kruschke and that I … Continue reading → [Read more...]

Partisan Bias in Fed Inflation Forecasts?

December 22, 2011 | 0 Comments

Following on from my previous post about US Federal Reserve inflation forecast errors, I decided to put together a descriptive graph to see if there might be a partisan bias to these forecast erros. Also, given all of the work in the political eco...
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Legislative Activity in the Danish Parliament

December 22, 2011 | 0 Comments

As mentioned in this post, I have been using the powerful combination of the Beautiful Soup and Mechanize modules in Python to build a web scrapers. The amount of data on the web is amazing, and I believe that any quantitatively oriented social scienti... [Read more...]
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