The Winter 2012 edition of Sybase's Financial Services Viewpoint newsletter includes two articles related to R. The "Industry Insight" article "R is Hot" (written by yours truly) is a one-page summary of the R phenomenon: what it is, how it's used, and how it's revolutionizing data analysis. The "Industry Insight" article ... [Read more...]

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

With the release of the eBook version of Machine Learning for Hackers this week, many people have been asking for the code. With good reason—as it turns out—because O’Reilly still (at the time of this writing) has not updated the book page to include a link to ... [Read more...]

Today is Lithuania’s independence day and I have created R user group in Lithuania – VilniusR. If you are near by please follow the link, sign up and I hope that we will have a meeting soon. [Read more...]

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

After many delays and exchanges of emails, our AMIS paper with Jean-Marie Cornuet, Jean-Michel Marin and Antonietta Mira eventually made it into the Scandinavian Journal of Statistics. I am quite glad it is now published as it will publicize the method... [Read more...]

Stats Chat is an interesting kiwi site—managed by the Department of Statistics of the University of Auckland—that centers around the use and presentation of statistics in the media. This week there was an interesting discussion on one of those infographics … Continue reading → [Read more...]

If you're in the San Francisco Bay Area on March 10, the ACM organizing a course on R that you might want to check out. Robert Kabacoff, author of the useful Quick-R website and the book R in Action, will present the course "An introduction to R for software developers and ... [Read more...]

This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …Continue reading » [Read more...]

The R core group has announced release dates for the next two versions of R (with their code names): 2.14.2 "Gift-Getting Season" on Feb 29 (3rd anniversary of R-1.0.0!) 2.15.0 "Easter Beagle" on Mar 30 R 1.0.0 was released twelve years ago on February 29, 2000; this will be the third February 29 since then. (Hence Peter Dalgaard's ... [Read more...]

In case you missed them, here are some articles from January of particular interest to R users. Sponsorships from Revolution Analytics are now available for local R user groups in 2012. The winners of the Applications of R in Business Contest have been announced. The coefplot package visualizes model coefficients and ... [Read more...]

  Where would you go to find out what the longest bill of the 112th Congress was by number of sections (H. R. 1473)?  How about by number of unique words (H.R. 3671)?  What about by Flesh-Kincaid reading level  (S. … Continue reading → [Read more...]

This is the third post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building Fundamental Factors, and I will show how to build majority of factors described in the CSFB Alpha Factor Framework. For details of the ... [Read more...]

Just learned about the R data.table package (ht @recology_) makes R data frames into ultra-fast, SQL-like objects. One thing we get is some very nice and powerful syntax. Consider some simple data of replicate time series: To apply a function to each set of replicates, instead of We can ... [Read more...]

I’m teaching an R workshop for the Baruch MFE program. This is the first installment of the workshop and focuses on …Continue reading » [Read more...]

A beta of a stock generally means its relation with the market, how many percent move we should expect from the stock when the market moves one percent. Market, being a somewhat vague notion is approximated here, as usual, using … Continue reading → [Read more...]

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A pint of R plotted an interesting dataset: intentional homicides in South America. I thought the graphs were pretty but I was unhappy about the way information was conveyed in the plots; relative risk should be very important but number … Continue reading → [Read more...]

It turns out there's another local R user group in Cambridge, UK. It's called CambR, and organizing committee member Laurent Gatto described its history to me in an email: After meeting repeatedly at several R related conferences (Bioconductor meetings, useR 2011), some R enthusiasts thought Cambridge deserved a local R user ... [Read more...]