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Seasonal pair trading

January 10, 2011 | Dzidorius Martinaitis

quanttrader.info is a good quantitative repository, where I found an idea about seasonal spreads play. The idea of seasonal pair trading differs from pairs trading in a way, that it doesn’t try to find deviation from the spread’s mean, but it looks at seasonal spread patterns. In ...

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Example 8.20: Referencing lists of variables, part 2

January 10, 2011 | Ken Kleinman

In Example 8.19, we discussed how to refer to a group of variables with sequential names, such as varname1, varname2, varname3. This is trivial in SAS and can be done in R as we showed.It's also sometimes useful to refer to all variables which begin w...

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Abusing Amazon’s Elastic MapReduce Hadoop service… easily, from R

January 10, 2011 | Jeffrey Breen

JD Long's experimental segue package makes it easy to use Amazon's Elastic MapReduce service to fire up a Hadoop cluster and use it for non-Big Data, computationally-intensive tasks. The package provides a cluster-aware version of lapply() which "just works". [Read more...]

R function for extracting F-test P-value from linear model object

January 10, 2011 | Stephen Turner

I thought it would be trivial to extract the p-value on the F-test of a linear regression model (testing the null hypothesis R²=0). If I fit the linear model: fit [Read more...]

Really useful bits of code that are missing from R

January 10, 2011 | richierocks

There are some pieces of code that are so simple and obvious that they really ought to be included in base R somewhere. Geometric mean and standard deviation – a staple for anyone who deals with lognormally distributed data. geomean [Read more...]

From one extreme (0) to another (1): challenge failed, but who cares…

January 9, 2011 | arthur charpentier

Just after arriving in Montréal, at the beginning of September, I discussed statistics of my blog, and said that it might be possible - or likely - that by new year's Eve, over a million page would have been viewed on my blog (from Google's count...

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R and Google Visualization API

January 8, 2011 | Scott Chamberlain

R interfaces with the powerful Google Visualization API with the package googleVis (see here). It's relatively easy to convert your graphics in R to interactive graphics to post on a web browser. And the graphics are quite nice, as seen below in a simple graph of some of my data ...

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RcppArmadillo 0.2.11

January 8, 2011 | Thinking inside the box

Just before Xmas, Conrad Sanderson released version 1.1.0 of Armadillo, his templated C++ library for linear algebra. Which I only noticed this week, so here comes version 0.2.11 of RcppArmadillo, our Rcpp-based integration into R. The only other ... [Read more...]

The Automatic Millionaire & Amortization

January 8, 2011 | Matt Shotwell

Dan Byrne of Vanderbilt University gave me a book back in October titled The Automatic Millionaire by David Bach. The book is an easy read and full of sound advice that I intend to take. Bach espouses a plan for retirement built on the principles of “paying yourself first” (i....

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Building a fact-based world view

January 7, 2011 | Oscar Perpiñán Lamigueiro

Gapminder is an independent foundation based in Stockholm, Sweden. Its mission is “to debunk devastating myths about the world by offering free access to a fact-based world view“. They provide free online tools, data (more than 400 datasets freely available!) and videos “to better understand the changing world“. The initial development ...

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Arrogance sampling

January 7, 2011 | xi'an

A new posting on arXiv by Benedict Escoto on a simulation method for approximating normalising constants (i.e. evidence) with an eye-catching name! Here is the abstract This paper describes a method for estimating the marginal likelihood or Bayes factors of Bayesian models using non-parametric importance sampling (“arrogance sampling”). This ... [Read more...]

Heatmap tables

January 7, 2011 | Social data blog

I blogged earlier (http://socialdatablog.com/what-is-wrong-with-this-graph) about the well-known risks of implying a continuous data scale in a graph where there isn't one. I just produced this alternative in the form of a heatmap table...

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formatR update (0.1-6)

January 6, 2011 | Yihui Xie

A new version of the formatR package is available on CRAN now (binary packages are still on the way). There are three major updates: the inline comments will also be preserved in most cases (in earlier versions, only single lines of comments are preserved) tidy.source() gained a new argument ... [Read more...]

web content anlayzer

January 6, 2011 | Martin Scharm

Just developed a small crawler to check my online content at binfalse.de in terms of W3C validity and the availability of external links. Here is the code and some statistics... [Read more...]

Gapminder

January 6, 2011 | Ralph

As many people are aware Hans Rosling is an enthusiastic swedish academic with a passion for statistics who recently presented the program The Joy of Stats. One of the great things about Hans Rosling is his presentations and the interactive graphics that he uses to make his points. Fast Tube ... [Read more...]

New R User Group in Kansas City

January 6, 2011 | David Smith

There's a new R User Group based in Kansas City, Kansas. Abraham Mathew just launched the group's website, and is looking for R users in the area to kick things off: This group was started to bring together R users in the Kansas City area to exchange knowledge and provide ... [Read more...]

Some market predictions

January 6, 2011 | Pat

We look at a few forecasts for the year 2011 that we’ve run across, and compare them with the prediction distributions presented in Revised market prediction distributions. FTSE 100 There is a “range forecast” on an Interactive Investor page of 5350 to 6565. It isn’t clear (to me at least) what this ...

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Ecological networks from abundance distributions

January 6, 2011 | Scott Chamberlain

Another grad student and I tried recently to make a contribution to our understanding of the relationship between ecological network structure (e.g., nestedness) and community structure (e.g., evenness)......Alas, I had no luck making new insights. How...

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Short review of the R book

January 5, 2011 | xi'an

David Scott wrote a review of Introducing Monte Carlo Methods with R in the International Statistical Review that is rather negative, since the main bulk reads as follows: I found some aspects of the book very disappointing. The first chapter (“Basic R Programming”) has some unfortunate mistakes and some statements, ...

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My first R package: zipcode

January 5, 2011 | Jeffrey Breen

My first package, zipcode, is now available on CRAN. It contains the CivicSpace database of 43,191 U.S. zip codes. [Read more...]

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R-bloggers

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Uncategorized

Seasonal pair trading

Example 8.20: Referencing lists of variables, part 2

Abusing Amazon’s Elastic MapReduce Hadoop service… easily, from R

R function for extracting F-test P-value from linear model object

Really useful bits of code that are missing from R

From one extreme (0) to another (1): challenge failed, but who cares…

R and Google Visualization API

RcppArmadillo 0.2.11

The Automatic Millionaire & Amortization

Building a fact-based world view

Arrogance sampling

Heatmap tables

formatR update (0.1-6)

web content anlayzer

Gapminder

New R User Group in Kansas City

Some market predictions

Ecological networks from abundance distributions

Short review of the R book

My first R package: zipcode

Uncategorized

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