Uncategorized

Video: Two R talks from Hadley Wickham

June 22, 2011 | David Smith

On his recent tour to the Bay Area, Hadley Wickham have two interesting R-related talks, for which video has been made available by Google Tech Talks. At the June Bay Area R User Group meeting, Hadley spoke on the future of interactive data visualization in R. Building on his experiences ... [Read more...]

REITs for Everybody Now REITs for Nobody Part 3

June 22, 2011 | klr

THIS IS NOT INVESTMENT ADVICE.  LISTENING TO ME COULD LOSE LOTS OF MONEY. For some additional insight to my short REITs beliefs presented in REITs for Everybody Now REITs for Nobody Part 2 and REITs for Everybody Might Now Mean REITs for Nobody, I...
[Read more...]

Package RghcnV3

June 22, 2011 | Steven Mosher

I am down to the last strokes of creating a package for downloading, importing and analyzing GHCN (Global Historical Climate Network0 Version 3.  There  were a few things holding me up, but  I’ve manged to handle all of them except the last one.  Let’s spend a little time looking ... [Read more...]

A heap of PhD studentships at UCL

June 21, 2011 | xi'an

Mark Girolami sent me this announcement for six PhD studentships in Statistical Methodology and Its Application at University College London (UCL) that are great opportunities for anyone interested in computational statistics! The studentships are attached to the Department of Statistical Science at University College London, and a subset of them ... [Read more...]

Hurst as Relative Strength

June 21, 2011 | klr

THIS IS NOT INVESTMENT ADVICE AND COULD EASILY RESULT IN SIGNIFICANT LOSSES. As an extension to Testing Hurst with Multiple Indexes and Exploring the Market with Hurst, we also might employ our new Hurst signal as a relative strength determinant. ...
[Read more...]

A year of Chicago’s crime, in 30 seconds

June 21, 2011 | Drew Conway

Yesterday Brett Goldstein, the Chief Data Officer for the City of Chicago, announced on Twitter the release of Chicago’s crime data for the past year. The data is very detailed, and wonderful resource for criminologist and social scientists alike. I have been playing around with the data a bit, ... [Read more...]

Five things Biologists should know about Statistics

June 21, 2011 | David Smith

In a thoughtful blog post, Bioinformatician Ewan Birney (Head of Nucleotide Data at the European Bioinformatics Institute) talks about the importance of Statistics to biologists: Biology is really about stats. Indeed, the foundation of much of frequentist statistics - RA Fisher and colleagues - were totally motivated by biological problems. ... [Read more...]

R in the Bioinformatics Knowledgeblog

June 21, 2011 | David Smith

The Knowledge Blog progect is a new, light-weight way of publishing scientific, academic and technical knowledge on the web, across several scientific disciplines. One such discipline is bioinformatics, and the Bioinformatics Knowledgeblog contains useful scientific reference material for bioinformatics, including several resources for R users. There you'll find an R ... [Read more...]

PLoS journals API from R: "rplos"

June 21, 2011 | Scott Chamberlain

The Public Libraries of Science (PLOS) has an API so that developers can create cool tools to access their data (including full text papers!!).Carl Boettiger at UC Davis and I are working on R functions that use the PLoS API. See our code on Githu...
[Read more...]

RGhcnV3 A new package

June 21, 2011 | Steven Mosher

It’s been a long journey and there are some people to thank for helping me along the way. Steve McIntyre, Ron Broberg, Jeff Id, Ryan ODonnell, RomanM, Nick Stokes, Robert Hijmans, Gabor  Grothendieck, Hadley Wickham, David Winsemius, and countless others on the R Help list. The Package is done. ... [Read more...]

Testing Hurst with Multiple Indexes

June 20, 2011 | klr

DO NOT TRADE THIS SYSTEM.  YOU VERY EASILY COULD LOSE LARGE AMOUNTS OF MONEY. I am not necessarily recommending the system that I presented in Exploring the Market with Hurst, but I thought it would provide a nice platform to illustrate some backtesti...
[Read more...]

Summer school in Gran Paradiso

June 19, 2011 | xi'an

The Parco Nazionale Gran Paradiso and the Università di Pavia are organising a summer school on “Advances in species distribution modelling in ecological studies and conservation” in Pavia and Cogne, 12-18 September 2011. This school includes R and Winbugs tutorials, regular classes, plus a field trip to the park, so this ... [Read more...]

On Dirichlet’s approximation theorem

June 19, 2011 | infominer

This is one of my favourites: in 1840 the German mathematician Dirichlet proved an elegant theorem, known as “Dirichlet’s approximation theorem“. The proof is surprisingly simple, but the usefulness of the proposition in some fields of mathematics, such as Diophantine analysis is remarkable. It goes as follows: Let a be ... [Read more...]

A Little Sampling Puzzle

June 18, 2011 | ALT

Suppose you have 10 objects from which you take a sample of size 20 (with replacement, or you're in trouble). What's the probability that each object was chosen at least once? Getting an answer via simulation is pleasantly easy:f
[Read more...]

Performance ratios, bootstrapping and infinite variances

June 18, 2011 | Pat

If returns had infinite variance, would there be a problem bootstrapping information ratios? Background There is a discussion on the Quant Finance group of LinkedIn with the title: “How do you measure the confidence intervals of performance ratios?” One suggestion was to use the statistical bootstrap. This resulted in a ... [Read more...]

Exploring the Market with Hurst

June 17, 2011 | klr

Randomly trudging through PerformanceAnalytics source code, I was intrigued by the Hurst Index calculation, which I discovered is more commonly called Hurst Exponent.  After quickly satisfying myself that I could actually do the rolling Hurst calculat...
[Read more...]

Raster, CMSAF and solaR

June 17, 2011 | Oscar Perpiñán Lamigueiro

The Satellite Application Facility on Climate Monitoring (CMSAF) generates, archives and distributes widely recognised high-quality satellite-derived products and services relevant for climate monitoring in operational mode. The data is freely accesible here after a registration process. I have ask them for several files with monthly averages of global solar radiation ... [Read more...]

Big-Data PCA: 50 years of stock data

June 17, 2011 | Sherry Lamonica

In this post, Revolution engineer Sherry LaMonica shows us how to use the RevoScaleR big-data package in Revolution R Enterprise to do principal components analysis on 50 years of stock market data -- ed. Principal components analysis, or PCA, seeks to find a set of orthogonal axes such that the first ... [Read more...]
1 7 8 9 10 11 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)