Another Way to Look at Vanguard and Pimco

February 20, 2013
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Another Way to Look at Vanguard and Pimco

I like the results of the analysis shown in my post Applying Tradeblotter’s Nice Work Across Manager Rather than Time, but I was not satisfied that the plot allowed a quick summary comparison of the two massive fund complexes.  I am much more pl...

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Progress bar in R

February 20, 2013
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A decent percentage of working time in R, I spend looping over chromosomes, transcription factors or tissues, usually, using parallelization.To get the stuff to run simultaneously I use the foreach function from the doMC package, and for monitoring of ...

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Mapped: Twitter Languages in New York

February 20, 2013
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Mapped: Twitter Languages in New York

Following the interest in our Twitter Tongues map for L

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Momentum in R: Part 4 with Quantstrat

February 19, 2013
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Momentum in R: Part 4 with Quantstrat

The past few posts on momentum with R focused on a relatively simple way to backtest momentum strategies. In part 4, I use the quantstrat framework to backtest a momentum strategy. Using quantstrat opens the door to several features and options as well as an order book to check the trades at the completion of … Continue reading...

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Onepager Now with knitR

February 19, 2013
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Since at some point I had trouble with a conflict between knitr and the latex package textpos, I used the lesser Sweave in Another Experiment with R and Sweave.  I ran the Sweave2knitr command and discovered that textpos and knitr play well togeth...

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Visualize major league pitching data with PitchRx

February 19, 2013
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Anyone interested in playing around with the data generated by the PITCHf/x cameras at major league baseball games should definitely check out the pitchRx package from Carson Sievert. Major League Baseball Advanced Media makes the data available for download, and this package provides an interface from R to the speed, position and pitcher data for just about every MLB...

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Better modelling and visualisation of newspaper count data

February 19, 2013
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Better modelling and visualisation of newspaper count data

<!-- Styles for R syntax highlighter In this post I outline how count data may be modelled using a negative binomial distribution in order to more accurately present trends in time series count data than using linear methods. I also show how to...

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Registration for ‘R in Insurance’ conference has opened

February 19, 2013
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Registration for ‘R in Insurance’ conference has opened

The registration for the first conference on R in Insurance on Monday 15 July 2013 at Cass Business School in London has opened. The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance. The 2013 R in Insurance conference builds...

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When Discrete Choice Becomes a Rating Scale: Constant Sum Allocation

February 19, 2013
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Why limit our discrete choice task to next purchase when we can ask about next ten purchases?  It does not seem appropriate to restrict choice modeling to one selection only when repeat purchases from the same choice set&n...

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Sketches Around Twitter Followers

February 19, 2013
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Sketches Around Twitter Followers

I’ve been doodling… Following a query about the possible purchase of Twitter followers for various public figure accounts (I need to get my head round what the problem is with that exactly?!), I thought I’d have a quick look at some stats around follower groupings… I started off with a data grab, pulling down the

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Working with R2MLwiN Part 2

February 19, 2013
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Specifying the modelThis is the second part of a series of notes demonstrating use of the R package, R2MLwiN, an R command interface to the multilevel modelling software package, MLwiN (see the MLwiN site for getting access to MLwiN). The first set of notes showed how to get started with R2MLwiN. In these notes,...

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metvurst now a package (repository moved to GitHub)

February 18, 2013
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metvurst now a package (repository moved to GitHub)

Inspired by a post on PirateGrunt, I finally managed to pack metvurst up and turn it into a proper R-Package (the fact that I'm on holiday and have some time also helped). As a side-effect of this, the repository has been moved from google code to G...

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New Rcpp master class scheduled for New York

February 18, 2013
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A new Rcpp master class is scheduled for March 9 in New York. The format will an updated version of the one-day workshops I have given at the University of Rochester in 2010, in San Franciso in 2011 (organised by Revolution Analytics) and at the UseR...

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Sector Rotation Back Test Shiny web application

February 18, 2013
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Sector Rotation Back Test Shiny web application

Today, I want to share the Sector Rotation Back Test application (code at GitHub). This is the last application in the series of examples (I have shared 5 examples) that will demonstrate the amazing Shiny framework and Systematic Investor Toolbox to analyze stocks, make back-tests, and create summary reports. The motivation for this series of

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What does it say about r?

The last post I show a way to plot a gexf file in R using the rgexf package and the Sigmajs library. Now we need some data to use that piece of code. So I've decided obtain the tweets about R. For this I've used the twitteR package and search "#rs...

