Articles by Patrick Burns

Probably the most useful R function I’ve ever written

August 15, 2016 | 0 Comments

The function in question is scriptSearch. I’m not much for superlatives — “most” and “best” imply one dimension, but we live in a multi-dimensional world. I’m making an exception. The statistic I have in mind for this use of “useful” is the waiting time between calls to the function ... [Read more...]

Probably the most useful R function I’ve ever written

August 15, 2016 | 0 Comments

The function in question is scriptSearch. I’m not much for superlatives — “most” and “best” imply one dimension, but we live in a multi-dimensional world. I’m making an exception. The statistic I have in mind for this use of “useful” is the waiting time between calls to the function ... [Read more...]

Source for the marketAgent R package

May 21, 2016 | 0 Comments

I recently gave a talk at the R in Finance conference in which I introduced the marketAgent package for R. Here is the source for the package if you’d like to play with it: marketAgent_0.000.tar I’ll be giving more details of the talk real soon now.   Update:  ... [Read more...]

Source for the marketAgent R package

May 21, 2016 | 0 Comments

I recently gave a talk at the R in Finance conference in which I introduced the marketAgent package for R. Here is the source for the package if you’d like to play with it: marketAgent_0.000.tar I’ll be giving more details of the talk real soon now. The ... [Read more...]

Review of ‘Advanced R’ by Hadley Wickham

May 24, 2015 | 0 Comments

Executive summary Surprisingly good. And it’s not like my expectations were especially low. Structure There are 20 chapters.  I mostly like the chapters and their order. Hadley breaks the 20 chapters into 4 parts.  He’s wrong.  Figure 1 illustrates the correct way to formulate parts. Figure 1: Chapters and Parts of Advanced R.    ... [Read more...]

The wings of a programmer

April 12, 2015 | 0 Comments

Programmers think programming is really hard.  Non-programmers think it’s even harder than that. Figure 1: The perceived difficulty of programming.  Why is programming so arduous? There are a few reasons.  Here is one. Wings Programming is exacting, programming needs creativity. These are absolutely at odds with each other. One wing ... [Read more...]

An experience of EARL

January 2, 2015 | 0 Comments

Coordinates: 2014 September 15-17 in the London borough of #rstats. 15th, evening I had just the right number of R bugs so that I could walk to the drinks and arrive fashionably late.  On the way, I realized that I hadn’t been near the Tower of London since the first ... [Read more...]

21 R navigation tools

August 17, 2014 | 0 Comments

Navigation gets you from where you are to where you want to be. Speaking of navigation, you can jump to selected sections of this post: Navigation; R-bloggers; Task views; Rdocumentation.org; sos package; ??; apropos; ls; methods; getAnywhere; :::; find; args; grep; %in%; str; getwd; file.choose; Spyglass summary; browser; See also. ... [Read more...]

The TaoTeProgramming R package

June 29, 2014 | 0 Comments

I’d like to do a song of great social and political import. The code that created the illustrations in Tao Te Programming is now available as the TaoTeProgramming package on CRAN. The sea is just flat hills And they are both just smooth mountains. The package contains just over 1000 ... [Read more...]

An xts R Inferno-ism

February 7, 2014 | 0 Comments

Another of the all ye entering here. Issue When subscripting an xts object, columns that don’t exist in the object are silently ignored. Example First, create an xts object: xtx xtx a b c 2014-02-07 1 11 21 2014-02-08 2 12 22 2014-02-09 3 […] The post An xts R Inferno-ism appeared first on ... [Read more...]

From spreadsheet thinking to R thinking

January 7, 2014 | 0 Comments

Towards the basic R mindset. Previously The post “A first step towards R from spreadsheets” provides an introduction to switching from spreadsheets to R.  It also includes a list of additional posts (like this one) on the transition. Add two columns Figure 1 shows some numbers in two columns and the ... [Read more...]

Blog recap of 2013

December 31, 2013 | 0 Comments

Posts by page views Interview with a forced convert to R from Matlab A first step towards R from spreadsheets Plot ranges of data in R A statistical review of ‘Thinking, Fast and Slow’ by Daniel Kahneman The 3 dots construct in R Translating between R and SQL: the basics An ... [Read more...]

Translating between R and SQL: the basics

November 8, 2013 | 0 Comments

An introductory comparison of using the two languages. Background R was made especially for data analysis and graphics.  SQL was made especially for databases.  They are allies. The data structure in R that most closely matches a SQL table is a data frame.  The terms rows and columns are used ... [Read more...]

The joy of data analysis

October 24, 2013 | 0 Comments

Music and snow. Poke my eyes out Perhaps your immediate response is: “I’d rather poke my eyes out with a burning stick than do data analysis.” There’s a completely different reaction from a lot of people who have experienced data analysis. Music It’s not entirely clear why ... [Read more...]

A first step towards R from spreadsheets

October 16, 2013 | 0 Comments

Move your data analysis to a computing environment specifically designed for it. Why R and not spreadsheets? Here are three reasons: complexity graphics money Spreadsheets are easily overwhelmed.  Very complex things can be done in spreadsheets — it is just that complex spreadsheets are inefficient and dangerous. Graphics should be considered ... [Read more...]

An R debugging example

May 21, 2013 | 0 Comments

The steps taken to fix an R problem. Task To prepare for the Portfolio Probe blog post called “Implied alpha and minimum variance”, I tried to update a matrix of daily stock prices using a function I had written for the purpose. Error When I tried to do what I ... [Read more...]

Living it up with computational errors

May 13, 2013 | 0 Comments

How to have a better chance of a good outcome. Making mistakes There’s been a lot of talk recently about data analysis problems with spreadsheets.  If you’ve not stuck your head out of your cave lately, then you can catch some of the discussion by doing an internet ... [Read more...]

Interview with a forced convert from Matlab to R

April 17, 2013 | 0 Comments

Here is an interview with Ron Hochreiter, Assistant Professor at WU Vienna University Economics and Business. In 25 words or less tell us what you do (using German words is cheating). I consider myself as a data scientist (teaching and research) with roots in Mathematical Programming, i.e. Optimization under Uncertainty (... [Read more...]

R and social media

April 10, 2013 | 0 Comments

R is a piece of software, but it is also a community. Help community The most visible aspect of the R community is help.  This is also the most useful to new users.  The initial sense of cooperation with R was driven mainly by people helping each other. You don’... [Read more...]
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