An R package for Smith-Wilson yield curves

June 19, 2013
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An R package for Smith-Wilson yield curves

Yield Curve fitting - the Smith-Wilson method Yield Curve fitting - the Smith-Wilson method This article illustrates the R package SmithWilsonYieldCurve, and provides some additional background on yield curve fitting. The method implemented in the package fits a curve to interest rate market...

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R Plotting Financial Time Series

June 19, 2013
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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...

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Generating Tables Using Pander, knitr, and Rmarkdown

June 19, 2013
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Generating Tables Using Pander, knitr, and Rmarkdown I use a pretty common workflow (I think) for producing reports on a day to day basis. I write them in rmarkdown using RStudio, knit them into .html and .md documents using knitr, then convert the resulting .md file to a .docx file using pander, which is really just a way of communicating with Pandoc via my R terminal. This workflow...

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highlight 0.4.2

June 19, 2013
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highlight 0.4.2 is on CRAN. This fixes a few bugs reported by users. The main improvement is that we can now use highlight as a vignette engine, using the functionality introduced in R 3.0.0. In the Rcpp universe, we use … Continue reading →

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Dallas R Users: Creating R Packages this Saturday, 6/29

June 18, 2013
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I’ll be presenting at the Dallas R Users Group next Saturday at 10:00AM at the University of Dallas on how to reproduce your R code. We’ll review how to use R scripts, how to embed R code in reproducible documents, and then introduce how to create your own R packages based on your R code.

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My R package’s worldmap of downloads!

June 18, 2013
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My R package’s worldmap of downloads!

Last week, a colleague draw my attention on this new log files from the Rstudio cloud CRAN mirror, through a post from Tal Galili. This CRAN mirror is a little different, as it uses Amazon CloudFront to deliver the downloads … Continue reading →

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The Fallacy of 1/N and Static Weight Allocation

June 18, 2013
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The Fallacy of 1/N and Static Weight Allocation

In the last few years there has been a increasing tendency to ignore the value of a disciplined quantitative approach to the portfolio allocation process in favor of simple and static weighting schemes such as equal weighting or some type of adjusted volatility weighting. The former simply ignores the underlying security dynamics, assuming equal risk-return,

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Create SAS Code from R ‘tree’ Objects

June 18, 2013
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Create SAS Code from R ‘tree’ Objects

I recently was faced with the desire to port some tree models developed in R to SAS so I could score a large database. To me this makes sense as SAS is better with large files (or at least so as not to offend anyone, I am better with large files in SAS). I started

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Printing R help files in the console or in knitr documents

June 18, 2013
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Yesterday, I was creating a knitr document based on a script, and was looking for a way to include content from an R help file. The script, which was a teaching document, had a help() command for when the author wanted to refer readers to R documentation. I wanted that text in my final document, though. There’s no...

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Resources for getting started with R

June 18, 2013
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Resources for getting started with R

As we believe you may know, we are having a webinar tomorrow (June 19th, 2013) on Predictive Analytics. During this webinar, you are going to be introduced to R, learn how to build a predictive model and also how to carry insightful analysis through visualization. As learning a new language can be a really difficult

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BCEA 1.3.0

June 18, 2013
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BCEA 1.3.0

After months of work (although to be fair, we haven't worked 100% full time on this), Andrea and I are nearly ready to publish the next release of BCEA. Andrea has done a brilliant job and is responsible for most of the good new features (NB: see ...

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PivotalR Improves the Scalability and Performance of In-Database Analytics

June 18, 2013
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PivotalR Improves the Scalability and Performance of In-Database Analytics

One of the greatest challenges while working with big datasets concerns the need to move information out of storage for analysis. To this end, the recent announcement of PivotalR 0.1 extends Pivotal HD's capabilities, allowing users of the statistical programming language R to perform in-database analytics without leaving the command line.

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R GIS: Terrain Analysis for Polygons as Simple as it Gets!

June 18, 2013
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R GIS: Terrain Analysis for Polygons as Simple as it Gets!

library(rgdal)library(raster)alt gadm gadm_sub plot(alt)plot(gadm_sub, add=T)asp slo > extract(slo, gadm_sub, fun = mean, na.rm = T, small = T, df = T) ID slope1 1 9.9590532 2 1.0474433 3 7.4561654 4 1.6737865 5 11.946553> extract(asp, gadm_sub, fun = mean, na.rm = T, small...

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The Green Number Effect

June 18, 2013
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The Green Number Effect

Following up on a suggestion from my previous post, here are the statistics for medal count versus age. Every point on the plot is the number (see colour legend on right) of athletes who have achieved a given number of medals by a particular age. There is clear evidence of a Green Number Effect: many

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Quickly read Excel worksheets into R (Windows only…sorry)

June 18, 2013
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I suppose most companies use the Microsoft Office suite of programs, and my office is no exception. It easy to import data from an API or a database into R, but importing data from an Excel workbook is a different story. There are a few R packages for reading Excel files, but I’ve had problems

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Job opening! Come work with us!

June 18, 2013
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Postdoctoral position in statistical modeling of social networks A full-time postdoctoral position is available beginning Fall 2014 in the research group of Tian Zheng and Andrew Gelman working on statistical analysis and modeling of social network data, in close cooperation with our experimental collaborators. Four key papers of this project so far are: http://www.stat.columbia.edu/~gelman/research/published/overdisp_final.pdf http://nersp.osg.ufl.edu/~ufruss/documents/mccormick_salganik_zheng10.pdf The post Job...

