Revolutions

Extensible time-series package "xts" updated

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.

Full details of the changes can be found in this r-sig-finance post.

mi: A new package for multiple imputation

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.  

More information: New Multiple Imputation R package "mi" (beta version).

Chance Magazine Graphics Contest

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. 

New CRAN mirror hosted by REvolution Computing

A new CRAN mirror, updated nightly, is now available for the USA at:

www.revolution-computing.com/cran

This mirror is hosted by REvolution Computing and physically located in San Antonio, Texas. In general, links to CRAN on the REvolution Computing website will link to this mirror. 

As of this writing, the R 2.8.1 sources and the Windows binaries are available at this mirror; the other platforms will follow in due course.

R/Finance 2009, April 24-25 2009, Chicago USA

The following call for papers appeared on r-sig-finance: 

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.

Please send submissions to [email protected].

The submission deadline is January 31st, 2009.

Submissions will be evaluated and submitters notified via email on a rolling basis.

Additional details about the conference will be announced as available.

For the program committee: Gib Bassett, Peter Carl, Dirk Eddelbuettel, John Miller, Brian Peterson, Dale Rosenthal, Jeffrey Ryan

Update Feb 23 2009: R/Finance 2009 is now open for registration.

Course: Regression Modeling Strategies, Tennessee USA, Feb 2-6 2009

REGRESSION MODELING STRATEGIES

presented by

Frank E. Harrell, Jr., Ph.D.

Professor and Chair

Department of Biostatistics

Vanderbilt University School of Medicine

February 2 - 6, 2009

Vanderbilt University Medical Center Campus

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.

Registration Deadline: January 16, 2009

To register please email Eve Anderson at [email protected]

For full course details, please visit the website below:

http://biostat.mc.vanderbilt.edu/rms

R 2.8.1 released

R 2.8.1 has been released. This is a maintenance release and fixes a number of mostly minor bugs and platform issues. The complete list of changes can be found in the NEWS file.

The sources are available from the central CRAN site, and the sources and binaries will appear on mirrors in the coming days.

R video tutorial

Ehsan Karim, a grad student in Canada, has posted a seven-part video tutorial for R to YouTube.  The video quality is a little but fuzzy, but you can turn on the closed captions which helps with the audio. The videos cover vector arithmetic, using help, graphics, using CRAN, importing data, matrix operations and handling large data sets.

Introduction to R, in French

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.

Downloading financial time series data from Reuters into R

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.

Find the code here: R/Reuters Time Series Data Extension.