Does minimum variance act differently from low volatility?  Do either of them act like low beta?  What about high volatility versus high beta? Inspiration Falkenblog had a post investigating differences in results when using different strategies for low volatility investing.  Here we look not at a single portfolio of a ... [Read more...]

The forecast package uses the base R graphics for all plots, but some people may prefer to use the nice graphics available using the ggplot2 package. In the following two posts, Frank Davenport shows how it can be done: Plotting forecast() objects in ... [Read more...]

n! means n x (n - 1) x ... x 3 x 2 x 1For example, 10! = 10 x 9 x ... x 3 x 2 x 1 = 3628800,and the sum of the digits in the number 10! is 3 + 6 + 2 + 8 + 8 + 0 + 0 = 27.Find the sum of the di... [Read more...]

We are currently experiencing an extremely hot month in Montréal (and more generally in North America). Looking at people having a beer, and starting the first barbecue of the year, I was wondering: if we asked people if global warming was a good ... [Read more...]

I found out that last.fm had made data files available for their Best of 2011 artist list, and I thought it'd be a great opportunity to learn some more about data management in R and Ggplot2. [Read more...]

This is my first introduction to D3 and I am simply blown away.  Mike Bostock (@mbostock), you are genius and thanks for creating D3!  With HANA, R, D3, HTML5 and iPad, and you got yourself a KILLER combo!I have been burning my midnight oil o... [Read more...]

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The following function "exp.mat" allows for the exponentiation of a matrix (i.e. calculation of a matrix to a given power). The function follows three steps:1) Singular Value Decomposition (SVD) of the matrix2) Exponentiation of the singular values3) Re-calculation of the matrix with the new singular valuesThe most common ... [Read more...]

A Pareto Chart is a sorted bar chart that displays the frequency (or count) of occurrences that fall in different categories, from greatest frequency on the left to least frequency on the […] [Read more...]

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Rainer pointed out, in response to my post, Row names in data frames: Beware of 1:nrow, that if I’d used rownames(x) [Read more...]

Monday, March 26, 2012  14h-16h, Stewart Biology N4/17 Corey Chivers, Department of Biology McGill University This is a meetup of the Montreal R User Group. Be sure to join the group and RSVP. More information about the workshop here. Topics Why would we want to be Bayesian in the first place?  ... [Read more...]

In my last post I presented a function for extracting data from a forecast() object and formatting the data so that it can be plotted in ggplot.  The scenario is that you are fitting a model to a time series object with training data, then forecas... [Read more...]

I’m in the process of remaking all the metadata from scratch and looking once again at the question of UHI. There are not any global conclusions we can draw from the data yet; I’m just in the process of checking out everything that is available that could be ... [Read more...]

This question arose while addressing Comments on a previous blog post about exponentially distributed delays. One of my ongoing complaints is that many, if not most, popular load-test generation tools do not provide exponential variates as part of a library of time delays or think-time distributions. Not only is this ... [Read more...]

Registration is now open for R/Finance 2012 in Chicago, the conference devoted to applications of R in the financial sector. The program has also been announced, with topics including: modelling insurance claim reserves; risk management in power markets; peer performance of hedge funds; hedging event risk; operational risk measurement with ... [Read more...]

I spent some time puzzling over row names in data frames in R this morning. It seems that if you make the row names for a data frame, x, as 1:nrow(x), R will act as if you’d not assigned row names, and the names might get changed when ... [Read more...]

I have recently modified the basic workflow of my lab notebook since discovering knitr. Before, I would write code files which I could track on github, push figures created by the code to flickr, and then write a notebook entry on wordpress describing what I was doing. I’d embed ... [Read more...]

If you’re using base::plot in R for the first time (for example if you do plot(pima) or plot(faithful) (use ??pima if you can’t find the dataset)) you may have looked at ?plot (2 page help file) or ?par (12 page help file) to figure out what’s ... [Read more...]

Something about that cold weather... The number of internet users in the Nordic countries has greatly outpaced the world by comparison. Denmark, Iceland, Norway, Sweden, Finland - all in the elite echelon. These countries share a common ancestry -... [Read more...]