The getSymbols function from the quantmod package is an easy and convenient way to bring historical stock prices into your R environment. You need to specify the list of tickers, the source of historical prices and dates. For example following commands will download historical stock prices from yahoo finance for ‘... [Read more...]

It's pretty easy (and free!) to download R and install it on your own PC, Mac or Linux machine, but if you don't have one of those or simply aren't ready to commit to installing it, you can now try it out online. R-Fiddle (from DataMind) provides an easy-to-use interactive ... [Read more...]

Getting Started with Multilevel Modeling in R Getting Started with Multilevel Modeling in R Jared E. Knowles Introduction Analysts dealing with grouped data and complex hierarchical structures in their data ranging from measurements nested within participants, to counties nested within states or students nested within classrooms often find themselves in ... [Read more...]

Stock ticker symbols are short character string codes (AAPL for Apple, WMT for Walmart) that uniquely identify stock listings. They originate from the days when stock quotes were transmitted via telegraph. These symbols are often used as tools for branding and companies choose them to be memorable and easily recognized. ... [Read more...]

[Read more...]

The city of Minneapolis recently elected a new mayor. This is not newsworthy in and of itself, however the method they used was—ranked choice voting. Ranked choice voting is a method of voting allowing voters to rank multiple candidates in order of preference. In … Continue reading → [Read more...]

I was in Dillons, the one opposite University College London, at the start of the week and what did I spy there? There is now a bookshelf devoted to R (right, second from top) in the programming languages section. The shelf would be a lot fuller if O’Reilly did ... [Read more...]

Here are two exercises I wrote for my R mid-term exam in Paris-Dauphine around Buffon’s needle problem. In the end, the problems sounded too long and too hard for my 3rd year students so I opted for softer questions. So recycle those if you wish (but do not ask ... [Read more...]

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading » [Read more...]

Earlier this year the blog had its tenth anniversary. I had meant to celebrate the occassion by revamping the site and blog a little. Having set up the updated R/Finance site, the Rcpp Gallery and Rcpp sites as well as the much-needed overhaul of th... [Read more...]

I have a borderline unhealthy obsession with attractors. I thought I got it out of my system, but here we are. For whatever reason, I felt like making some in R.You can find the R code here. It uses the attractor function to define density in a ma... [Read more...]

Last week I examined rainwater composition 1992 to 2005. There is additional data, but National Institute for Public Health has changed equipment in 2005. This week I will add those data.DataData is in a number of spreadsheets. The scrip... [Read more...]

[Read more...]

I am working on a simulation for an Automatic Repeat-reQuest (ARQ) algorithm. After trying various options, I concluded that I would need an implementation of a queue to make this problem tractable. R does not have a native queue data structure, so this seemed like a good opportunity to implement ... [Read more...]

The boxplotdbl 1.2.2 and the diaplt 1.2.1 are listed at CRAN.  Now the procedure to install, load and use the package is: install.packages('boxplotdbl') library(boxplotdbl) f [Read more...]

This is a gem of a book.From the introduction: We intend this work to be a practitioner’s guide to the predictive modeling process and a place where one can come to learn about the approach and to gain intuition about the many commonly used and modern, powerful models. …... [Read more...]

Continuing the previous post concerning linear regression analysis with non-informative priors in R, I will show how to derive numerical summaries for the regression parameters without Monte Carlo integration. The theoretical background for this post is contained in Chapter 14 of Bayesian Data Analysis which should be consulted for more information. ... [Read more...]

I began playing with the screenr software this evening and my first attempt was to create a short video that demonstrates reproducible report writing in RStudio using knitr and LaTeX.  You can see the example at my screenr page (hit Play … Continue reading → [Read more...]

This article describes changes from the first release on March 2013, including changes from the beta release of package boxplotdbl. New features Newly supported arguments: col COLOR.SHEER factor.labels draw.legend shading … Continue reading → [Read more...]

Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let ... [Read more...]