During the summer I was contacted by a hedge fund from Bahamas. The fund was looking for someone with R language skills on-site and insisted for phone interview. Besides obvious questions about finance, statistics, coding and how many tennis balls can fit in Boeing 747 (ok, this question was omitted), they ... [Read more...]

I was reminded recently it has been a while since my last posting.  So here is a quick analysis of a strategy that works pretty well.Much has been written on the changes to the NG market structure over the past few years; the influence of financial investors and the ... [Read more...]

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Logistic regression is a type of regression used when the dependant variable is binary or ordinal (e.g. when the outcome is either “dead” or “alive”). It is commonly used for predicting the probability of occurrence of an event, based on several predictor variables that may either be numerical or ... [Read more...]

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In Accessing and Visualising Sentencing Data for Local Courts I posted a couple of quick ways in to playing with Ministry of Justice sentencing data for the period July 2010-June 2011 at the local court level. At the end of the post, I wondered about how to wrangle the data in ... [Read more...]

I was recently asked by a R user about how one could extract the “rule” in a classification/regression tree. The requirement was to obtain the path traced from the root node to the leaf nodes and obtain all the paths or “rules” path.rpart() function in the mvpart package ... [Read more...]

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. ... [Read more...]

The world has changed. You can feel it on GitHub. You can smell it on Google+. The knitr package, as an alternative tool to Sweave, has features that you have been longing for, and features that you might have never imagined. Thumb through the PDF manu... [Read more...]

Recently, on Andrew Gelman's blog there was a discussion about how to get yourself a statistics education (presumably without going through the whole process of becoming a professional statistician). Here's the discussion on Gelman's blog, with lots of... [Read more...]

A few months ago, I had blogged about using R inside of Qt. This used our RInside package for embedding the statistical programming environment and language R inside of a C++ application, and further relies on our Rcpp package for R and C++ integrati... [Read more...]

I’ve been reading The Big Picture, and again, there was a discussion about seasonality in stock markets (see Fourth Quarter is Da Bomb). I’ve already discussed the two seasonal investment scenarios (Nov. to Apr VS May to Oct) in this post, and was wondering if one could break ... [Read more...]

Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the ... [Read more...]

__ data(quakes)__ head(quakes) lat long depth mag stations 1 -20.42 181.62 562 4.8 41 2 -20.62 181.03 650 4.2 15 3 -26.00 184.10 42 5.4 43 4 -17.97 181.66 626 4.1 19 5 -20.42 181.96 649 4.0 11 6 -19.6... [Read more...]

Ever since I heard about Kaggle.com at this year's Bay Area Data Mining Camp, I've wanted to participate. But I was feeling somewhat intimidated. Jeremy Howard's "Intro to Kaggle" talk at yesterday's MeetUp (DataMining for a Cause) was exactly what I... [Read more...]

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The Orange County R Users Group is hosting a free webinar presented by Hadley Wickham, author of the ggplot2 graphics package for R. The webinar, "Advanced Visualizations in R with Hadley Wickham" is live from 6PM-7PM Pacific Time tomorrow, December 1. You can register at the LinkedIn event page below, ... [Read more...]

We just got word that rOpenSci was a runner-up in the first Binary Battle!  Thank you for all the support so far! We entered two of our packages for integrating with PLoS Journals (rplos) and Mendeley (RMendeley) in the Mendeley-PLoS Binary Battle.  Get them at GitHub (rplos; RMendeley). These two ... [Read more...]

After writing the last post on using sendEmail to send email from R I decided to create a simple GUI to enable this functionality. A snapshot image of the GUI is shown above. To use this GUI, you will need to install the following packages in R: gWidgets gWidgetsRGtk2 Windows ... [Read more...]