Uncategorized

The R-Files: Jeroen Ooms

June 9, 2011 | David Smith

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Jeroen Ooms Background: Ph.D. Candidate, Statistics, UCLA Nationality: Netherlands Years Using R: 3 1/2 Known for: Developing web applications for popular R packages including ggplot2, lme4, stockplot and irttool Jeroen Ooms is ... [Read more...]

Rotating disks

June 9, 2011 | xi'an

My neighbour is an half-retired entrepreneur who still runs his electric engine company. A few weekends ago, he came to me with the following physics question related with one of those engines: given a primary disk rotating at the angular speed of ω0 and a secondary disk located on the first ... [Read more...]

vRoom vRoom : Speeding up R with C

June 8, 2011 | Milk Trader

Many times you don't want to trouble friends for help with menial tasks like moving furniture. But sometimes you need to step out and ask. Your friends are always happy to help, and after the heavy lifting is done you see how easy it can be. R likes to...
[Read more...]

Making Simple Packages in R on Windows

June 8, 2011 | Steven Mosher

There are any number of short tutorials on making add on R packages on your Windows machine. This is yet another version of that process. I’ve explained what I did in 10 easy steps on the pages, but I’ll give a brief overview here. In the first step I ... [Read more...]

A Quantstrat to Build on Part 4

June 8, 2011 | klr

When we build a system, we are almost always trying to beat buy and hold by some metric or metrics.  I have not found a demo to compare a quantstrat system with a generic buy and hold system.  Here is the way I accomplish a basic comparison w...
[Read more...]

A Quantstrat to Build on Part 3

June 8, 2011 | klr

This just does the same thing as A Quantstrat to Build on Part 2, but I use sigCrossover and sigComparison instead of sigThreshold as my signal.  Maybe it will help some struggling to understand implementation of the different signal types.  ...
[Read more...]

Real-time Analytics for Capital Markets with Revolution R

June 8, 2011 | David Smith

In the 2011 edition of the Sybase Capital Markets Guide, Revolution Analytics CTO David Champagne talks about the need for up-to-date analytics in Finance, and how you can integrate Revolution R with quality real-time data sources. Here's an excerpt: R represents a radically different approach to the challenges posed by analyzing ... [Read more...]

David Banks on Reproducible Research

June 8, 2011 | BioStatMatt

Just got an email linking to Reproducible Research: A Range of Response, in the new journal Statistics, Politics, and Policy 2(1) by David Banks, who is also the journal's editor. Interestingly, the commentary doesn't mention the journal's policy (if one exists) on the reproducibility of research submitted there. Banks' writing is ... [Read more...]

Stratigraphic diagrams using analogue

June 8, 2011 | ucfagls

One of the routine tasks palaeoecologists do is plot data on species composition or geochemical proxies say along a sediment core or stratigraphic sequence. These diagrams are the canonical way of displaying stratigraphic data in this field. An example of … Continue reading → [Read more...]

How to fit power laws

June 7, 2011 | Scott Chamberlain

A new paper out in Ecology by Xiao and colleagues (in press, here) compares the use of log-transformation to non-linear regression for analyzing power-laws.They suggest that the error distribution should determine which method performs better. When you...
[Read more...]

A Quantstrat to Build on Part 2

June 7, 2011 | klr

As I explore additional functionality of quantstrat and make changes to my original post A Quantstrat to Build On, I will write multiple posts, and hopefully, the finished product will not be so overwhelming to comprehend.  Also, it might highligh...
[Read more...]

Conway’s Game of Life in R with ggplot2 and animation

June 5, 2011 | ramhiser

In undergrad I had a computer science professor that piqued my interest in applied mathematics, beginning with Conway’s Game of Life. At first, the Game of Life (not the board game) appears to be quite simple — perhaps, too simple — but it has been widely explored and is useful for ... [Read more...]

Example 8.39: calculating Cramer’s V

June 3, 2011 | Ken Kleinman

Cramer's V is a measure of association for nominal variables. Effectively it is the Pearson chi-square statistic rescaled to have values between 0 and 1, as follows:V = sqrt(X^2 / [nobs * (min(ncols, nrows) - 1)])where X^2 is the Pearson chi-square, n...
[Read more...]

A Quantstrat to Build On

June 2, 2011 | klr

THIS IS NOT INVESTMENT ADVICE.  PLEASE DO NOT TRADE THIS SYSTEM AS IT CAN LOSE SIGNIFICANT AMOUNTS OF MONEY.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. Some R finance powerhouses have been banging away on the quantstrat package for q...
[Read more...]

Sweave diagram, following Knuth’s original

June 2, 2011 | BioStatMatt

In preparation for a talk, I updated Knuth's original diagram in Donald E. Knuth. Literate programming. The Computer Journal, 27(2):97–111, May 1984. The new diagram is Sweave specific. Click the Sweave diagram for a PDF version, or right-click and select 'save image as' for the PNG version. Permission is granted for any ... [Read more...]

Selections from the R/Finance conference

June 2, 2011 | Pat

The R/Finance conference happened in Chicago at the end of April.  If, like me, you weren’t there, you can still benefit from it because slides from many of the talks are now online. Here is a quick synopsis (in chronological order) of some of the talks I found ...
[Read more...]

Annual Returns by State of the US Economy

June 1, 2011 | klr

Sometimes it is fun to just look at annual returns, especially as the financial world has shifted its focus to microseconds in a world of inconceivable macro imbalances.  St. Louis Fed (USREC) offers a binary state of the economy with 1=recession ...
[Read more...]

Day #54 Major bugfix

June 1, 2011 | Stageverloop Kris » R-En

It seems that Rserve works in a 1 byte charactersystem. This was giving us strange results. When I read in data from KNIME with strange characters like µ the errors began. Every time I used the character “µ”, my output in Rserve would be:... [Read more...]

New version of analogue (0.7-0)

June 1, 2011 | ucfagls

Last week I pushed an update of my analogue package to CRAN. The last release (0.6-23) was on CRAN sometime in Mar 2010 so an update was well overdue. This (0.7-0) is a major update to analogue containing lots of … Continue reading → [Read more...]
1 9 10 11 12 13 61

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)