Performance analysis of an example portfolio. The portfolio We explore a particular portfolio during 2007.  It invests in S&P 500 stocks and starts the year with a value of $10 million.  Initially there are 50 names in the portfolio.  It also ends the year with 50 names but has up to 53 names during the … ... [Read more...]

warning: the instructions below are obsolete.  please check this page for the latest version.  [Read more...]

Measuring the effect of a binary treatment on a measured outcome is one of the most common tasks in applied statistics. Examples of these applications abound, like the effect of smoking on health, or the effect of low birth weight on cognitive development. In an ideal world we would like ... [Read more...]

Here I demonstrate a simple way to code Conway's game of life (GoL) in R and to produce the animation above. Cellular automata in R are usually painfully slow if you iterate through all grid cells in an array. A…Read more → [Read more...]

My company, Kwelia, is sitting on mountains of data, so I decided to try my hand at mapping.  I have played around with JGR but it’s just too buggy, at least on my mac, so I went looking for other alternatives and found a good write up here.  I ... [Read more...]

The other day I was talking to a friend at work, who was rather annoyed that one of his papers had been rejected by a journal, given the negative comments of the reviewers. This is, of course, part of the game, so you don't really get annoyed just because a ... [Read more...]

A new version of the digest package (which generates hash function summaries for arbitrary (and possibly nested) R objects using any of the standard md5, sha-1, sha-256, sha-512 or crc32 algorithms) is now on CRAN, and I will push the corresponding ve... [Read more...]

  In my various R - Tests I'm using usually the Yahoo Dataservice implemented in quantmod suppressWarnings(try(getSymbols(ticker, index.class="POSIXct", from=initDate, to=to,src="yahoo"),silent=TRUE))  If you would like to run ... [Read more...]

I was wondering about the null distribution of successive differences of random sequences, and decided to do some numerical experiments. I quickly realized that successive differences equates to taking successively higher-order numerical derivatives, ... [Read more...]

Welcome to WordPress.com! This is your very first post. Click the Edit link to modify or delete it, or start a new post. If you like, use this post to tell readers why you started this blog and what you plan to do with it. Happy blogging!Filed under: ... [Read more...]

The MODIS package for R For people who work in GIS in R there has been a bit of challenge in working with data from  Modis. I’ll use an example from my own work on UHI to illustrate. A while back I decided that I wanted to look at ... [Read more...]

Below is an example showing how to run R code within python, which is an extremely attractive feature for hardcore R programmers. [Read more...]

In the search for dark matter, I have been having mixed success. It seems that locating DM in single halo skies is a fairly straightforward problem. However, when there are more than one halo, things get quite a bit trickier. As I have advocated many times before, including here and ... [Read more...]

[caption id="attachment_414" align="aligncenter" width="500"] Offering - the backbone of open source. The image is CC by TenthMusePhotography[/caption] This is part II of the previous package creation post. I've created my own CRAN repository since I wanted a quick upload. Perhaps in the future I'll post on the ... [Read more...]

Last week I wrote:This is actually a more difficult calculation (or I forgot too much probability). Luckily a bit of brute force comes in handy. To reiterate, in general simulated data shows 0.54 redraws because of the first person etc.colSums(countsto... [Read more...]

It has been just announced that during ESSA2013 conference I am planning to organize a special track on "Statistical analysis of simulation models". I hope to get some presentations using GNU R to promote it in social simulation community.It is obvious that GNU R excels in analysis of simulation ... [Read more...]

For a statistical analyst, the first step to start a data analysis project is to import the data into the program and then to screen the descriptive statistics of the data. In python, we can easily do so with pandas package. Tonight, I’d like to add some spice to ... [Read more...]

I write R scripts on both my laptop and desktop, so the main issue I have is making sure that the R scripts are updated on these devices. There are several ways to ensure this happens:Use a version control system (on the cloud), e.g GithubWrite R scrip... [Read more...]

[Read more...]

Hello Friends,This time I thought to bring in little more spice and thought of focusing on movies.  I don’t know about you but I am a movie buff. Often on a weekend when I am trying to pick up a movie from my movie repository, which spans to ... [Read more...]