I installed org-mode seperately, since I had troubles with its default setting (similar to the problems described here). sudo apt-get install org-mode Next I download and installed ESS cd ~/.emacs.d/ wget http://ess.r-project.org/downloads/ess/ess-12.09-1.zip unzip ess-12.09-1.zip rm ess-12.09-1.zip Finally ... [Read more...]

This year's R/Finance conference on applied finance with R is scheduled for May 17-18 in Chicago, and promises once again to be the go-to conference for anyone using R in the finance industry. The keynote speakers have been announced, and it's a great lineup: Sanjiv Das, Professor of Finance ... [Read more...]

Students in any basic statistics class are taught linear regression, which is one of the simplest forms of a statistical model. The basic idea is that a ‘response’ variable can be mathematically related to one or any number of ‘explanatory’ variables through a linear equation and a normally distributed error ... [Read more...]

This a brief guide to using R in collaborative, social ways. R is a powerful open-source programming language for data analysis, statistics, and visualization, but much of its power derives from a large, engaged community of users. This is an introduction to tools for engaging the community to improve your ... [Read more...]

A Brief Introduction to Metaprogramming in Julia In contrast to my previous post, which described one way in which Julia allows (and expects) the programmer to write code that directly employs the atomic operations offered by computers, this post is meant to introduce newcomers to some of Julia’s higher ... [Read more...]

A post in R bloggers caught my attention this morning. The main idea was that how can you change objects in a string. For example given a basket of fruits we would like to change apples to bananas by using R and the ifelse funtion. There are two main solutions ... [Read more...]

the meps household component leads the pack for examining individual-level medical expenditures by payor and type of service.  total expenditures captured by the survey tend to be low, but unbiased across the board and can be adjusted to match the... [Read more...]

This blog post by Sean Taylor generated quite a stir. He discussed the signals one sends by using certain software packages and seems to think that R users are more competent. The reactions ranged from amusement to bashing. In defense of hard to learn statistical tools, i.e. #rstats prsm.... [Read more...]

Calibrations of 2013 predictions for 18 equity indices — plus some publicly available predictions. Orientation The distributions are an attempt to see the variability if there were no market-driving news for the whole year. Another way of thinking: mentally moving the distribution to center on a prediction gives a sense of the variability ... [Read more...]

Since the 0.10.* release series, Rcpp contains a new sugar function clamp which can be used to limit vectors to both a minimum and maximim value. This recent StackOverflow question permitted clamp to shine. We retake some of the answers, including the ... [Read more...]

For the last year I have been developing a package “Lambda4” to improve internal consistency reliability estimation.  In the package’s conception my primary concern centered on H.G. Osburn’s maximized lambda4 estimator.  Despite a very thorough search I could not find a stats package that could utilized Osburn’... [Read more...]

For the introductory statistic student confidence intervals can seem a daunting concept to grasp.  Quite simply put it is an interval that we have a certain measure of confidence that the population parameter falls into.  The 95% confidence is the most common value chosen in my academic circle.  Nevertheless, many others ... [Read more...]

http://cran.r-project.org/web/packages/Lambda4/index.html: Our own JackStat (Tyler) published his first package in R. [Read more...]

It happens all the time: you have a vector of fruits and you want to replace all bananas with apples, all oranges with pineapples, and leave all the other fruits as-is, or maybe change them all to figs. The usual solution? A big old nested `ifelse`: ... [Read more...]

Let visitors execute and play with simple R examples right on your web page, thanks to a web service and an embeddable widget provided by the Sage project. [Read more...]

2012 was a very important year for me. It was my first full year of trading only pure quantitative strategies. It was a very successful year as well, despite the fact that the S&P 500 returned 16% (including dividends) – a tough to beat benchmark. The strategy I use on the SPY, for ... [Read more...]

Despite prowess of the support vector machine, it is not specifically designed to extract features relevant to the prediction. For example, in network intrusion detection, we need to learn relevant network statistics for the network defense. In consu... [Read more...]

Today, I want to continue with the Principal Components theme and show how the Principal Component Analysis can be used to build portfolios that are not correlated to the market. Most of the content for this post is based on the excellent article, “Using PCA for spread trading” by Jev ... [Read more...]

Gaston Sanchez has just published an online pdf of his new book PLS Path Modeling with R.I have been using Gaston's plspm r package for a couple of years to analyze marketing data.  I started when I needed to test a path model in wh... [Read more...]

You have an SQLite database, perhaps as part of some replication materials, and you want to query it from R. You might want to be able to say: results [Read more...]