December 2012

pbdR Updates – Distributed lm.fit() and More

December 3, 2012 | wrathematics

Over the weekend, we updated all of the pbdR packages currently available on the CRAN.  The updates include tons of internal housecleaning as well as many new features. Notably, pbdBASE_0.1-1 and pbdDMAT_0.1-1 were released, which contain lm.fit() methods.  This function in particular has been available at my ... [Read more...]

It’s Time For A Change: A Shiny One

December 3, 2012 | Jeffrey Horner

I presented rApache to the public for the first time at the Directions in Statistical Computing workshop in August 2005 (paper), almost seven years ago. It might have been novel, maybe even crazy at the time, but I think rApache showed people a new way to bring R to the web. ... [Read more...]

To Transform or Not To Transform

December 3, 2012 | 6y588

Many of the forecasting packages in R requires a time series that is covariance stationary. For those who are not familiar with this term, there is an excellent online textbook by Hyndman and Athanasopoulos, Forecasting: Principles and Practice. Click ... [Read more...]

The surprisingly weak case for global warming

December 3, 2012 | Matt Asher

I welcome your thoughts on this post, but please read through to the end before commenting. Also, you’ll find the related code (in R) at the end. For those new to this blog, you may be taken aback (though hopefully not bored or shocked!) by how I expose my ... [Read more...]

Variability in long-short decile strategy tests

December 3, 2012 | Pat

How to capture return variability when testing strategies with long-short deciles. Traditional practice Question: Does variable X have predictive power for our universe of assets? A common scheme of quants to answer the question is to form a series of portfolios over time.  The portfolio at each time point: is ... [Read more...]

Google analytics data extraction in R

December 3, 2012 | Vignesh Prajapati

Unlike other posts on this blog this particular post is more focused on coding using R so audience with the developer mindset would like it more than pure business analysts. My goal is to describe an alternate method to use to extract the data from Google Analytics via API into ... [Read more...]

forecast package v4.0

December 2, 2012 | Rob J Hyndman

A few days ago I released version 4.0 of the forecast package for R. There were quite a few changes and new features, so I thought it deserved a new version number. I keep a list of changes in the Changelog for the package, but I doubt that many people look ... [Read more...]

Closures in R: A useful abstraction

December 2, 2012 | Jason

People who have been using R for any length of time have probably become accustomed to passing functions as arguments to other functions. From my experience, however, people are much less likely to return functions from their own custom code. … Continue reading → [Read more...]

Helper Function Contest

December 2, 2012 | bryan

Just in time for the holidays, ProgrammingR is giving you the opportunity to win a gift for yourself or someone who loves R. And in the spirit of the holidays, you’ll also be giving back to the R community. In the last article I presented two helper functions I ... [Read more...]

RQuantLib 0.3.9

December 2, 2012 | Thinking inside the box

A minor feature release RQuantLib 0.3.9 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Bryan Lewis had suggested to enable another pricing engine for American Options in order to get (at least some) Greeks. This ... [Read more...]

The State of Statistics in Julia

December 2, 2012 | John Myles White

Updated 12.2.2012: Added sample output based on a suggestion from Stefan Karpinski. Introduction Over the last few weeks, the Julia core team has rolled out a demo version of Julia’s package management system. While the Julia package system is still very much in beta, it nevertheless provides the first plausible ... [Read more...]

Rolling means (and other functions) with zoo

December 2, 2012 | is.R()

The zoo package is designed for use with (potentially irregular) time series data. It is widely used for any number of applications, but among its most frequently useful functions are the roll* functions, such as rollmean, rollmedian, rollmax, rollapp... [Read more...]
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