October 2013

Rcpp 0.10.6

October 29, 2013 | Thinking inside the box

A new maintenance release 0.10.6 of Rcpp is now on the CRAN network for GNU R; binaries for Debian have been uploaded as well. This version ties up a number of smaller loose ends, but also adds a few new things, particularly John's new exposeClass.... [Read more...]

Fellow me

October 29, 2013 | Gianluca Baio

Last summer I have applied for a NIHR Research Methods fellowship. Earlier this week the results have come out and they have liked my proposal, which is of course great news. The idea of this project is to critically evaluate the stepped... [Read more...]

2013-10 Automatic Conversion of Tables to LongForm Dataframes

October 29, 2013 | acho050

TableToLongForm automatically converts hierarchical Tables intended for a human reader into a simple LongForm Dataframe that is machine readable, hence enabling much greater utilisation of the data. It does this by recognising positional cues present in the hierarchical Table (which … Continue reading → [Read more...]

Two interesting ideas here: “trading time” price impact of a…

October 29, 2013 | Isomorphismes

Two interesting ideas here: "trading time" price impact of a trade proportional to exp( √size ) Code follows: require(quantmod) getSymbols("MER") #Merrill Lynch #Gatheral's model HiLo Op(symbol) #munging mer names(mer)[7] = "UpDay"names(mer)[8] = "HiLo" mer 0) #data cleaning #plot layers require(ggplot2) base 0) losers base + points + line + labels + colour + ... [Read more...]

A Call for Contributors

October 29, 2013 | Francis Smart

Dear Readers,This blog has been going for a year and a half now and I have posted nearly 300 posts to date.  I plan to continue to post though I am going to probably continue to shift my focus from daily blogging to that of getting a dissertation ... [Read more...]

High resolution graphics with R

October 29, 2013 | Markus Gesmann

For most purposes PDF or other vector graphic formats such as windows metafile and SVG work just fine. However, if I plot lots of points, say 100k, then those files can get quite large and bitmap formats like PNG can be the better option. I just have to be mindful ... [Read more...]

Myown way to Data Science

October 28, 2013 | G-Tch

In my last post, I point the Road to data science, imagined by Swami. I think this road is too long and we can't make any difference  between the basics (we have to know) and the advanced(it's important to know, bu if not, it doesn't matter).So I'... [Read more...]

Cont model – Part II

October 28, 2013 | Bogumił Kamiński

In my last post I have investigated properties of Cont model (you can download the paper here). Today I would like to show how we can use simulations to further simplify its analysis.First let us start with the observation that the model does not reall... [Read more...]

Introducing Revolution R Enterprise 7

October 28, 2013 | David Smith

We're very excited to formally announce that Revolution R Enterprise 7 is here! This release includes the latest release of Open Source R (R 3.0.2). It brings R and the massively-parallel R functions from Revolution Analytics to Cloudera and Hortonworks in-Hadoop, and in-database on Teradata. It also brings a new drag-and-drop user ... [Read more...]

Call them what you will

October 28, 2013 | Will

I’ve been playing around with the R package texreg for creating combined regression tables for multiple models. It’s not the only package to do that – see here for a review – but it’s often handy to be able to generate both ascii art, latex, and html versions of ... [Read more...]
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