How does the effect of our expected returns change over time?  This is not academic  curiosity, we want to know in the context of our portfolio if we can.  And we can — we visualize the effect of expected returns in situ. First step The idea is to look at the ... [Read more...]

I’ve recently been scouring the internet for a public opinion data set pertaining to job satisfaction. I was particularly interested in examining how gender, age, and socio-economic status influence how satisfied an individual is with their current employment situation. For example, existing research suggests that women and private-sector employees ... [Read more...]

This is a gem of a book. It will become the book I give PhD students when they are learning how to write good R code. That is, if I ever see it again. I had hoped to write a review of it, but I haven’t seen it since ... [Read more...]

Books written to teach a general purpose programming language are usually organized according to the features of the language and examples often show how a particular language feature is interpreted by a compiler. Books about domain specific languages are usually organized in a way that makes sense in the corresponding ... [Read more...]

Having seen a twitter post speed by about Ulam Spirals I started to read up.  As the story goes in 1963 Stanislaw Ulam was bored at conference and started scribbling numbers in a spiral. What he discovered was a strange diaginal pattern of Prime Nu... [Read more...]

Apparently I have issues with my reading comprehension and with Textmate (initially) when it comes to using the sqldf package. G. pointed out in the previous comments, I could have just used options(gsubfn.engine = "R") instead of going through the trouble of installing the tcltk binaries. If you’ve ... [Read more...]

Conrad Sanderson just released the second pre-release 2.3.92 of what will be Armadillo 2.4.*. This is now in RcppArmadillo release 0.2.31 which is already on CRAN as of this morning. The NEWS entries summarising the changes for both a... [Read more...]

As reported on the Kaggle blog No Free Hunch, R remains the preferred tool for data scientists seeking to win the prizes in the predictive modeling competitions: More than 30% of Kaggle competitors report using R for their analysis, up from 22% a year ago. R's flexibility and the breadth of packages ... [Read more...]

As you may already know, I'm a proud owner of AMD FX-8150 8-core CPU. And I've purchased it not for gaming reasons, but for science. My previous CPU was painfully slow with such calculations as determination of the relation between fires and distance t... [Read more...]

Setting the CRAN repository so that it does not ask every time you try to install a package  is something that I think few people bother to do, but it is so simple and can save a fair bit of frustration when working.  This is accomplished through a setting in ... [Read more...]

By Joseph Rickert Anyone seeking to learn R faces two major challenges: (1) learning how to swim in the sea of information: R packages, books, websites, blog posts, message boards etc. that threatens to drown a newbie and (2) and coming to grips with the structure, syntax and features of the language ... [Read more...]

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...]