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Use R to Bulk-Download Digital Elevation Data with 1" Resolution

June 18, 2013
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Here's a little r-script to convenientely download high quality digital elevation data, i.e. for the Alps, from HERE:require(XML)dir.create("D:/GIS_DataBase/DEM/")setwd("D:/GIS_DataBase/DEM/")doc urls names for (i in 1:length(urls)) download.file(urls, names) # unzip all files in dir and delete them afterwardssapply(list.files(pattern = "*.zip"), unzip)unlink(list.files(pattern = "*.zip"))p.s.: Also check raster::getData which pulls SRTM data at 90m resolution for a location / region!

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Evaluating Optimization Algorithms in MATLAB, Python, and R

June 18, 2013
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Evaluating Optimization Algorithms in MATLAB, Python, and R

As those of you who read my last post know, I’m at the NIMBioS-CAMBAM workshop on linking mathematical models to biological data here at UT Knoxville. Day 1 (today) was on parameter estimation and model identifiability. Specifically, we (quickly) covered … Continue reading →

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googleVis 0.4.3 released with improved Geocharts

June 18, 2013
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The Google Charts Tools provide two kinds of heat map charts for geographical data, the Flash based Geomap and the HTML5/SVG based Geochart. I prefer the Geochart as it doesn't require Flash, but so far there have been two shortcomings with it: I couldn't add additional tooltip information and the default Mercator projection shows Greenland the...

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Software Packages for Graphs and Charts

June 17, 2013
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Software Packages for Graphs and Charts

Graphs can be an important feature of analysis. A graph that has been well designed and put together can make summary statistics much more readable and increase the interpretability. It also makes reports and articles looks more professional. There are many software packages that are available to design great graphs and charts.  This seems to

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Computerworld’s Beginners Guide to R

June 17, 2013
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Sharon Machlis is not only the online managing editor at Computerworld, she's also a budding data scientist who recently started learning the R language. To the benefit of all other new R users, she's shared her learnings in an excellent 6-part beginners guide to R, published by Computerworld. It's jam-packed with useful information for anyone getting started with R,...

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Zombie Apocalypse Survival Test – R-Powered (using Concerto)

June 17, 2013
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Zombie Apocalypse Survival Test – R-Powered (using Concerto)

This test is the first attempt to seriously assess the ability of individuals to survive a zombie apocalypse.  This test is administered using the R powered open-source testing platform Concerto developed at the University of Cambridge. The t...

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Bayesian computational tools

June 17, 2013
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Bayesian computational tools

I just updated my short review on Bayesian computational tools I first wrote in April for the Annual Review of Statistics and Its Applications. The coverage is quite restricted, as I took advantage of two phantom papers I had started a while ago, one with Jean-Michel Marin, on hierarchical Bayes methods and on ABC. (As

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Dave Harris on Maximum Likelihood Estimation

June 17, 2013
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Dave Harris on Maximum Likelihood Estimation

At our last Davis R Users’ Group meeting of the quarter, Dave Harris gave a talk on how to use the bbmle package to fit mechanistic models to ecological data. Here’s his script, which I ran throgh the spin function in knitr: # Load data library(emdbook) ## Loading required package: MASS Loading required package: lattice library(bbmle) ## Loading required package:...

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Oracle R Connector for Hadoop 2.1.0 released

June 17, 2013
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(This article was first published on Oracle R Enterprise, and kindly contributed to R-bloggers) Oracle R Connector for Hadoop (ORCH), a collection of R packages that enables Big Data analytics using HDFS, Hive, and Oracle Database from a local R environment, continues to make advancements. ORCH 2.1.0 is now available, providing a flexible framework while remarkably improving performance and...

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Model Selection in Bayesian Linear Regression

June 17, 2013
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Model Selection in Bayesian Linear Regression

Previously I wrote about performing polynomial regression and also about calculating marginal likelihoods. The data in the former and the calculations of the latter will be used here to exemplify model selection. Consider data generated by and suppose we wish to fit a polynomial of degree 3 to the data. There are then 4 regression The post Model...

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Stashing and playing with raw data locally from the web

June 17, 2013
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It is getting easier to get data directly into R from the web. Often R packages that retrieve data from the web return useful R data structures to users like a data.frame. This is a good thing of course to make things user friendly. However, what if you want to drill down into the data that's returned from a query...

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analyze the pesquisa de orcamentos familiares (pof) with r

June 17, 2013
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for the unlucky among us born without a portuguese mother tongue, the pesquisa de orcamentos familiares (pof) translates to survey of household budgets.  this data set captures brazilian family consumption habits, allocation of expenses, and incom...

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Annotating select points on an X-Y plot using ggplot2

June 16, 2013
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Annotating select points on an X-Y plot using ggplot2

or, Is the Seattle Mariners outfield a disaster?The BackstoryEarlier this week (2013-06-10), a blog post by Dave Cameron appeared at USS Mariner under the title “Maybe It's Time For Dustin Ackley To Play Some Outfield”. In the first paragraph, Cameron describes to the Seattle Mariners outfield this season as “a complete disaster” and Raul Ibanez as...

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