R

Facebook-class social network analysis with R and Hadoop

May 25, 2012 | David Smith

In computing, social networks are traditionally represented as graphs: a connection of nodes (people), pairs of which may be connected by edges (friend relationships). Visually, the social networks can then be represented like this: Social network analysis often amounts to calculating the statistics on a graph like this: the number ... [Read more...]

Trend Following Factors from Hsieh and Fung

May 25, 2012 | klr

The beauty of R and academic replication is that on the Friday before Memorial Day weekend I can read an academic paper and do some analysis all before breakfast.  In this case, the paper is Hsieh, David A. and Fung, William, The Risk in Hedge F...
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Quick dprint Experiment

May 24, 2012 | klr

As a quick dprint experiment, I thought I would try to do a quarterly return table that might potentially fit in knitR Performance Report 3 (really with knitr) and dprint.  Although I do not think I will use it in the final report, I do think it i...
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Slides for R/Finance 2012

May 23, 2012 | Peter Carl

Another succeessful* year of R/Finance is behind us. It was certainly more: a larger crowd, a longer session, more seminars, more presentations, more sponsors – perhaps even to the point where we’ve reaching a certain capacity. What began as an interesting idea among a few friends has more than ... [Read more...]

NYT charts the Facebook IPO with R

May 23, 2012 | David Smith

In conjunction with Facebook's record-setting IPO last Thursday, the New York Times created an infographic to put the size of the offer in context with other recent IPOs. A detail of the graphic as it appeared in the print edition appears below: ChartsNThings gives a fascinating peek into the weeklong ... [Read more...]

R-NOLD 2012-05-23 05:48:00

May 23, 2012 | arsalvacion

Mapping Global Earthquake using XML and MaptoolsEveryday the US Geological Survey (USGS) publish earthquake data (http://earthquake.usgs.gov/earthquakes/recenteqsww/Quakes/quakes_all.html) all over the globe. Using XML and maptool packages of R I d...
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My new forecasting textbook

May 22, 2012 | Rob J Hyndman

After years of saying that I was going to write a book to replace Makridakis, Wheelwright and Hyndman (1998), I’m finally ready to make an announcement! My new book is Forecasting: principles and practice, co-authored with George Athanasopoulos. It is available online and free-of-charge. We have written about 2/3 of the ... [Read more...]

The grade level of Congress speeches, analyzed with R

May 22, 2012 | David Smith

As widely reported by CNN, the Huffington Post, Talking Points Memo, the sophistication of speeches by US politicians has declined in recent years, dropping from an 11th-grade level in 2005 to a 10th-grade level today. The reports are based on an analysis by the Sunlight Foundation, based on textual analysis of ... [Read more...]

knitr Performance Report–Attempt 3

May 22, 2012 | klr

please see knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1 Since the time of my last reporting post, RStudio, knitr, and Sweave have worked extremely hard to make document creation easier by becoming even more streamlined and ...
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Classical Technical Patterns

May 21, 2012 | systematicinvestor

In my presentation about Seasonality Analysis and Pattern Matching at the R/Finance conference, I used examples that I have previously covered in my blog: Month of the Year Seasonality – I introduced the Seasonality charts in the Historical Seasonality Analysis: What company in DOW 30 is likely to do well in ... [Read more...]

A visual data summary for data frames

May 21, 2012 | David Smith

If you want to get a quick numerical summary of a data set, the summary function gives a nice overview for data frames: __ require(ggplot2) Loading required package: ggplot2 __ data(diamonds) __ summary(diamonds) carat cut color clarity depth table Min. :0.2000 Fair : 1610 D: 6775 SI1 :13065 Min. :43.00 Min. :43.00 1st Qu.:0.4000 Good : 4906 E: 9797 VS2 :12258 1... [Read more...]

Project Euler — problem 2

May 21, 2012 | Tony

Almost my time for bed. Just write a quick solution on the second problem of Project Euler. Here it is. Each new term in the Fibonacci sequence is generated by adding the previous two terms. By starting with 1 and 2, … Continue reading → [Read more...]

R-NOLD 2012-05-21 04:46:00

May 21, 2012 | arsalvacion

Mapping Philippines earthquake data from January 2011 to January 2012 collected by PHIVOLCS using R ggplot package.I tried to recreate the earthquake map of the Philippines created using maptool and R plot function using ggplot2. Earthquake map ...
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Time-Series Policy Evaluation in R

May 21, 2012 | diffuseprior

Quantifying the success of government policies is clearly important. Randomized control trials, like those conducted by drug companies, are often described as the ‘gold-standard’ for policy evaluation. Under these, a policy is implemented in/to one area/group (treatment), but not in/to another (control). The difference in outcomes between ... [Read more...]

Bayes on drugs (guest post)

May 20, 2012 | xi'an

This post is written by Julien Cornebise. Last week in Aachen was the 3rd Edition of the Bayes(Pharma) workshop. Its specificity: half-and-half industry/academic participants and speakers, all in Pharmaceutical statistics, with a great care to welcome newcomers to Bayes, so as to spread as much as possible the ... [Read more...]
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