## When Wellington meets the “animation” package

October 7, 2011
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The “animation” package is great for creating .gif files (of course, it also produces video and flash files thanks to Yihui Xie). By using this package, I would like to show you a nice spot in Wellington, NZ. At this … Continue reading →

## R – Tutorial I

October 7, 2011
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NOTE : This tutorial has been superseded by the exhaustive R tutorials Here Basics Start R in Windows using the program menu. To quit :  q(). to call help for a function. help() or ?. use double quotes to escape special characters and tokens. e.g. ?”for”. objects() or ls() to obtain list of objects stored. rm()… Read More »

## FFT / Power Spectrum Box-and-Whisker Plot with Gggplot2

October 6, 2011
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I have a bunch of time series whose power spectra (FFT via R's spectrum() function) I've been trying to visualize in an intuitive, aesthetically appealing way. At first, I just used lattice's bwplot, but the spacing of the X-axis here really matters. ...

## Visualizing Tables with plot.table

October 6, 2011
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plot.table function in the Systematic Investor Toolbox is a flexible table drawing routine. plot.table has a simple interface and takes following parameters: plot.matrix – matrix with data you want to plot smain – text to draw in (top, left) cell; default value is blank string highlight – Either TRUE/FALSE to indicate if you want to

## Assumptions of the Linear Model

October 6, 2011
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Linear Assumptions from the Analysis Factor – Assumptions of linear regression (and ANOVA) are about the residuals, not the normality or independence of the response variable (Y). If you don’t know what this means be sure to read this brief … Continue reading →

## Bat Country

October 6, 2011
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I've spent a lot of time thinking about and using R's spectrum() function and the Fast Fourier Transform (FFT) in the last 5+ years. Lately, they've begun to remind me a little of a Theremin: simple to use, difficult to master. While prepping a figur...

## Webinar Oct 13: Successful uses of R in Banking

October 6, 2011
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On Thursday October 13, Hong Ooi from ANZ (Australia and New Zealand Banking Group) will give a webinar presentation on Successful Uses of R (along with SAS and Excel) in Banking. We've covered Hong's use of R for credit risk analysis here on the blog before, and in next week's webinar he'll take an in-depth look at applying R...

## Efficient Frontier of Buy-Hold and Tactical System

October 6, 2011
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In my mind, there are two very disparate views in the money management space: Markowitz style diversification and Faber style tactical allocation. I thought it would be fun to see what happens when we try to blend the two with an efficient frontier bet...

## Spatiotemporal Data Mining: 2

October 6, 2011
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There are many visual methods used to identify patterns in space and time. I've discussed some in prior threads and will show a few others briefly here. One of the most difficult questions I often hear from others regarding markov type approaches, is...

## On R versus SAS

October 6, 2011
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A short while ago there was a discussion on linkedin about the use of SAS versus R for the enterprise. I have thought a bit about the issue but, as I do not use Linkedin, I did not make any … Continue reading →

## A Work of Art: Efron on Bayesian Inference

October 6, 2011
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(Contributing blogger Joseph Rickert reports from the Stanford University Statistics Seminar series - ed.) Stanford University is very gracious about letting the general public attend many university events. Yesterday, it caught my eye that Bradley Efron was going to speak on Bayesian inference and the parametric bootstrap at the weekly Statistics seminar. So, since the free shuttle that goes...

## R talk on regular expressions (regex)

October 6, 2011
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Regular expressions are a powerful in any language to manipulate, search, etc. data. For example:> fruit <- c("apple", "banana", "pear", "pineapple")> fruit "apple" "banana" "pear" "pineapple"> grep("a", fruit) # there is an ...

## R: Preparing balanced stimuli lists for a psychological experiment

October 6, 2011
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Dividing a list of stimuli described by several statistics into subsets which are balanced according to these statistics is a common task in psychological research. For the purpose of preparing materials for an experiment which I am going to conduct &#...

## R Workshop

October 6, 2011
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I am going to start a continuing “R Workshop” series of posts with R tips and tricks. If you have questions you’d like answered or were wondering about certain aspects, please leave them in the comments.

## Commercial Analytics: The Capabilities

October 5, 2011
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Commercial Analytics is the kind that makes money. From data to dollars, insights to income, this is all about how to run the business better. To do it and to do it well you need certain capabilities in place. This article builds a map of those business capabilities to help you assess, understand, and plan your business.

