Last week i created some plots, always for 1 feature. Today I started working on the full script that creates all these plots, 1 per feature. This means, using for loops in R. Let’s see how this is going to work out. Today I mostly worked on data... [Read more...]

As a follow-up to my post examining the stationarity of the new property price index, this post will briefly look at some of the dynamics of mortgage debt and property prices; all data is monthly, from the beginning of 2005 to March 2011. This will also serve as an illustration of the ‘... [Read more...]

I received at last my weekend edition of Le Monde and hence the solution proposed by the authors (Cohen and Busser) to the puzzle #14. They obtain a strategy that only requires at most 19 steps. The idea is to start with a first test, which gives a reference score S0, and ... [Read more...]

While investigating Intraday patterns in FX returns and order flow paper I have faced the problem with timezone. I had 3 data sources with different timezones (GMT, CET, CEST). Most confusing thing was, that I didn’t know, how to deal with summer time. But why did I have the data ... [Read more...]

What’s a “Friday fun project”? It’s a small computing project, perfect for a Friday afternoon, which serves the dual purpose of (1) keeping your programming/data analysis skills sharp and (2) providing a mental break from the grind of your day job. Ideally, the skills learned on the project are ... [Read more...]

While responding to this thread on Reddit I made a rough guess as to the heat retention of my french press when completely full of coffee. When I went to bed I realized there was no good reason why I … Continue reading → [Read more...]

Last week Le Monde puzzle (I have not received this week issue yet!) was about deriving an optimal strategy in less than 25 steps for finding the 25 answers to a binary multiple choice test, when at each trial, only the number of correct answers is known. Hence, if the correct answers ... [Read more...]

The Data Science Summit held in Las Vegas this week was outstanding - kudos and thanks to EMC/Greenplum for organizing the event. The energy of 150+ data scientists coupled with a well-curated agenda of talks created a real sense of being at the cusp of a real revolution in the ... [Read more...]

[Read more...]

Boris from Ottawa sent me this email about Introducing Monte Carlo Methods with R: As I went through the exercises and examples, I believe I found a typo in exercise 6.4 on page 176 that is not in the list of typos posted on  your website.  For simulation of Gamma(a,1) random ... [Read more...]

A Makefile is a simple text file that controls compilation of a target file. The key benefit of using Makefile is that it uses file time stamps to determine if a particular action is needed. In this post we discuss how to use a simple Makefile that compiles a tex ... [Read more...]

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Martin Morgan Profession: Senior Staff Scientist at Fred Hutchinson Cancer Research Center Nationality: Canadian Years Using R: 7 Known for: Director of the Bioconductor project Martin Morgan is a Senior Staff Scientist ... [Read more...]

[Read more...]

In this post, I go over the basics of running an ANOVA using R. The dataset I’ll be examining comes from this website, and I’ve discussed it previously (starting here and then here). I’ve not seen many examples where someone runs through the … Continue reading → [Read more...]

The Oxford English Dictionary includes more than 600,000 words, yet most of us get by in our day-to-day lives with a vocabulary of just a few thousand. In a similar vein, the R language includes thousands of functions: when you start up R 2.13, you have 2832 functions at your disposal: __ length(apropos(".", ... [Read more...]

[Read more...]

Bayesian Model Averaging (BMA) allows for any kind of model prior distributions. While the R package BMS has built-in support for several types of commonly used priors, there may be the need for constructing a custom model prior in a particular exerci... [Read more...]

A discussion on StackOverflow today shows an interesting use of special characters inside the cat function. The most common special characters that you may have come across are the tab and newline characters, represented by \t and \n respectively. Try them for yourself. cat("Red\tlorry\nYellow\tlorry\n") cat ... [Read more...]

[Read more...]

Yet another paper on ABC model choice was posted on arXiv a few days ago, just prior to the ABC in London meeting that ended in the pub above (most conveniently located next to my B&B!). It is written by Olivier Francois and Guillaume Laval and the approach relies ... [Read more...]