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Data fishing: R and XML part 3

February 18, 2013
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Data fishing: R and XML part 3

I’ve recently posted two blogs about gathering data from web pages using functions in R. Both examples showed how we can create our own custom functions to gather data about Minnesota lakes from the Lakefinder website. The first post was an example showing the use of R to create our own custom functions to get

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Revisiting Cleveland’s The Elements of Graphing Data in ggplot2

February 18, 2013
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Revisiting Cleveland’s The Elements of Graphing Data in ggplot2

I was flipping through my copy of William Cleveland’s The Elements of Graphing Data the other day; it’s a book worth revisiting. I’ve always liked Cleveland’s approach to visualization as statistical analysis. His quest to ground visualization principles in the context of human visual cognition (he called it “graphical perception”) generated useful advice for designing Related posts:

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When SAP HANA met R – What’s new?

February 18, 2013
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When SAP HANA met R – What’s new?

Since I wrote my blog When SAP HANA met R - First kiss I had received a lot of nice feedback...and one those feedbacks was..."What's new?"...Well...as you might now SAP HANA works with R by using Rserve, a package that allows communication to an R Serv...

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10 R packages every data scientist should know about

February 18, 2013
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The yhat blog lists 10 R packages they wish they'd known about earlier. Drew Conway calls them "10 reasons to always start your analysis in R". They're all very useful R packages that every data scientist should be aware of. They are: sqldf (for selecting from data frames using SQL) forecast (for easy forecasting of time series) plyr (data...

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Predictors, responses and residuals: What really needs to be normally distributed?

February 18, 2013
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Predictors, responses and residuals: What really needs to be normally distributed?

Introduction Many scientists are concerned about normality or non-normality of variables in statistical analyses. The following and similar sentiments are often expressed, published or taught: "If you want to do statistics, then everything needs to be normally distributed." "We normalized…Read more →

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Saving R Objects in Oracle Database using Oracle R Enterprise 1.3 Datastore

February 18, 2013
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Saving R Objects in Oracle Database using Oracle R Enterprise 1.3 Datastore

Normal 0 false false false EN-US X-NONE X-NONE ...

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#15 Alkali Silica Template

February 18, 2013
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#15 Alkali Silica Template

Does what it says on the tin. DOWNLOAD THE CODE #------------------------------ #-------- INFORMATION --------- #------------------------------ # Plotting points from Hugh # Rallinson's "Using Geochemical # Data" book. Code compiled by # Darren J. Wilkinson, # Grant Inst. Earth Science # The University of Edinburgh # [email protected] #------------------------------ # -------- CONTROLS ---------- y.max = 16 x.min

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RQuantLib 0.3.10

February 18, 2013
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A new minor release RQuantLib 0.3.10 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. The discount curve building code in QuantLib has s...

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Simple tests of predicted returns

February 18, 2013
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Simple tests of predicted returns

Some ways to explore how good a method of predicting returns is. Data and model The universe is 443 large cap US stocks that have data back to the beginning of 2004.  The daily (adjusted) close was used. The model that is used as an example is the default signal from the MACD function of … Continue reading...

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Reshaping Horse Import/Export Data to Fit a Sankey Diagram

February 18, 2013
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Reshaping Horse Import/Export Data to Fit a Sankey Diagram

As the food labeling and substituted horsemeat saga rolls on, I’ve been surprised at how little use has been made of “data” to put the structure of the food chain into some sort of context* (or maybe I’ve just missed those stories?). One place that can almost always be guaranteed to post a few related

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Improving the graph gallery

February 18, 2013
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Improving the graph gallery

I'm trying to make improvements to the R Graph Gallery, I'm looking for suggestions from users of the website. I've started a question on the website's facebook page. Please take a few seconds to vote to existing improvements possibilities...

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dbetabinom versions

February 17, 2013
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dbetabinom versions

I got this email from a student: (1) I used the following R function in package “emdbook“ more precisely I did (2) instead I use the following R function in package “VGAM“ more precisely I did and I get two different curves! Sad! to which I replied only the following as the beta-binomial density is

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Displaying Isotopic Abundance Percentages with Bar Charts and Pie Charts

Displaying Isotopic Abundance Percentages with Bar Charts and Pie Charts

The Structure of an Atom An atom consists of a nucleus at the centre and electrons moving around it.  The nucleus contains a mixture of protons and neutrons.  For most purposes in chemistry, the two most important properties about these 3 types of particles are their masses and charges.  In terms of charge, protons are

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Change fonts in ggplot2, and create xkcd style graphs

February 17, 2013
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Change fonts in ggplot2, and create xkcd style graphs

Installing and changing fonts in your plots comes now easy with the extrafonts-package. There is a excellent tutorial on the extrafonts github site, still I will shortly demonstrate how it worked for me. First, install the package and load it. You can now install the desired system fonts (at the moment only TrueType fonts): The

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