March 2012

Ruin probability and infinite time

March 27, 2012 | arthur charpentier

A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud... [Read more...]

Students: Help improve R with the Google Summer of Code

March 27, 2012 | David Smith

The Google Summer of Code project provides funding for students to write and contribute code to open-source projects of interest to Google. And given that R is widely used at Google, it's certainly a project of significant interest. So for the fifth year running the R Project will mentor students ... [Read more...]

Social Network Analysis with R

March 27, 2012 | Yanchang Zhao

By Yanchang Zhao, RDataMining.com If you have tried social network analysis or graph mining with R, you might have already come across package igraph before. The package is designed for graphs and network analysis in R. It can handle large … Continue reading → [Read more...]

Julia functions for the Rmath library

March 26, 2012 | Douglas Bates

1.1 Signatures of the d-p-q-r functions in libRmath Users of R are familiar with the functions for evaluating properties of and for sampling from probability distributions, the so-called d-p-q-r functions. The designation d-p-q-r reflects the fact t... [Read more...]

How to customize ggplot2 graphics

March 26, 2012 | Andrew Barr

I consider ggplot2 to be nothing short of a revolution in R graphics. I simply haven't found anything like this package for quickly and elegantly producing usable graphics.  I covered the quick and dirty basics of ggplot2 in a previous post. Now I... [Read more...]

Beta is not volatility

March 26, 2012 | Pat

The missing link between beta and volatility is correlation. Previously “4 and a half myths about beta in finance” attempted to dislodge several myths about beta, including that beta is about volatility. “Low (and high) volatility strategy effects” showed a plot of beta versus volatility for stocks in the S&P 500 ... [Read more...]

R functions for serious stats

March 25, 2012 | Thom

UPDATE: Some problems arose with my previous host so I have now updated the links here and elsewhere on the blog. The companion web site for Serious Stats has a zip file with R scripts for each chapter. This contains examples of R code and and all my functions from ... [Read more...]

The R-Podcast Episode 4: Data Structures-Introduction

March 25, 2012 | The R-Podcast

In this episode: Site updates, additional screencasts about R from other sites, listener feedback, and discussion on the fundamental data structures for R: vectors, matrices, lists, and data frames. The R code discussed in this episode is available in our GitHub repository, see the show notes for details. Leave us ... [Read more...]

Popularity of Programming Languages

March 25, 2012 | Ethan Fosse

As you can see, R is relatively popular (but more so on StackOverflow than GitHub):For the original graph, click here. This scatter plot is a reminder that R is useful to learn not only for statistical modeling (since there are so many excellent packag... [Read more...]
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