R

Selection in R

June 1, 2012 | John Mount

The design of the statistical programming language R sits in a slightly uncomfortable place between the functional programming and object oriented paradigms. The upside is you get a lot of the expressive power of both programming paradigms. A downside of this is: the not always useful variability of the language’... [Read more...]

R Tops Data Mining Software Poll

May 31, 2012 | David Smith

For the past 12 years, KDNuggets has conducted an annual poll asking "What analytics/data mining software you used in the past 12 months for a real project (not just evaluation)". In this year's poll, R was the top-ranked data mining solution, selected by 30.7% of poll respondents. Microsoft Excel was second, at 29.8%. ... [Read more...]

Conditional Drawdown Exploration

May 31, 2012 | klr

After reading Strub, Issam S., Trade Sizing Techniques for Drawdown and Tail Risk Control (May 21, 2012), I thought I should try to tie this with 2 other good R pieces on Conditional Drawdown: http://systematicinvestor.wordpress.com/2011/11/01/minimiz...
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Using R.Net in an Excel Add in

May 31, 2012 | George

I thought I’d try out R.net and in doing so I have put together a very simple Excel 2007 add in that connects Excel to R. I’m using .Net 4.0 in Visual Studio 2010 pro with the latest commit of R.Net, … Continue reading → [Read more...]

Project Euler — problem 5

May 30, 2012 | Tony

I spent around 40 minutes on the last post yesterday, which delayed my bedding time and caused my sleepiness in the morning. So, I’m starting to write earlier tonight. The fifth problem is to calculate the smallest composite for given numbers. 2520 is … Continue reading → [Read more...]

R 2.15.1 scheduled for June 22

May 30, 2012 | David Smith

The next release of open-source R, codenamed "Roasted Marshmallows", is scheduled to be released on June 22, according to this announcement on the r-announce mailing list. Don't expect too many changes in this update: despite the fact that "there have been very few issues with 2.15.0 ... some people may be waiting superstitiously ... [Read more...]

Review: “Forest Analytics with R: an introduction”

May 29, 2012 | Luis

Forestry is the province of variability. From a spatial point of view this variability ranges from within-tree variation (e.g. modeling wood properties) to billions of trees growing in millions of hectares (e.g. forest inventory). From a temporal point of view … Continue reading → [Read more...]

Project Euler — problem 4

May 29, 2012 | Tony

It’s midnight already. I’m going to bed after I type this. Now the fourth Euler problem: A palindromic number reads the same both ways. The largest palindrome made from the product of two 2-digit numbers is 9009 = 91 99. Find … Continue reading → [Read more...]

Choosing colour palettes. Part I: Introduction

May 29, 2012 | ggplot2

In this series of three posts, we’ll look at colours in R graphics produced with ggplot2: what are the available choices of colour schemes, and how to choose a colour palette most suitable for a particular graphic? In kindergarten, choosing a co... [Read more...]

Backtesting Classical Technical Patterns

May 28, 2012 | systematicinvestor

In the last post, Classical Technical Patterns, I discussed the algorithm and pattern definitions presented in the Foundations of Technical Analysis by A. Lo, H. Mamaysky, J. Wang (2000) paper. Today, I want to check how different patterns performed historically using SPY. I will follow the rolling window procedure discussed on ... [Read more...]

Optim, you’re doing it wrong?

May 28, 2012 | diffuseprior

Call me uncouth, but I like my TV loud, my beer cold and my optimization functions as simple as possible. Therefore, what I write in this blog post is very much from a layman’s perspective, and I am happy to be corrected on any fundamental errors. I have recently ... [Read more...]

Industrial Statistics Seminars

May 28, 2012 | Nicola

Andrea Spanò, founder and partner at Quantide, held two seminars about Industrial Statistics at the University of Bergamo. Process Capability Analysis and Gage R&R were topics of seminars. Registered Milano R net users can download presentations from this page. [Read more...]

ABC+EL=no D(ata)

May 27, 2012 | xi'an

It took us a loooong while [for various and uninteresting reasons] but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/... [Read more...]

Project Euler — problem 3

May 27, 2012 | Tony

The third problem: The prime factors of 13195 are 5, 7, 13 and 29. What is the largest prime factor of the number 600851475143 ? My solvement is straightforward: firstly to identify all the prime numbers between 2 and sqrt(n); secondly … Continue reading → [Read more...]

PLoS computational biology meets wikipedia

May 26, 2012 | xi'an

Robin Ryder pointed out to me this new experiment run by PLoS since March 2012, namely the introduction of a new article type, “called “Topic Pages” and written in the style of a Wikipedia article“. Not only this terrific idea gives more credence to Wikipedia biology pages, at least in their ... [Read more...]
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