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We quite regularly use genetic algorithms to optimise over the ad-hoc functions we develop when trying to solve problems in applied mathematics. However it’s a bit disconcerting to have your algorithm roam through a high dimensional solution space while not being able to picture what it’s doing or ... [Read more...]

I came across a free source of Intraday Forex data while reading Forex Trading with R : Part 1 post. You can download either Daily or Hourly historical Forex data from the FXHISTORICALDATA.COM. The outline of this post: Download and Import Forex data Reference and Plot Intraday data Daily Backtest Intraday ... [Read more...]

I'd like to start with something small, and simple. The thing about analyzing the data of your own life is that you are the only one doing the research, so you also have to collect all of the data yourself. This takes effort; and, if you'd like to build a ... [Read more...]

A recent post on the Junkcharts blog looked at US weather dataand the importance of explaining scales (which in this case went up to 118). Ultimately, it turns out that 118 is the rank of the data compared to the previous 117 years of data (in ascending order, so that 118 is the highest). ... [Read more...]

[This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to share your [Read more...]

There are plenty of data on internet, however it is raw data. Think for a second about public surveillance cameras - useful to check the traffic on the route or busy place, but anything else? What if you want to know how many cars are on the route? How many ... [Read more...]

Karthik Ram gave an Introduction to R a couple of weeks ago, and I strongly recommend you to take a look at his cool HTML5 slides. I started trying HTML5 slides last year, and now it is difficult for me to go back to beamer, which I have used for ... [Read more...]

In the idealized physical world, a rotor is simply a mass attached to an axis of length , free to move in the plane. Gravity and friction are absent. Such a rotor becomes a kicked rotor if it is periodically hit with a hammer. Every kick transfers momentum to the rotor ... [Read more...]

Suppose that we want to calculate the expected distance of a DNA motif within a DNA target sequence, if we know the composition bias or the probability distribution (multinomial model) we can compute it just fine.Download the R code [Read more...]

As I have discussed in a number of previous posts, the median represents a well-known and widely-used estimate of the “center” of a data sequence.  Relative to the better-known mean, the primary advantage of the median is its much reduced outlier sensitivity.  This post briefly describes a simple confidence interval ... [Read more...]

As I have mentioned in my previous post I am about to make my code for finding co-integrated pairs run in parallel and more efficient. But before I do so in the actual co-integration code I would like to run some tests to see whether it would improve t... [Read more...]

This is not an investment advice!! Couple of weeks back, during amst-R-dam user group talk on backtesting trading strategies using R, I mentioned the most effective style for hedge funds is relative value statistical arbitrage, I read it somewhere. After … Continue reading → [Read more...]

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JGR LogoThis post introduces how to use the Java Gui for R (JGR, pronounced Jaguar) along with the Deducer package (manual here) to get a fairly full featured graphical user interface for R.InstallationNote: Be sure you are logged into an account with ... [Read more...]

It is difficult for R package authors to know how much (if at all) their packages are being used. CRAN does not calculate or make public download statistics (though this might change in the relatively near future), so authors can't tell if 10 or 10,000 people are using their work. Deducer is ... [Read more...]

The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full April edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Spring Webinar Series. Our Spring ... [Read more...]

Introduction It's not really surprising that meditation might aid in executive control, since the act of meditation is basically an exercise in executive control. Take mindfulness, for example, I would say that the fundamental aspects of mindfulness practice is present moment awareness and emotional acceptance; practices that easily could be ... [Read more...]

Here's a quick tip for anyone wishing to export results, say a regression table, from R to MS Word:require(R2wd)# install packages required# install software RCOM, RDCOMClient # (I had to restart the R-Session after the above step to get it work)wdGet(... [Read more...]

From April 10 to April 11, my team (Anne, Juergen and myself) host an InnoJam in Boston. It was a really great event, but the data provided by the City of Boston wasn't exactly in the best shape, so we took a lot of efforts (with a help of the SAP Guru... [Read more...]