Spanish R user and solar energy lecturer Oscar Perpiñán Lamigueiro has written a detailed three-part guide to creating beautiful maps and choropleths (maps color-coded with regional data) using the R language. Motivated by the desire to recreate this graphic from the New York Times, Oscar describes how he creates ... [Read more...]

The R-chart blog explains how to read a weblog file into R, so you can analyze traffic to a website. For example, here's a page request chart created with R: Now, charts like this are stock-in-trade for tools like Google Analytics, but this is still useful if you want to ... [Read more...]

In my prior post, I discussed the origins of the first GSoC project I posted this year. The second GSoC project I’ve proposed is around the writing and code of Attilio Meucci, an adjunct professor at Baruch College – CUNY and an excellent speaker (I saw him at the University ... [Read more...]

Large-scale Inference by Brad Efron is the first IMS Monograph in this new series, coordinated by David Cox and published by Cambridge University Press. Since I read this book immediately after Cox’ and Donnelly’s Principles of Applied Statistics, I was thinking of drawing a parallel between the two books. ... [Read more...]

One incredibly popular tool for the analysis of high-dimensional data is the lasso. The lasso is commonly used in cases when you have many more predictors than independent samples (the n « p) problem. It is also often used in the context of predictio... [Read more...]

You can do anything pretty easily with R, for instance, calculate concentration indexes such as the Gini index or display the Lorenz curve (dedicated to my students). Although I did not explain it during my lectures, calculating a Gini index or displaying the Lorenz curve can be done very easily ... [Read more...]

An X’idated reader of Monte Carlo Statistical Methods had trouble with our Example 3.13, the very one our academic book reviewer disliked so much as to “diverse [sic] a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we ... [Read more...]

FastRWeb is an infrastructure that allows any webserver to use R scripts for generating dynamic content, such as web pages and graphics. In this post, you’ll learn how to install and set up FastRWeb on a Mac. This tutorial is expendable to any Unix-like operating system. It is an ... [Read more...]

If you missed this morning's webinar, Revolution R Enterprise, 100% R and More, I've embedded the slides below. Interestingly, about half of today's participants were SAS users, and the remainder R users. The first section introduces open-source R, and the second describes the additional features of Revolution R Enterprise. View more ... [Read more...]

PerformanceAnalytics has long enjoyed contributions from users who would like to see specific functionality included. Diethelm Wuertz at ETHZ, who is the author and sponsor of all the various R/Metrics packages is one of those contributors. I first met Diethelm when he hosted a conference on high-frequency data in ... [Read more...]

If you haven't yet had a chance to catch my regularly-scheduled webinar, "Revolution R Enterprise - 100% R and More", it's a quick 30-minute introduction to the R language and the added features of Revolution R Enterprise. It's also a chance to ask me any questions you might have about R ... [Read more...]

This is the fourth post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building CSFB Factors, and I will show how to build a multiple factor risk model. For an example of the multiple factor risk models, ... [Read more...]

When I ran I was expecting the same output as So this means that the dummy index in R “for” loops cannot be tweaked that easily. I seem to remember doing this kind of (dirty) tricks with earlier versions… Now, Alessandra and Robin think this is a good thing that ... [Read more...]

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There's a new R user group in Berkely, CA: The Berkeley R Language Beginner Study Group. Join this small group for a step-by-step approach to learn the language R. Each session will be filled with examples and participants are welcome to suggest and present topics. If you have just started ... [Read more...]

If you are reading this vis-à-vis R-Bloggers, then you know how good R, LaTeX, and Sweave are for generating reports and/or conducting reproducible research. It has been particularly valuable for me in Institutional Research where there are many reports that I need to prepare on a regular basis (... [Read more...]

Another problem generated by X’validated (on which I spent much too much time!): given an unbiased coin that produced M heads in the first M tosses, what is the expected number of additional tosses needed to get N (N__M) consecutive heads? Consider the preliminary question of getting a ... [Read more...]

Open source is amazing! I cannot even start to imagine the amount of work invested in R, in firefox browser (Mozilla), or Rstudio IDE, all of which are used extensively around the globe, free. Not free as in: free sample … Continue reading → [Read more...]

This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading » [Read more...]

This coming Monday we start the first semester in Canterbury (and in New Zealand for that matter). We are all looking forward to an earthquake-free year; more realistically, I’d be happy with low magnitude aftershocks. The Wall Street Journal reports … Continue reading → [Read more...]