Low volatility and minimum variance strategies have been getting a lot of attention lately due to their outperformance in recent years. Let’s take a look at how we can incorporate this low volatility effect into a monthly rotational strategy with a basket of ETFs. Performance Summary from Low Volatility ... [Read more...]

The Revolution blog links to an O'Reilly  interview with two CIO's from the Consumer Protection Bureau. The gist of the interview is "Open Source is Great, we are using it for everything; R and Big Data are the next hot thing, et cetera".  I ... [Read more...]

In case you missed them, here are some articles from March of particular interest to R users. New features in the latest version of ggplot2 include choropleths, violin plots, and improved annotations. A video demonstration of big-data Naive Bayes and Classification Tree models with Revolution R Enterprise for IBM Netezza. ... [Read more...]

Here is part 2 of my guide to using ggplot2. Scales Following on directly from the previous notes you can manually adjust the colours and shapes used in the chart if you don’t like the defaults, as shown in figure 1. … Continue reading &#8... [Read more...]

Last week, I read a chapter out of Visualize This by Nathan Yau.  I was, of course, delighted to see that he was championing the use of R.  One really cool thing that I learned from his book, and was very … Continue reading → [Read more...]

Although there is a weighted.mean function in R, so far I couldn’t find a implementation of weighted.var and weighted.t.test – here they are (the weighted variance is from Gavin Simpson, found on the R malining list): ?View Code RSPLUS# weighted … Continue reading → [Read more...]

My head exploded a while ago. Perhaps not my head but my brain was all mushy after working every day of March and first week of April; an explanation—as good as any—for the post hiatus. Back to the post title. … Continue reading → [Read more...]

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As anyone who's ever played Civilization[*] knows, the advent of sailboats capable of crossing the oceans leads to an explosion of exploration, commerce and social development. And with the visualization below, you can see that explosion in action: Ben Schmidt used the R language and data recorded in by hand ... [Read more...]

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The O'Reilly Radar blog has a lengthy and very interesting interview with the lead and deputy CIOs of the Consumer Financial Protection Bureau, the new US government agency devoted to consumer protections in the financial markets. In that interview, they talk about the many open-source tools used in the agency (... [Read more...]

With print() If you are an advanced R user, you probably know the lattice and the ggplot2 packages. They allow you to plot elegant graphics with less code (Hocking, 2009 and Sueur, 2010). If you know these two packages, you should hardly use plot() for your graphs. If you read my article ... [Read more...]

With the rise in the use of social media, data related to social networks is ripe for analysis using techniques from social network analysis and graph theory. According to International Network for Social Network Analysis, ‘Social network analysis is... [Read more...]

RExcel is a great tool to connect R and Microsoft Excel. With a press of a button, I can easily execute my R scripts and present output interactively in Excel. This easy integration allows non-R users to explore the power R language. As an example of this approach, I want ... [Read more...]

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With none of the top teams overimpressing this season, Alan Pardew’s performance with Newcastle – especially in the transfer market -is likely to see him receive coniderable recognition in the Manager of the Year award Recent acquisition, Papiss Cissé, has proved particularly fruitful with a brace against Swansea last time ... [Read more...]

Paulo (from the Instituto de Matemática e Estatística, Universidade de São Paulo, Brazil) has posted an answer to my earlier question both as a comment on the ‘Og and as a solution on StackOverflow (with a much more readable LaTeX output). His solution is based on the ... [Read more...]

Sweave is something of a gold standard in reproducible research. It creates a dynamic document, written in a mix of LaTeX and R code where the results of the analysis (numbers, figures, tables) are automatically generated from the code and inserted into the resulting pdf document, making them easy to ... [Read more...]

Has Ireland gotten any warmer? Ask any punter on the street and they will happily inform you of wild swings, trends and dips. “Back when I was a child”, “when I was younger”, or “years ago” are the usual refrains. What’s the evidence? To answer this, I will use ... [Read more...]

The competition amongst database vendors to create the fastest, most powerful "data layer" — the hardware and software to provide storage for Big Data with high-performance data processing — is clearly heating up. The Netezza appliance has been so successful that IBM has been racing to keep up with demand. SAP is ... [Read more...]