R for Developers Milano - October 16 and 17, 2014 Course description This two-day course provides an overview of several advanced R topics, such as: R environments, object oriented programming, functional programming and debugging. Who should attend this course Anyone … Continue reading → [Read more...]

In discussion with several data scientists, Will Stanton (a data scientist with Return Path) learned that a common concern is: what software should I be using? There are many options out there, but what is the best platform to be an effective "data hacker"? Will recommends using a technology stack ... [Read more...]

This post will provide an introduction to the way that rules work in quantstrat. It will detail market orders along … Continue reading → [Read more...]

Last week, a student asked me about multiple tests. More precisely, she ran an experience over – say – 20 weeks, with the same cohort of – say – 100 patients. An we observe some size=100 nb=20 set.seed(1) X=matrix(rnorm(size*nb),size,nb) (here, I just generate some fake data). I can visualize ... [Read more...]

Space, a wise man once said, is the final frontier. Not the Buzz Alrdin/Light Year, Neil deGrasse Tyson kind (but seriously, have you seen Cosmos?). Geographic space. Distances have been finding their way into metrics since the cavemen (probably). GIS seem to make nearly every science way more fun…... [Read more...]

This is a re-publication of a blog post from a blog I created not long before... [Read more...]

This is the next post in the DVI indicator series. After the first two (here and here) analyzed in details the post-entry returns and the entry power of this indicator, it’s time to take a look at the trading performance. Using the Systematic Investor Toolbox, we get some pretty ... [Read more...]

If you’re changing the world, you’re working on important things. You’re excited to get up in the morning (Larry Page, CEO and Co-Founder of Google) This is my particular tribute to one of the most important, influential and life-changer R packages I have discovered in the last ... [Read more...]

Some time ago I published an article on "The Cartographic Journal" regarding a method to automatically change the light azimuth in shaded relief representations.This method was based on clustering the aspect derivative of the DTM. The method was develo... [Read more...]

MCMC is by its very nature a serial algorithm -- each iteration depends on the results of the last iteration. It is, therefore, rather difficult to parallelize MCMC code so that a single chain will run more quickly by splitting … Continue reading → [Read more...]

File this one under “has troubled me (and others) for some years now, let’s try to resolve it.” Let’s use the excellent R/rentrez package to search PubMed for articles that were retracted in 2013. 117 articles. Now let’s fetch the records in XML format. Next question: which XML ... [Read more...]

In January 2014, Stanford University professors Trevor Hastie and Rob Tibshirani (authors of the legendary Elements of Statistical Learning textbook) taught an online course based on their newest textbook, An Introduction to Statistical Learning with Applications in R (ISLR). I found it to be an excellent course in statistical learning (also ... [Read more...]

As I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel: which was related with a fragile environment but not directly the verbatim part: the reason for the bug was that the end{frame} ... [Read more...]

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The primary user-facing data types in the R statistical computing environment behave as vectors. That is: one dimensional arrays of scalar values that have a nice operational algebra. There are additional types (lists, data frames, matrices, environments, and so-on) but the most common data types are vectors. In fact vectors ... [Read more...]

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I love dplyr. It's my "go-to" package in R for data exploration, data manipulation, and feature engineering. I use dplyr because it saves me time: its performance is blazing fast on data frames, but even more importantly, I can write dplyr code faster ... [Read more...]

The week after labor day, we had the pleasure of attending the NCEAS open science codefest event in Santa Barbara. It was great to meet folks like the new arrivals at the expanding Mozilla Science Lab, Bill Mills and Abby Cabunoc (Bill even already has a great post up about ... [Read more...]

One of my take aways from last week's EARL conference was that R is more and more growing out of its academic roots into the enterprise. And with that come some challenges, e.g. how do I ensure consistent and systematic access to a set of R packages in an ... [Read more...]

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