This is (roughly) the lightning talk I gave in useR2011. If you are a reader of R-bloggers.com then this talk is not likely to tell you anything new. However, if you have a friend, college or student who is a new useRs of R, this talk will offer him ... [Read more...]

In our exercise of learning modelling in R, we have till now succeeded in doing the following:Importing the dataPreparing and transforming the dataRunning a logistic regressionCreating a decision treeSpecifically, we created a decision tree using the r... [Read more...]

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I played around with reverse dependencies of Rcpp. At the moment, 44 packages depend on Rcpp and the number goes up to 53 when counting recusive reverse dependencies. I've used graphviz for the representation of the directed graph Here is the c... [Read more...]

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I like to follow good practice when I program. I want my code to be readable, properly indented, modular and re-usable. And I want my variables to have descriptive names. There’s nothing that I hate moderately dislike more than arbitrary … Continue reading → [Read more...]

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SabreR just released an update. It is another software package that can estimate multivariate multilevel model (other options are aML, MCMCglmm, etc.). They seem to also have a book dedicated to the software, which be worth checking out.It will be grea... [Read more...]

In this post, I describe how to prepare your data for migrating between SPSS/Excel and R. This is the third …Continue reading » [Read more...]

I just got the “news” that Dennis Ritchie died, although this happened on October 12… The announcement was surprisingly missing from my information channels and certainly got little media coverage, compared with Steve Jobs‘ demise. (I did miss the obituaries in the New York Times and in the Guardian. The Economist ... [Read more...]

This is a copy of a post by me on the R-statistics blog. Fortran and C programmers often say that interpreted languages like R are nice and all, but lack in terms of speed. How fast something works in R… See more › [Read more...]

There have been several requests to an R User Group in Ireland, so thanks to Kevin O'Brien for stepping up to co-ordinate the Dublin-R group. Kevin invites all R users in the area to the first meeting on November 17: The Dublin R users group will be holding a series of ... [Read more...]

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My treebase package is now up on the CRAN repository. (Source code is up, the binaries should appear soon). Here’s a few introductory examples to illustrate some of the functionality of the package. Thanks in part to new data deposition … Continue reading → [Read more...]

Everyday, a poor soul tries to understand copulas by reading the corresponding Wikipedia page, and gives up in despair. The incomprehensible mess that one finds there gives the impression that copulas are about as accessible as tensor theory, which is a shame, because they are actually a very nice tool. ... [Read more...]

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A common approach to reducing risk associated with financial portfolios is diversification. A portfolio made of components that are all highly correlated with each other -- a portfolio composed solely of financial stocks, for example -- is risky, because if there's a wide-spread crisis that affects the banking sector, all ... [Read more...]

In my previous post, I employed a rather crude and non-parametric approach to see if I could predict the direction of stock returns using the function runs.test(). Lets go a step further and try modelling this with a parametric econometric approach. The company that I choose for the study ... [Read more...]

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