February 2012

Generation of correlated random numbers: recommended article

February 29, 2012 | 0 Comments

This quick blog entry to share an excellent article of Thijs van den Berg entitled Generating Correlated Random Numbers. This author describes in a nicely way how to generate sequences of correlated random numbers using the Cholesky decomposition, and a Eigenvector … Continue reading → [Read more...]

R turns 12; R 2.14.2 is out

February 29, 2012 | 0 Comments

As promised by the R Core Group, R 2.14.2 is out. This is the final patchlevel of the R 2.14.x series (R 2.15.0 is due on March 30), and so R 2.14.2 will be the R engine for the next release of Revolution R Enterprise in a couple of months. Today also marks the 12... [Read more...]

Massive Increase in Ethanol Production

February 29, 2012 | 0 Comments

Description: Yearly production of Ethanol in the United States since 1980. Data: http://www.ethanolrfa.org/ Analysis: When it comes to fuel - especially for transportation - oil is king. In 2010, the United States imported 180.8 billion gallons ... [Read more...]

ROracle 1.1-1 Delivers Performance Improvements

February 29, 2012 | 0 Comments

The Oracle R Advanced Analytics team is happy to announce the release of the ROracle 1.1-1 package on the Comprehensive R Archive Network (CRAN).  We’ve rebuilt ROracle from the ground up, working hard to fix bugs and add optimizations. The new version introduces key improvements for interfacing with Oracle ... [Read more...]

A Direct Marketing In-flight Forecasting System

February 29, 2012 | 0 Comments

This is an edited version of A Direct Marketing In-flight Forecasting System. The original article was written by Shannon Terry and Ben Ogorekm, Nationwide Insurrance, in order to enter the “Applications of R in Business” contest organised by Revolution Analytics. This is the winning entry of the contest. I added ... [Read more...]

Functional ANOVA using INLA – update

February 29, 2012 | 0 Comments

INLA author Håvard Rue wrote me to point out a problem in the Functional ANOVA code given in this post. I made a mistake in setting the precision of the fixed effects (I used “default” instead of “prec”). I’ve put Håvard’s corrected version of the code ... [Read more...]

Graphical message boxes with R package tcltk

February 29, 2012 | 0 Comments

Sometimes you just need a graphical messagebox....know what I mean? If only because it pops up in front of all the other open windows and alerts you to the fact that your R script is waiting for you to do something, or is finished doing something el... [Read more...]

ABC in Roma [R lab #1]

February 29, 2012 | 0 Comments

Here are the R codes of the R labs organised by Serena Arima in supplement of my lectures. This is quite impressive and helpful to the students, as illustrated by the first example below (using the abc software). I am having a great time teaching this “ABC in Roma” course, ... [Read more...]

Statistics project ideas for students

February 29, 2012 | 0 Comments

Here are a few ideas that might make for interesting student projects at all levels (from high-school to graduate school). I’d welcome ideas/suggestions/additions to the list as well. All of these ideas depend on free or scraped data, which means tha... [Read more...]

XYZ geographic data interpolation, part 2

February 29, 2012 | 0 Comments

Having recently received a comment on a post regarding geographic xyz data interpolation, I decided to return to my original "xyz.map" function and open it up for easier interpretation. This should make the method easier to adapt and follow.The above graph shows the distance to Mecca as interpolated ... [Read more...]

A minimum variance portfolio in 2011

February 29, 2012 | 0 Comments

2011 was a good vintage for minimum variance, at least among stocks in the S&P 500. Previously The post “Realized efficient frontiers” included, of course, a minimum variance portfolio.  That portfolio seemed interesting enough to explore some more. “What does ‘passive investing’ really mean” suggests that minimum variance should be considered ... [Read more...]

Custom Amazon EC2 config for Rstudio

February 29, 2012 | 0 Comments

IntroductionThis post is a work in progress building on the previous post. It's my attempt to simultaneously learn Amazon's AWS tools and set up R and Rstudio Server on a customized "cloud" instance. I look forward to testing some R jobs that have la... [Read more...]

Expanding Visualization of published system edges (R)

February 28, 2012 | 0 Comments

I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I'll leave the reader to research related systems.  The basic message...
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PCA for NIR Spectra_part 006: "Mahalanobis"

February 28, 2012 | 0 Comments

Outliers have an important influence over the PCs, for this reason they must be detected and examinee.We have just the spectra without lab data, and we have to check if any of the sample spectra is an outlier ( a noisy spectrum, a sample which belongs ...
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Apprentice Piece with Lattice Graphs

February 28, 2012 | 0 Comments

Lattice graphs can be quite tedious. I don't use them too often and  when I need them I usually have to dig the archives for the parameter-details.The here presented example may serve as a welcome template for the usage of panel functions, panel o...
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