## Do cents follow Benford’s Law?

October 5, 2011
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Benford's law is an amazing thing. If you know the probability distribution that classes of "natural" numbers should have, you can detect where people might be faking data: phony tax returns, bogus scientific studies, etc.

## New R-generated Video: Has StackOverflow Posting Behavior Changed Over Time?

October 5, 2011
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Sparks have been flying between my favorite data analysis language and my favorite programmer's Q & A site since long ago: R flirted with StackOverflow on September 10, 2008, 5 days before StackOverflow was even open to the public. R still hesitates to leave its original suitor, the loud and lively R-help mailing list, where

## Linear regression with correlated data

October 5, 2011
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I started following the debate on differential minimum wage for youth (15-19 year old) and adults in New Zealand. Eric Crampton has written a nice series of blog posts, making the data from Statistics New Zealand available. I will use … Continue reading →

## Slides and replay for "Backtesting FINRA’s Limit Up/Down Rules" available

October 5, 2011
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If you missed last week's webinar on using Revolution R and IBM Netezza to analyze the effectiveness of new rules intended to prevent another financial "Flash Crash", you can watch a replay by filling in this form. Once the replay begins, you can download the slides by clicking the "Download" button that appears below the media player. Revolution Analytics...

## Hot Spot Mapping in R: Illustrating Relative Seasonal Risk

October 5, 2011
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In recent months, IDV has taken steps to incorporate the powerful statistical engine, R, as a viable connection to Visual Fusion.  R has a robust and growing set of libraries and a community that is constantly thumping away on improvements.  ...

## Calling Google Maps API from R

October 5, 2011
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Hi, Related to Julyan’s previous post, I want to share an easy way to access Google Maps API through R. And then we’ll stop about Google, otherwise it’ll look like we’re just looking for jobs. My problem was the following: … Continue reading →

## New release with Batch processing

October 5, 2011
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This week we rolled out a new release at cloudnumbers.com which implements two new main features: cloudnumbers.com now supports Batch processing. Due to some changes in the architecture we were able to reduce our system requirements. In detail, we do not need that much open ports in your firewall. Please check our updated System Requirements

## Modelling with R: part 3

October 5, 2011
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The previous posts, part 1 and part 2, detailed the procedure to successfully import the data and transform the data so that we can extract some useful information from them. Now it's time to get our hands dirty with some predictive modelling. The dependent variable here is a binary variable taking values "0" and "1", indicating whether the customer...

## Drawing maps using shapefiles and R

October 4, 2011
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Sometimes a student may use a self explained chart, instead of a boring table for showing outcomes in a research paper. Yet, graphs are efficient in showing the broad picture of an issue and also for present results. In political science, you can getting into this topic reading Kastellec and Leoni (2007), for instance. I

## Interactive charts with googleVis package and R

October 4, 2011
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Examples at the link below illustrate interactive charts created with the googleVis package and R. http://code.google.com/p/google-motion-charts-with-r/wiki/GadgetExamples Some amazing features are: a motion chart shows the changes over time, an AnnotatedTimeLine shows zoom-in/zoom-out view of time series, a TreeMap supports drill-down … Continue reading →

## GEE using Stata vs. R

October 4, 2011
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I am running GEE logistic regression model for my fetal loss paper. As usual, I compare results between Stata and R and make sure they are consistent. To my surprise, the models assuming independent correlation structure give similar results but the mo...

## Introduction to PloTA library in the Systematic Investor Toolbox

October 4, 2011
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PloTA ( plot + ta ) library in the Systematic Investor Toolbox is a simple plot interface to charting Time Series and Technical Analysis plots. I created it as an alternative to charting functionality in quantmod package. It is designed to mimic default plot interface and works with xts objects. PloTA implements following methods: plota

## Bayesian Computation with R – Albert (2009)

October 4, 2011
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Title: Bayesian Computation with RAuthor(s): Jim AlbertPublisher/Date: Springer/2009Statistics level: High Programming level: Low Overall recommendation: Recommended Bayesian Computation with R focuses primarily on providing the reader with a basic understanding of Bayesian thinking and the relevant analytic tools included in R. It does not explore either of those areas in detail, though it does hit The post Bayesian...

## Bayesian Computation with R – Albert (2009)

October 4, 2011
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Title: Bayesian Computation with RAuthor(s): Jim AlbertPublisher/Date: Springer/2009Statistics level: High Programming level: Low Overall recommendation: Recommended Bayesian Computation with R focuses primarily on providing the reader with a basic un...