Welcome to another installment of Reproducible Finance with R - the blog series that never seems to stop reproducing itself. Today we will explore the new almanac package for working with dates, which sprang forth courtesy of the mad genius behind riingo and furrr. We will be examining rolling returns and daily trading volumes from several ETFs over the...
I was recently fascinated by the illustration taken from the leaflet https://www.maa.org/sites/default/files/pdf/Mathhorizons/pdfs/ColoringPage_MH_Nov17.pdfI knew that complex functions could be colored in mesmerizing ways but the little book by Julie Barnes, William Kreahling, and Beth Schaubroeck, “Coloring book of complex function repesentation”, MAA Press, 2017, explores new avenues and, say, I never realized that contour lines could be used to obtain...
We’ll be holding a half-day short course on NIMBLE on March 22 at the ENAR meeting in Nashville, Tennessee. The annual ENAR meeting is a major biostatistics conference, sponsored by the eastern North American region of the International Biometric Society. The short course will focus on usage of NIMBLE in applied statistics and is titled:
chuck is a small app you can use as a training tool for deploying Shiny applications. Why? In late December the ThinkR team followed a three day workshop on Kubernetes, which was the opportunity for us to receive a proper training on how to deploy ap...
Introduction A super simple post that summarizes R-based methods for visual summary & collage-building using image attachments on Twitter. In the process, a bit of a photo homage to Congresswoman Xochitl Torres Small in her first year representing New Mexico’s 2nd district. if (!require("pacman")) install.packages("pacman") pacman::p_load(tidyverse, rtweet, tigris) options(tigris_use_cache = TRUE, tigris_class = "sf") New Mexico’s 2nd District The 2nd congressional district of New...
We had such a positive reception to our last Introduction to Data Science promotion, that we are going to try and make the course available to more people by lowering the base-price to $29.99. We are also creating a 1 month promotional price of $20.99. To get a permanent subscription to the course for less … Continue reading New...
You can also check this post, written in #blogdown, here: playing-with-post-hoc-power. Current state of the matter The reason for bringing this here is that I witnessed an interesting exchange some time ago, regarding one article and their use of post-hoc power, … Sigue leyendo →
Introduction Over the past months, we published and refined a series of posts on Using Spark from R for performance with arbitrary code. Since the posts have grown in size and scope the blogposts were no longer the best medium to share the content ...
Before we start wrapping foreign language code we need to make sure that basic R packages can be created. If you’ve followed along from the previous post you have everything you need to get started here. Just to make sure, you should be able to fire up a new RStudio session and execute the following... Continue reading →
Previously in this series: The “lost boarding pass” puzzle The “deadly board game” puzzle The “knight on an infinite chessboard” puzzle The “largest stock profit or loss” puzzle The birthday problem is a classic probability ...
Manning Deal of the Day January 3, 2020 : Half off Practical Data Science with R, Second Edition. Use code dotd010320au at http://bit.ly/39vD1G4 Please share!
Prepared by Sally Paganin. Reversible Jump MCMC Overview Reversible Jump MCMC (RJMCMC) is a general framework for MCMC simulation in which the dimension of the parameter space (i.e., the number of parameters) can vary between iterations of the Markov chain. It can be viewed as an extension of the Metropolis-Hastings algorithm onto more general state
I’d like to share some new timings on a grouped in-place aggregation task. A client of mine was seeing some slow performance, so I decided to time a very simple abstraction of one of the steps of their workflow. Roughly, the task was to add in some derived per-group aggregation columns to a few million … Continue reading New...
Introduction library(FSAdata) # for data library(FSA) # for vbFuns(), vbStarts(), confint.bootCase() library(car) # for Boot() library(dplyr) # for filter(), mutate() library(ggplot2)In a previous post I demonstrated how to make a plot that illustrated the fit of a von Bertalanffy growth function (VBGF) to data. In this post, I will demonstrate how to show the...
