Jeff Ryan has just announced that his powerful xts package for handling time-series data has just been updated to version 0.6-2, and the update is available on CRAN. This version offers significant performance improvements and reduced memory usage, making the performance of xts objects comparable with native R object types. There are also many new methods and operations available.
Masanao Yajima reports on the Statistical Modeling Blog that a beta version of a new package for multiple imputation and model checking is now available. The aim of the package mi is to make multiple imputation transparent and easy to use for the user.
This is late notice (yes, I'm catching up on blogs today after the holidays) but Chance magazine has a data visualization contest running now that's perfectly suited to R graphics. The data -- collected by Will Burtin, an early pioneer of statistical visualization -- and the details are available at the Statistical Modeling blog, and entries (in PDF format) are due to Chance by January 15. The winner will be awarded a free subscription to Chance for a year.
The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce
R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA
Confirmed keynote speakers include:
Patrick Burns (Burns Statistics)
David Kane (Kane Capital)
Roger Koenker (U of Illinois at Urbana/Champaign)
David Ruppert (Cornell)
Diethelm Wuertz (ETH Zürich)
Eric Zivot (U of Washington)
We invite all users of R in Finance to submit one-page abstracts or complete papers (in txt/pdf/doc format). We encourage papers both on academic research topics and related to use of R by Finance practitioners.
Presenters are strongly encouraged to provide working R code to accompany the presentation/paper. Datasets need not be made public.
Five-Session Short Course by Frank Harrell, Jr., Ph.D., Professor and Chair, Department of Biostatistics, Vanderbilt University School of Medicine, February 2 - 6, 2009. Requirements: strong competence in
multiple regression models. Target audience: statisticians and related quantitative researchers who want to learn some general model development strategies, including approaches to missing data imputation, data reduction, model validation, and relaxing linearity assumptions.
Julien Barnier has written an introduction to R in the French language. It's aimed at researchers and students in the social sciences, but with its gentle introductions to R concepts and numerous examples, it would make a great starting point for any beginning Francophone R user.
R pour les sociologues is available as a 123-page PDF, and may be redistributed under a Creative Commons license.
Rory Winston has created a handy function for downloading financial data from the Reuters system into R. (You need a Reuters subscription with access to the Reuters SSL C++ SDK to be able to use it, though.) Rory described the interface at useR! 2008, see his slides for details and examples of using the interface.