Apache Spark is one of the hottest products in data science.Spark 1.4.0 has formally adopted SparkR package which enables to handle Spark DataFrames on R.SparkR is very useful and powerful.One of the reasons is that SparkR DataFrames present an API sim... [Read more...]

World wide quantitative easing does not seem to end. I live and work in Japan which has the lowest interest rate.Thanks to Quandl and RStudio, I can easily get the data of the interest rate and visualize it with R and dygraphs ... [Read more...]

We had an exciting meeting "Japan.R" with many talks on last Saturday.(I should have made an advance notice.) (This is the picture of our venue. Thanks FreakOut!!!)We are so pleased that many participants(over 200!!!) enjoyed the talks and have a great relationship each other in pizza party. ... [Read more...]

Visualize violent crime rates in different US States with choroplethr package Visualize violent crime rates in different US States with choroplethr package I knew choroplethr package by the blog post Animated Choropleths in R a few days ago. As a another visualization tool in R language, I wana try this ... [Read more...]

Recently I found that My R Guru @ramnath_vaidya is developping a new visualization package rMaps. I was so excited when I saw it for the first time and I think that it's really awesome for plotting any data on a map. Let me explain how we can Get data(... [Read more...]

As you already know(if you often use R!!), Shiny allows us to create web applications in R easily. It doesn't require the knowledge of HTML, CSS, javascript, I mean, we don't need to write HTML, CSS and javascript directly to create web application.The... [Read more...]

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Writing the article "How much does "Beta" change depending on time?", I learned how to create an animation by using R language. Then, I would like to continue do that in this article.In this article, I visualize time series of JGB term struct... [Read more...]

You may often use "Beta" to measure the market exposure of your portfolio because it's easy to calculate.Since I have been wondering how much "Beta" change depending on time, more precisely writing, data-set and the period of return time series, I... [Read more...]

Mr.Ishikawa(my old friend) and I developed "PairTrading" package, and uploaded it on CRAN.This article shows you how you can use it.The pair trading is a market neutral trading strategy and gives traders a chance to profit regardless of market conditions. The idea of this strategy is ... [Read more...]

I wrote the article whose title is "Another way to use R in Excel for .NET programmer" last night.In that article, We need to use IDE to write C# program.On ther other hand, Excel-DNA give us easier way to create XLL.Let me show you one ... [Read more...]

As you know, RExcel give us a way to combine R with Excel.But, It just bothering to install some COMs and maybe not be programming but excel manipulation!If you are a .NET programmer, there is another way to call R from Excel.I would like to ... [Read more...]

I made FRBData package and registerd it on CRAN.This package allow you to download financial data from FRB's website.This website provide many economical data such as consumer credit, money stock.This article show you how to use this package.(But, it has only a function about interest rate ... [Read more...]

update************************************************************************************************ I checked whether this example was run collectly or not in Windows XP(32bit) only !  ************************************************************************************************ In R language, the members at Revolution R provide foreach and doSNOW packages for parallel computation. these packages allow us to compute things in parallel. So, we start to install these packages. install.packages("... [Read more...]

Bank of Japan(BOJ) publish research paper regularly.And, they issued very interesting paper about valuation of CDO recently.(The paper is 金融危機時における資産価格変動の相互依存関係：コピュラに基づく評価 新谷　幸平、山田　哲也、吉羽　要直(sorry,japanese only!)) They introduced copula for pricing of CDO,and discussed how different CDO spreads were with using different copula for pricing.I would like to reproduce ... [Read more...]

In quantitive finance,it is often said that yield curve change is explained by three factor,"parallel shift", "twist" and "butterfly".Because I found that we can get historical yield curve data from FRB's web site, I check whether these proverbial facts are correct or not.Yield curve data can ... [Read more...]