R

Structural Breaks (Bull or Bear?)

April 26, 2012 | klr

When I spotted the bfast R package, I could not resist attempting to apply it to identify bull and bear markets.  For all the details that I do not understand, please see the references: Jan Verbesselt, Rob Hyndman, Glenn Newnham, Darius Culvenor...
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Big Data statistics in the search for a cure for MS

April 26, 2012 | David Smith

Multiple Sclerosis (MS) is a debilitating and complex disease with an unknown cause — and for which there is currently no cure. The SUNY Buffalo is home to one of the leading multiple sclerosis (MS) research centers in the world, and as reported in Healthcare IT News, the research team is ... [Read more...]

R Tips: lots of tips for R programming

April 26, 2012 | Yanchang Zhao

by Yanchang Zhao, RDataMining.com There are more than 100 R tips at http://pj.freefaculty.org/R/Rtips.html, which provide quick examples to small challenges in everyday R programming, especially for users switching from other languages to R. There is also a .PDF version for … Continue reading → [Read more...]

Late-April flotsam

April 25, 2012 | Luis

It has been month and a half since I compiled a list of statistical/programming internet flotsam and jetsam. Via Lambda The Ultimate: Evaluating the Design of the R Language: Objects and Functions For Data Analysis (PDF). A very detailed evaluation … Continue reading → [Read more...]

useR! 2012 Conference

April 25, 2012 | ricckli

“Spatial data is, quite literally, everwhere” (Barry Rowlingson) this is so true! And because of that you guys will have the chance to take part in a great tutroial on using R for managing geospatial data, transforming, making maps and working with OGC standards. So visit this years useR! conference ... [Read more...]

20 free R tutorials (and one reference card)

April 25, 2012 | David Smith

If you're just getting started with the R language, R user Pairach Piboonrungroj has published a handly list of 20 free R tutorials published by university departments. Included on the list: Getting Started with the R Data Analysis Package (by Norm Matloff), Getting Started with R (from York University), and An ... [Read more...]

Projects in RStudio

April 24, 2012 | inkhorn82

Now that I have one enormous project on the go and one smaller one, I find it’s helping me considerably to have each project stored in separate RStudio projects.  So, each project has its own scripting that I’ve been working … Continue reading → [Read more...]

R, Julia and genome wide selection

April 24, 2012 | Luis

— “You are a pussy” emailed my friend. — “Sensu cat?” I replied. — “No. Sensu chicken” blurbed my now ex-friend. What was this about? He read my post on R, Julia and the shiny new thing, which prompted him … Continue reading → [Read more...]

How to remember point shape codes in R

April 24, 2012 | John Mount

I suspect I am not unique in not being able to remember how to control the point shapes in R. Part of this is a documentation problem: no package ever seems to write the shapes down. All packages just use the “usual set” that derives from S-Plus and was carried ... [Read more...]

Rmetrics financial engineering workshop

April 24, 2012 | David Smith

For those looking for an in-depth workshop on financial engineering with R, look no further than the R/Rmetrics Workshop and Summer School held annually in beautiful Meielisalp, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R. This year's ... [Read more...]

Drawdown Look at Frontier of Assets and Systems

April 23, 2012 | klr

In Efficient Frontier of Funds and Allocation Systems, I had hoped to start exploring how a frontier can potentially be created with only one asset, or how an even more efficient frontier could be created with assets and also systems on those assets.&n...
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Puzzle: A path through pairs making squares

April 23, 2012 | David Smith

Ted Harding posed an interesting puzzle challenge on the r-help mailing list recently. Here's the puzzle: Take the numbers 1, 2, 3, etc. up to 17. Can you write out all seventeen numbers in a line so that every pair of numbers that are next to each other, adds up to give a square ... [Read more...]

Probit/Logit Marginal Effects in R

April 23, 2012 | diffuseprior

The common approach to estimating a binary dependent variable regression model is to use either the logit or probit model. Both are forms of generalized linear models (GLMs), which can be seen as modified linear regressions that allow the dependent variable to originate from non-normal distributions. The coefficients in a ... [Read more...]

Intraday Backtest

April 22, 2012 | systematicinvestor

I came across a free source of Intraday Forex data while reading Forex Trading with R : Part 1 post. You can download either Daily or Hourly historical Forex data from the FXHISTORICALDATA.COM. The outline of this post: Download and Import Forex data Reference and Plot Intraday data Daily Backtest Intraday ... [Read more...]

Most profitable hedge fund style

April 21, 2012 | Eran

This is not an investment advice!! Couple of weeks back, during amst-R-dam user group talk on backtesting trading strategies using R, I mentioned the most effective style for hedge funds is relative value statistical arbitrage, I read it somewhere. After … Continue reading → [Read more...]

Revolution Newsletter: April 2012

April 20, 2012 | David Smith

The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full April edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Spring Webinar Series. Our Spring ... [Read more...]

Simple tools for building a recommendation engine

April 19, 2012 | Joseph Rickert

By Joseph Rickert Revolution’s resident economist, Saar Golde, is very fond of saying that “90% of what you might from a recommendation engine can be achieved with simple techniques”. To illustrate this point (without doing a lot of work), we downloaded the million row movie dataset from www.grouplens.org ... [Read more...]
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