Month: May 2012

How to do parallel R loops within Windows and Linux. No more expensive Matlab worker licenses

How to do parallel R loops within Windows and Linux. No more expensive Matlab worker licenses The major reasons I switched from Matlab was for exactly this. Under Matlab, the worker licenses will kill but now you can you can do this for free under R. Thanks to makers of these adequate R packages. If …

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Using non parametric package within R with proper working tutorial

  Using non parametric package within R with proper working tutorial This link and PFF looks good: http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-nonparametric-regression.pdf Although, it is in S and SPplus, it is fully compatible with R. The only question is how to get the data as there is no mention of the source. This one seems to work better though …

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Youtube video on using RCaller R package to call R from within Java application

Youtube video on using RCaller R package to call R from within Java application This seems to work o from within a Linux virtual machine: http://www.mhsatman.com/rcaller.php http://stdioe.blogspot.ca/2011/07/rcaller-20-calling-r-from-java.html Ensure to use RCaller 2..7 JAR for the above example to work. http://stdioe.blogspot.ca/2011/07/rcaller-20-calling-r-from-java.html [youtube_sc url=”http://www.youtube.com/watch?v=fHt0cq-6BvM” playlist=”r java”]   HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more …

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Brownian Motion example works from sde R package

Brownian Motion example works from sde R package To do Brownian motion, I have confirmed the examples of BM() works from the sde R package: plot(BM()) plot(BBridge()) plot(GBM()) http://cran.r-project.org/web/packages/sde/sde.pdf   HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

An excellent tutorial on how to use the Pairs Trading package in R

An excellent tutorial on how to use the Pairs Trading package in R http://www.r-bloggers.com/pair-trading-strategy-how-to-use-pairtrading-package/ I can verify the above code works from end to end. The impressive thing is it is much simpler tha the Matlab version with their webinar. Here you estimate, generate the signal, and perform a backtest. It shows how easy some …

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A working introduction to time series analysis in R

A working introduction to time series analysis in R From http://www.statoek.wiso.uni-goettingen.de/veranstaltungen/zeitreihen/sommer03/ts_r_intro.pdf Some notes : On page 13 for :summary(lm(lbeer t+t2+sin.t+cos.t)) Ensure you have summary(lm(lbeer ~ t+t2+sin.t+cos.t)) to work As of page 19, I am not sure where to retreieve LakeHuron data. Is it part part of the timeSeries package folder?  I could not find it …

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Excellent tutorial on using urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes, benchmarks and estimating models

Excellent tutorial on urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes , benchmarks, estimating models Wow! This tutorial at http://www.pfaffikus.de/download/tutorial-useR2008.pdf is quite excellent! As I look for cointegration tests like Dickey Fuller, this tutorial has it! Also, there are some demos on VAR with traditional processes. I must say I have validated …

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R source code example on how to trade using a GARCH Volatility Forecast

R source code example on how to trade using a GARCH Volatility Forecast I found this link: http://www.r-bloggers.com/trading-using-garch-volatility-forecast/ I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message; > plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold) Error in plot.window(…) : Logarithmic axis must have positive limits In …

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How to list files and get and set current working directory in R

How to list files and get and set current working directory in R getwd returns an absolute filepath representing the current working directory of the R process; setwd(dir) is used to set the working directory to dir. Usage getwd() setwd(dir) list.files() Look at to understand R functions and how to maniupulate their objects http://stackoverflow.com/questions/9036059/r-execute-function-as-if-it-were-entered-in-an-interactive-session HOW …

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