If you haven't made the plunge yet to making R graphics with Hadley Wickham's ggplot2 package, his "ggplot2 basics" slides (from the recent Introduction to Data Visualization and Analysis course at JSM) is a good place to start. Once you get the hang of the "grammar of graphics" notation, you'll ... [Read more...]

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The Environmental Performance Index (EPI) ranks countries on performance indicators for environmental public health and ecosystem vitality. Yale University hosts the EPI website, which was used to present the 2012 EPI Rankings to world leaders at the 2012 World Economic Forum at Davos. The Country Profiles section of the website allowed members ... [Read more...]

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Recently, I came across quite a few examples of time series forecasting using R. Here are some examples: Time series cross-validation 4: forecasting the S&P 500 Holt-Winters forecast using ggplot2 Autoplot: Graphical Methods with ggplot2 Large-Scale Parallel Statistical Forecasting Computations in R (2011) by M. Stokely, F. Rohani, E. Tassone Forecasting time ... [Read more...]

Disappeared for a while collecting frequent flyer points. In the process I ‘discovered’ that I live in the middle of nowhere, as it took me 36 hours to reach my conference destination (Estoril, Portugal) through Christchurch, Sydney, Bangkok, Dubai, Madrid … Continue reading → [Read more...]

Forecasting sporting events is a growing research area. The International Journal of Forecasting even had a special issue on sports forecasting a couple of years ago. The London 2012 Olympics has attracted a few forecasters trying to predict medal counts, world records, etc. Here are some of the articles I’ve ... [Read more...]

R user Markus Gesmann used the gold-winning times from the Olympic Men's 100m sprint since 1990 as the basis of the following prediction for the London Games: My simple log-linear model forecasts a winning time of 9.68 seconds, which is 1/100 of a second faster than Usain Bolt's winning time in Beijing in 2008, ... [Read more...]

In my last post I was explaining the usage of QGis to do a layerstack of a Landsat-scene. Due to the fact that further research and trying out resulted in frustration I decided to stick with a software I know well: R. So download the needed layers here and open ... [Read more...]

I mainly post this visualization because I think it’s pretty. It reminds a little of the work by the famous Dutch painter Mondrian. The complete matrix can be found here. The plot is a heatmap of an adjacency matrix generated by a weighted dir... [Read more...]

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Being professional involved with analyzing source code I get to work with a much larger number of programming languages than most people. There is a huge difference between knowing the intricate details of the semantics of a language and being able to fluently program in a language like a native ... [Read more...]

Revolution Analytics is proud to once again be a gold sponsor and Wi-Fi sponsor of the JSM 2012 conference in San Diego, the largest gathering of statisticians, biostatisticians, analysts, data miners and data scientists in the world. The conference begins on Sunday, and you'll find the Revolution Analytics team in the ... [Read more...]

The OECD collects (among a lot of other statistics) information on the number of hospitals and hospital beds per country. These two parameters combined and its evolution over the years could give an indication on whether or not the country’s hospital landscape is evolving towards large medical centers, small ... [Read more...]

In my last post, Factor Attribution to improve performance of the 1-Month Reversal Strategy, I discussed how Factor Attribution can be used to boost performance of the 1-Month Reversal Strategy. Today I want to dig a little dipper and examine this strategy for each sector and also run a sector-neutral ... [Read more...]

R has been available as a 64-bit application since it's earliest days. But the internal representation of R's fundamental data type — the vector — has long been subject to a 32-bit limitation: the maximum number of elements is capped at 2^31 (or just over 2.1 billion) elements. Now, at 8 bytes per element that's 16... [Read more...]

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The R language gets a brief mention in an article in yesterday's New York Times on automated bond trading: The traders here are mostly educated in math or physics, often outside the United States, and their desks are piled high with textbooks like the “R Graphs Cookbook,” for working with ... [Read more...]

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