Publications by R Views
April 2018: “Top 40” New Packages
Below are my “Top 40” picks from the approximately 212 new packages that made it to CRAN in April. They are organized into ten categories: Computational Methods, Data, Data Science, Machine Learning, Music, Science, Statistics, Time Series, Utilities, and Visualizations. Computational Methods diffeqr v0.1.1: Provides an interface to Different...
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Exploring R Packages with cranly
In a previous post, I showed a very simple example of using the R function tools::CRAN_package_db() to analyze information about CRAN packages. CRAN_package_db() extracts the metadata CRAN stores on all of its 12,000 plus packages and arranges it into a “database”, actually a complicated data frame in which some columns have vectors or lists ...
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Monte Carlo
Today, we change gears from our previous work on Fama French and run a Monte Carlo (MC) simulation of future portfolio returns. Monte Carlo relies on repeated, random sampling. We will sample based on two parameters: mean and standard deviation of portfolio returns. Our long-term goal (long-term == over the next two or three blog posts) is to bui...
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Monte Carlo Part Two
In a previous post, we reviewed how to set up and run a Monte Carlo (MC) simulation of future portfolio returns and growth of a dollar. Today, we will run that simulation many, many, times and then visualize the results. Our ultimate goal is to build a Shiny app that allows an end user to build a custom portfolio, simulate returns, and visualize ...
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Player Data for the 2018 FIFA World Cup
The World Cup starts today! The tournament which runs from June 14 through July 15 is probably the most popular sporting event in the world. if you are a soccer fan, you know that learning about the players and their teams and talking about it all with your friends greatly enhances the experience. In this post, I will show you how to gather and e...
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Reading and analysing log files in the RRD database format
I have frequent conversations with R champions and Systems Administrators responsible for R, in which they ask how they can measure and analyze the usage of their servers. Among the many solutions to this problem, one of the my favourites is to use an RRD database and RRDtool. From Wikipedia: RRDtool (round-robin database tool) aims to handle t...
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May 2018: “Top 40” New Packages
While looking over the 215 or so new packages that made it to CRAN in May, I was delighted to find several packages devoted to subjects a little bit out of the ordinary; for instance, bioacoustics analyzes audio recordings, freegroup looks at some abstract mathematics, RQEntangle computes quantum entanglement, stemmatology analyzes textual musica...
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A First Look at NIMBLE
Writing a domain-specific language (DSL) is a powerful and fairly common method for extending the R language. Both ggplot2 and dplyr, for example, are DSLs. (See Hadley’s chapter in Advanced R for some elaboration.) In this post, I take a first look at NIMBLE (Numerical Inference for Statistical Models using Bayesian and Likelihood Estimation),...
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Solver Interfaces in CVXR
Introduction In our previous blog post, we introduced CVXR, an R package for disciplined convex optimization. The package allows one to describe an optimization problem with Disciplined Convex Programming rules using high level mathematical syntax. Passing this problem definition along (with a list of constraints, if any) to the solve function tr...
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Monte Carlo Shiny: Part Three
In previous posts, we covered how to run a Monte Carlo simulation and how to visualize the results. Today, we will wrap that work into a Shiny app wherein a user can build a custom portfolio, and then choose a number of simulations to run and a number of months to simulate into the future. A link to that final Shiny app is here and here is a snap...
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