The videos from 'Tiki + PluginR' workshop given in Madrid (Nov'12) in the context of the "3as Jornadas de Usuarios de R en Castellano" are available online. See it within the page of the fulll workshop: 2011. Taller 5: Crea interfaces Web 2.0 a tus programas en R con software libre (LAMP + Tiki + PluginR). 3... [Read more...]

Just had supper. My stomach is full of cabbage, carrot and noodle. I’d like to solve the ninth problem to stretch my mind. This one is about Pythagorean theorem. A Pythagorean triplet is a set of three natural numbers, a __ b __ … Continue reading → [Read more...]

Why study networks? Development and aid projects these days are more and more often focussing on supporting networks, so tools to analyse networks are always welcome. In this post I am going to present a very easy-to-use package for the stat... [Read more...]

In Tiki9 icons and some other image paths have been refactored to share a common base folder. PluginR up to version 0.73 was using only paths from Tiki up to Tiki8. PluginR version 0.74 includes the icon also in the new path, so that it can be insta... [Read more...]

Now that every team has played a match it will be interesting to see how this has affected the (inverse) odds of victory. Since the plot in my last post was a bit ‘busy’, I have decided to use the facet_wrap function in gglplot2 to stratify by group. Also, ... [Read more...]

This is our first post of a series of posts that we plan to post here every now and then about our musings on R. What we use it for, new R packages that we discover, the power of using Tiki & PluginR in conjunction with R to produce web 2.0 reports ... [Read more...]

Here is a little overview on GenABEL library developed by Yurii Aulchenko (www.genabel.org/). GenABEL is a full-featured R library for dealing with Genome-Wide Association analysis of binary and quantitative traits. Compared to the ‘genetics’ package and many other tools, GenABEL … Continue reading → [Read more...]

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I have discussed Volatility Position Sizing in the Volatility Position Sizing to improve Risk Adjusted Performance post using the Average True Range (ATR) as a measure of Volatility. Today I want show how to use historical volatility to adjust portfolio leverage. Let’s start with Buy and Hold strategy using ... [Read more...]

Hollywood movies are obsessed with outrunning explosions and outrunning crashing alien spaceships. For explosions the movies give the optimal (but unusable) solution: run straight away. For crashing alien spaceships they give the same advice, but in this case it is wrong. We demonstrate the correct angle to flee. Running from ... [Read more...]

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Once again working on my slides for the AMSI Lecture 2012 tour, it took me a while to get the following LaTeX code (about the family reunion puzzle) to work: \begin{frame}[fragile,label=notleM2] \slidetitle{A family meeting} \begin{block}{Random switch of couples} \only{ \begin{itemize} \item Pick two ... [Read more...]

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Last week, @3wen (Ewen) helped me to write nice R functions to extract tweets in R and build datasets containing a lot of information. I've tried a couple of time on my own. Once on tweet contents, but it was not convincing and once on the activit... [Read more...]

I finally got around to publishing my time series cross-validation package to github, and I plan to push it out to CRAN  shortly. You can clone the repo using github for mac, for windows, or linux, and then run the following script to... [Read more...]

We're definitely in the age of Big Data: today, there are many more sources of data readily available to us to analyze than there were even a couple of years ago. But what about extracting useful information from novel data streams that are often noisy and minutely transactional ... aye, there's ... [Read more...]

The effect of blockbuster projects on kickstarter pledges (via Blockbuster Effects » The Kickstarter Blog — Kickstarter) [Read more...]

Why settle for just one realisation of this year’s UEFA Euro when you can let the tournament play out 10,000 times in silico? Since I already had some code lying around from my submission to the Kaggle hosted 2010 Take on the Quants challenge, I figured I’d recycle it for ... [Read more...]

Background As of ggplot2 0.9.0 released in March 2012, there is a new generic function autoplot.  This uses R's S3 methods (which is essentially oop for babies) to let you have some simple overloading of functions.  I'm not going to get deep into oop, because honestly we don't need to. The idea ... [Read more...]

What's the gain over lm()?By Ben OgorekRandom effects models have always intrigued me. They offer the flexibility of many parameters under a single unified, cohesive and parsimonious system. But with the growing size of data sets and increased ability to estimate many parameters with a high level of accuracy, ... [Read more...]