Motivated by a tweet from Tony Hirst (http://blog.ouseful.info/), I started experimenting with an rCharts implementation of the d3 sankey plugin. While I was putting together examples, I found lots of gaps in my knowledge of sankeys and network a...

In my little world of finance, data almost always is a time series. Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. As a mini-tribute to all those who have...

Shutterstock’s open source Rickshaw provides a very nice tutorial to get started building interactive time series d3.js charts with Rickshaw. I just could not resist rebuilding the tutorial but this time ENTIRELY in R with the amazing packages slidify and rCharts. I have embedded the tutorial below,...

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) A quick glimpse at the US 10y Treasury Bond rate since 2000 seems benign with low volatility and a general downward trend. require(latticeExtra)require(quantmod)US10y <- getSymbols("^TNX", from = "2000-01-01", auto.assign = FALSE)asTheEconomist(xyplot(US10y, scales = list(y = list(rot = 1)), main = "US 10y Yield Since 2000"))...

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