Today I want to follow up with the XLLoop framework post. Please read the XLLoop framework post first to setup the XLLoop before trying the examples below. My first example is based on the TFX Package – to retrieve real-time FX quotes. To try this example, please first install the TFX ... [Read more...]

Microsoft Research NYC seeks outstanding applicants with strong quantitative and programming skills for a postdoctoral researcher position in the area of online experimental social science. Deadline for Full Consideration: January 11, 2013 The post Microsoft Research NYC seeks quants and programmers for a postdoc in online social science appeared first on Decision ... [Read more...]

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Yesterday was the fourth anniversary of the Revolutions blog. Our first post was way back on December 9, 2008, and in the four years since we've been regularly posting about R, open source, statistics, big data, data science and other random things that happened to catch our eye. In fact, there have ... [Read more...]

In the first entry on this blog I gave an example on how to load huge graphs with R. The biggest problem, however, is actually doing something useful with huge graphs. This post is somewhat of a preparation for the next post on iterators in igraph. I t... [Read more...]

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Apologies for the long and unannounced break-- the longest since we started blogging, three and a half years ago. I was writing a 2-day course for SAS users to learn R. Contact me if you're interested. And Nick and I are beginning work on the second... [Read more...]

As posted here a long, long while ago, following a suggestion from the editor (and North America Cycling Champion!) Pierre Lécuyer (Université de Montréal), Arnaud Doucet (University of Oxford) and myself acted as guest editors for a special issue of ACM TOMACS on Monte Carlo Methods in Statistics. (... [Read more...]

A few quick plots of West Baltimore neighborhoods, first Sandtown-Winchester: and Harlem Park: These aren’t very polished, I’ll put up better versions. Here’s the code for those that want it: ## gis libraries library(spBayes) library(MBA) library(geoR) library(fields) library(sp) library(maptools) library(rgdal)... [Read more...]

experimental.  think of the american community survey (acs) as the united states' census for off-years - the ones that don't end in zero.  every year, one percent of all americans respond, making it the largest complex sample administered by ... [Read more...]

One of the key predictors in my model for this crime project I’m working on is vacant houses and lots. I’ll speak to some findings about the relationship between levels of the different types of crime and vacant property in... [Read more...]

So, I really think this one is pretty cool. We spend much of our time in R making graphs with data, but what if you have a theory that you’d like to express graphically? Something like what I’ll call “economics-style” graphs, i... [Read more...]

RStudio has a new product called Shiny that, quoting from their website, "makes it super simple for R users like you to turn analyses into interactive web applications that anyone can use". See here for more information. A Shiny basically consists of two files: a ui.r file and a ... [Read more...]

I'm attending a workshop on reproducibility at ICERM (Brown University) this week. I really appreciate this great opportunity offered by ICERM, Randy and Victoria. It is pretty exciting to meet people that you only knew before through indirect ways. O... [Read more...]

Introduction Markdown has been growing in popularity for writing documents on the web. With the introduction of R Markdown (see also Jeromy Anglim’s post on getting started with R Markdown) and knitr, R Markdown has simplified the publishing of R analysis on the web. I recently converted my website ... [Read more...]

The post has two goals: (1) Explain how to forecast volatility using a simple Heterogeneous Auto-Regressive (HAR) model. (Corsi, 2002) (2) Check if higher moments like Skewness and Kurtosis add forecast value to this model. It will be a high … Continue reading → [Read more...]

So, what if you have data, but some of the observations are missing? Many statistical techniques assume no missingness, so we might want to “fill in” or rectangularize our data, by replacing missing observations with plausible substitutes.... [Read more...]

A few months ago, I bought a really cool book: Exploring Everyday Things (with R and Ruby). I learned many interesting and mostly useless things from the author, Sau Sheong Chang. Chapter 6 for example explains how to build a … Weiterlesen → [Read more...]

Following the Rcpp 0.10.0 release, I had written about simulating pi easily by using the wonderful new Rcpp Attributes feature. Now with Rcpp 0.10.1 released a good week ago, it is time to look at how Rcpp Attributes can help with external libraries. As this posts aims to show, it is a ... [Read more...]

I really wanted to put something together for this series on the twitteR package. Unfortunately, at the moment the number of interesting things than can be done with twitteR, as opposed to through API calls and RCurl, is limited. Regardless, I have Ye... [Read more...]