While I was working on a smoothing function, I came across the EMA (exponential moving average) which basically applies exponentially-decreasing weights to older observations. This is commonly used in finance, and can offer some protection against lags in trend movements. As I was looking to combine this moving average with ... [Read more...]

Not much finance here, but a lot of d3 and R. [Read more...]

MRMR version 0.1.3 is now available on CRAN. This is (almost) the same version that was discussed at the CLRS two weeks ago. MRMR – Multivariate Regression Models for Reserving- is a tool for non-life actuaries to estimate liability reserves. The emphasis is on exploratory data analysis, visualization and model diagnostics. At ... [Read more...]

Statistical forecasting is a critical component of every modern business, and Rob J Hyndman, Professor of Statistics at Monash University, is an expert in the field. He's the co-author of several books on forecasting, including Forecasting: Principles and Practice, a free on-line book that provides a comprehensive introduction to forecasting ... [Read more...]

One of the more common ways that I read vector data into R is via shapefiles.  I tend to use these partly becuase of my own sordid past with Arc/INFO, ArcView and ArcGIS and partly due to their ubiquity.  In any event I have found the R package, rgdal, ... [Read more...]

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A short post to get back – for my nonlife insurance course – on the interpretation of the output of a regression when there is a categorical covariate. Consider the following dataset __ db = read.table("http://freakonometrics.free.fr/db.txt",header=TRUE,sep=";") __ tail(db) Y X1 X2 X3 995 1 4.801836 20.82947 A 996 1 9.867854 24.39920 C 997 1 5.390730 21.25119 ... [Read more...]

Dr. Hadley Wickham is the Chief Scientist of RStudio and Assistant Professor of Statistics at Rice University. He is the developer of the famous R package ggplot2 for data visualization and the author of many other widely used packages like plyr and reshape2. On Sep 13, 2013 he gave a talk at ... [Read more...]

Sometimes you might have several data files and want to use R to perform the same function across all of them. Or maybe you have multiple files and want to systematically combine them into one file without having to open each file and manually copy the... [Read more...]

R 3.0.2 (codename “Frisbee Sailing”) was released yesterday. The full list of new features and bug fixes is provided below. Also, RStudio v0.98 (in a “secret” preview) was announced two days ago with MANY new features, including: Amazing new debugging …Read more » [Read more...]

In the global economic landscape, national borders have become increasingly blurred. Local economies depend on competitively priced global inputs and on well functioning and prosperous global markets for their exports. This interdependency also means that as a system, a crisis in one area quickly spreads to others areas like a ... [Read more...]

by Joseph Rickert On October 1st, Revolution Analytics opens the 2014 season for sponsoring R user groups. Over the past few months we have seen quite a few new user groups start up and we expect the trend to continue into 2014. We hope that our 2014 sponsorship program will help to sustain ... [Read more...]

Requirement To build R-devel from source on Mac OS X 10.8, following two tools are at least required. Xcode Development Tools GNU Fortran Compiler These can be gotten at the … Continue reading → [Read more...]

Construire un moteur de rechercheOn va montrer comment on peut construire un moteur de recommandation simple en utilisant les outils de Textmining. Cette construction se fera en deux temps : On construit un moteur de recherche pour identifier par exemple, dans la base de données les éléments les plus ... [Read more...]

Extending the d3 remixes of the fine work at Systematic Investor, I thought it woud be fun to do some dimple.js and nvd3 scatterplots of clusters of PIMCO mutual funds.  As always, I welcome thoughts, comments, and suggestions.  Click here or... [Read more...]

With another NFL week down we are starting to see separation from the contenders and the “better luck next year” teams.  Any paid TV mouthpiece worth their salt will tell you it is a quarterback driven league.  Driven indeed.  In the last post, I dabbled in the simple code of ... [Read more...]

The latest update to the open source R project, R 3.0.2, is now available. This incremental update, codenamed "Frisbee Sailing", mainly fixes some minor bugs, improves the organization of the distribution, improves performance in some areas, and adds a few small features (see the NEWS file for a complete list). There's ... [Read more...]

The following video has been produced to advertise my upcoming course on Forecasting with R, run in partnership with Revolution Analytics. The course will run from 21 October to 4 December, for two hours each week. More details are available at http:/... [Read more...]

K-Fold Cross validation: Random Forest vs GBM from Wallace Campbell on Vimeo. In this video, I demonstrate how to use k-fold cross validation to obtain a reliable estimate of a model's out of sample predictive accuracy as well as compare two different types of models (a Random Forest and a ... [Read more...]

Here is an analysis and some graphics using googleVis on high school graduation rates in the United States. A report from the US Deparment of Education on increasing high school graduation rates was published earlier this year (Jan 2013) and some summary graphics were shown on the Department’s blog (http://... [Read more...]