Publications by Joseph Rickert
Plotly and rOpenSci: Make ggplots shareable and interactive.
By Matt Sundquist Plotly's Co-Founder Here at Plotly, we are on a mission to build a platform where data scientists can analyze data, create beautiful graphs and collaborate: like a GitHub for data, where you can share and find plots, data, and code. The benefits are: Plots (including ggplot2 plots) are interactive and drawn with D3 (try zooming...
5102 sym 4 img
Quick History: glm()
by Joseph Rickert I recently wrote about some R resources that are available for generalized linear models (GLMs). Looking over the material, I was amazed by the amount of effort that is continuing to go into GLMs, both with with respect to new theoretical developments and also in response to practical problems such as the need to deal with very ...
6144 sym
Ensemble Methods Part 3: Revolution Analytics Big Data Random Forest Function
by Mike Bowles In two previous posts, A Thumbnail History of Ensemble Methods and Ensemble Packages in R, Mike Bowles — a machine learning expert and serial entrepreneur — laid out a brief history of ensemble methods and described a few of the many implementations in R. In this post Mike takes a detailed look at the Random Forests imple...
4102 sym 6 img
Quick History 2: GLMs, R and large data sets
by Joseph Rickert In last week’s post, I sketched out the history of Generalized Linear Models and their implementations. In this post I’ll attempt to outline how GLM functions evolved in R to handle large data sets. The first function to make it possible to build GLM models with datasets that are too big to fit into memory was the bigglm()fr...
5806 sym
R / Finance 2014: Packaged Takeaways
by Joseph Rickert I was very happy to have been able to attend R / Finance 2014 which wrapped up a couple of weeks ago. In general, the talks were at a very high level of play, some dealing with brand new ideas and many presented at a significant level of technical or mathematical sophistication. Fortunately, most of the slides from the presentat...
2697 sym 4 img 1 tbl
Deep Learning at Stanford
by Joseph Rickert Last week,I had the opportunity to participate in the Second Academy of Science and Engineering (ASE) Conference on Big Data Science and Computing at Stanford University. Since the conference was held simultaneously with the two other conferences, one on Social Computing and the other on Cyber Security, it was definitely not an ...
4032 sym 2 img
Quantitative Finance Applications in R – 6: Constructing a Term Structure of Interest Rates Using R (Part 1)
by Daniel Hanson Introduction Last time, we used the discretization of a Brownian Motion process with a Monte Carlo method to simulate the returns of a single security, with the (rather strong) assumption of a fixed drift term and fixed volatility. We will return to this topic in a future article, as it relates to basic option pricing methods, ...
11639 sym 6 img
R User Groups June 2014
by Joseph Rickert useR! 2014 is just about two weeks away, and I am very much looking forward to meeting R users from around the world. This is just a great time to catch up with old friends, hopefully make some new friends, and talk about R and R user groups. The number of R user groups continues to increase. Over the past six months, new grou...
1821 sym 4 img
Constructing a Continuous Futures Series From Quandl
by Ilya Kipnis In this post, I will demonstrate how to obtain, stitch together, and clean data for backtesting using futures data from Quandl. Quandl was previously introduced in the Revolutions Blog. Functions I will be using can be found in my IK Trading package available on my github page. With backtesting, it’s often times easy to get da...
9273 sym 4 img
Contest: Prizes for Best R User Groups Plotting Code
by Joseph Rickert For the past year or so we have been plotting the location of R user groups around the world using code (Download RUGS) adapted from a solution that Sandy Muspratt originally posted on Stack Overflow. In last week’s post, we made a modest improvement to our presentation by including a map of Europe. However, R users are doing...
3170 sym