It's the new year. Moving into 2020, I'd like to introduce you to the BRAND NEW Shiny Production with AWS Book. This book details the enterprise-grade process for deploying, hosting, and maintaining Shiny web applications using AWS, Docker, and Git. It...
Introduction If you are anything like me, then you probably enjoy the contribution graphs that GitHub posts to both your own and others GitHub profile. You can see mine here. Since it is the beginning of a new year, I thought it would be fun to take a look back to see how I used GitHub in 2019 and in...
The Internet Research Agency (IRA), funded by friends of Russian Intelligence, used social media to try to influence the US 2016 election. They did so in an elaborate and systematic fashion. While the number of purchased ads and money spent on Facebook was small there were significant resources devoted to this endeavor as a whole. It’s overall objectives have been...
Here is an R function that produces a Metropolis-Hastings sample for the univariate log-target f when the later is defined outside as another function. And when using a Gaussian random walk with scale one as proposal. (Inspired from a X validated question.) m1,T), c(y*{f({z
After a classic plot (see our former post) used on Wikipedia, we can explore another data visualization. The CO₂ concentration, one of the main cause of the climate warming, is following a seasonal cycle so it could be interesting (or ironic ?) to use a polar plot. Config and data We only keep two translations
The R language and RStudio IDE are a powerful combination for “getting stuff done”, and one aspect of R itself that makes it especially useful is the ability to use it with other programming languages via a robust foreign language interface capability1. The term “foreign language” refers to another programming language such as C, C++,... Continue reading →
I totally love boxplots, so much so that I may be even guilty of overusing it sometimes (if there is such a thing). Using just averages or percentile values is simplistic but they take away so much in terms of information. Histograms or Density plots work fine for showing individual distributions but may not work as well for comparisons....
Making accurate predictions using the vast amount of data produced by the stock markets and the economy itself is difficult. In this post we will examine the performance of five different machine learning models and predict the future ten-year returns for the S&P 500 using state of the art libraries such as caret, xgboostExplainer and patchwork. We will use...
Introduction library(FSAdata) # for data library(FSA) # for vbFuns(), vbStarts(), confint.bootCase() library(car) # for Boot() library(dplyr) # for filter(), mutate() library(ggplot2)I am continuing to learn ggplot2 for elegant graphics. I often make a plot to illustrate the fit of a von Bertalanffy growth function to data. In general, I want this plot to have: Transparent...
So Advent of Code 2019 ended last week, and I got all 50 stars. The challenges became considerably more challenging compared to the first half, but base R did allow acceptably efficient solutions in almost all cases. My code is still on GitHub - here’s what I learned about R by writing it! 🎄 Tail recursion grows the stack I kind...
One of the biggest projects I have worked on over the past several years is the Stack Overflow Developer Survey, and one of the most unique aspects of this survey is the extensive salary data that is collected. This salary data is used to power the Stack Overflow Salary Calculator, and has been used by various folks to explore...
If you are lucky enough to have some extra time for discretionary reading during the holiday season, you may find it interesting (and rewarding) to sample some of the nearly two hundred posts written across the various RStudio blogs. R Views R Views, our blog devoted to the R Community and the R Language, published over sixty posts in 2019. Many...
To celebrate the new year and the recent release of Practical Data Science with R 2nd Edition, we are offering a free coupon for our video course “Introduction to Data Science.” The following URL and code should get you permanent free access to the video course, if used between now and January 1st 2020: https://www.udemy.com/course/introduction-to-data-science/ … Continue reading Introduction...
An older post on this blog talked about several alternative base apply functions. This post will talk about how to apply a function across multiple vectors or lists with Map and mapply in R. These functions are generalizations of sapply and lapply, which allow you to more easily loop over multiple vectors or lists simultaneously. The post mapply and...
Happy families are all alike; every unhappy family is unhappy in its own way — Leo Tolstoy Like families, tidy datasets are all alike but every messy dataset is messy in its own way — Hadley Wickham In this post, I’ll be exploring how genealo...
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