I know next to nothing about golf. My mini-golf scores typically approach the maximum of 7 per hole, and I’ve never actually played macro-golf. I did publish a paper on golf once (A Probability Model for Golf Putting, with Deb Nolan), but it’s not so rare for people to ... [Read more...]

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Carbs In Part 2 of this series, micro-nutrients were cited as a non-factor for weight gain. This is not the case with macro-nutrients (carbohydrates, fats, proteins, water). While fats, proteins and water are essential (without them you could no... [Read more...]

Thursday, June 28th, 2012  19h. [Read more...]

The eighth annual R user conference, UseR! 2012, has come and gone — and what an event it was! I've been to five useR! conferences so far, and each one improves upon the last. This year's conference at Vanderbilt was the best so far: an outstanding location (my first visit to Nashville, ... [Read more...]

In financial applications one frequently comes across the need to draw samples according to an assumed distribution. This could be because one wants to simulate stock prices for a Monte Carlo simulation, to price an option payout or to generate … Continue reading → [Read more...]

I’m happy to present this jam-packed episode of the R-Podcast dedicated to using the ggplot2 package for visualization. This episode will have a companion screencast released in the next few days. I use data from the Hockey Summary Project to demonstrate how to create a series of boxplots of ... [Read more...]

Introduction I've recently been interested in how to communicate information using color. I don't know much about the field of Color Theory, but it's an interesting topic to me. The selection of color palettes, in particular, has been a topic I've been faced with lately. I downloaded 18 different sequential color ... [Read more...]

Time for an update of the plots. Here are the teams still left in the competition. This is the group stratification. Finally, the busy plot. [Read more...]

I came across a very descriptive visualization of the Factor Attribution that I will replicate today. There is the Three Factor Rolling Regression Viewer at the mas financial tools web site that performs rolling window Factor Analysis of the “three-factor model” of Fama and French. The factor returns are available ... [Read more...]

First of all, useR 2012 (the 8th International R User Conference) was, hands down, the best-organized conference I’ve had the luck to attend. The session chairs kept everything moving on time, tactfully but sternly; the catering was delicious and varied; … Continue reading → [Read more...]

I am a big fan of trees. It is a very nice way to see how financial pricing works, for derivatives. An with a matrix-based language (R for instance), it is extremely simple to compute almost everything. Even multiple assets options. Let us see how ... [Read more...]

Below is a link to a pdf (compiled with the amazing knitr package) and some accompanying data for a recent short course I gave on basic spatial data import/analysis/visualization in R. The class was only two hours and some of the participants were bein... [Read more...]

The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful ... [Read more...]

It turned out that I wrote the last post on “intergraph” package too hastily. After some feedback from CRAN maintainers and deliberation I decided to release the updated version of the “intergraph” package under the  original name (so no new package “intergraph0″) with version number 1.2. This version relies on legacy “... [Read more...]

CIO.com recently published its list of 9 open-source technologies to watch. Hadoop is first on the list, and second up is the R Project: R is an open source programming language and software environment designed for statistical computing and visualization. R was designed by Ross Ihaka and Robert Gentleman at ... [Read more...]

The workflow for statistical analyses is discussed at several places. Often, it is recommended:never change the raw data, but transform it, keep your analysis reproducible, separate functions and data, use R package system as organizing structure. In some recent projects I tried an S4 class approach for this workflow, ... [Read more...]

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After writing several hundreds of lines of R codes, I start to pay some attention to my coding style. Fortunately, I find a document about R style guide in google code. Surprisingly, R is among the most popular programming languages, such as C++, objective-C, python, java and html. I didn’... [Read more...]

Seeing as more people were interested in how I created my slides for the R conference than what was actually on them, I posted my source and commands to github. I used knitr with Rmarkdown source to convert to markdown that went into pandoc to create beamer slide. Enjoy! https://... [Read more...]