Revolutions

R/Finance 2009 presentations now available

The presentations from the R/Finance 2009 conference are now available (well, most of them: I need to give our Bryan Lewis a nudge). Jeff Ryan announced their availability on r-sig-finance today along with this note:

We want to thank everyone who traveled to Chicago to make this happen. With nearly 200 attendees, coming from 8 countries and 20+ states in the US, the conference exceeded all of our expectations. A very big thank you to our presenters for taking the time to join us, UIC's International Center for Futures and Derivatives for hosting the event, and our sponsors REvolution Computing and Microsoft for their support.

We look forward to doing it again in the future. Stay tuned...

R/Finance 2009: Presentations

Mike Driscoll talks big data and R

Mike Driscoll, of the dataspora blog and PitchFX fame, has recorded a video for O'Reilly Radar about using R for analysis of large data sets. He also mentions the wealth of new, open data sets that are ripe for analysis with R and big-data frameworks like Hadoop, ParallelR, and bigmemory.

 

Mike will be giving a talk on a similar theme at OSCON in July.

O'Reilly Radar: Big Data: SSD's, R, and Linked Data Streams

For more on R & Big Data check out Revolution Analytics' software.

In case you missed it: April roundup

In case you missed them, here are some articles from last month of particular interest to R users. Thanks to everyone who has been following the blog and sending me messages and/or leaving comments -- it always brightens my day to hear from readers! 

This post (from April 1) announced the new "lottopredictor" package, and showed how to make a poor-man's density chart with transparent dots.

This post announced the series of courses from REvolution Computing: "An Introduction to R using Real-World Examples" and "High-Performance Computing with R".

This post linked to a chart of R color names, while this post linked to a discussion about RColorBrewer, a better way to create ranges of colors for charts.

This post linked to a useful and amusing list of R resources from Cerebral Mastication.

This post linked to solutions in R for some of the Project Euler programming puzzles.

This post showed how to speed up backtesting in R with parallel computing from ParallelR 2.0.

This post discussed the animations package for creating animated graphs in R.

This post reviews a web-based tool in R for visualizing performance of baseball pitchers.

This post reviews another web-based tool built with R, linking Google Maps with environmental data.

This post announced REvolution R Enterprise 2.0, while this post gave a behind-the-scenes view of the process of porting R to 64-bit Windows.

This post marveled at an amazing feat of productivity: creating a sales dashboard with only 6 week's experience in R.

This post embedded a cute and popular professional video introducing newcomers to R.

This post announced the availability of R 2.9.0 on CRAN.

This post showed how survival analysis in R can be applied to business systems.

This post announced that you can follow me on Twitter as @revodavid.

This post reviewed several of the talks from the outstanding R/Finance 2009 conference.

This post announced two events I'll be speaking at in San Francisco in May and June.

Quite a lot of R-specific posts this month! Also, for anyone who is interested, April was a record month for traffic on the blog. The R/Finance 2009 roundup and the cosmic rays story generated the most interest.

R Foundation clarifies position on package licenses

Robert Gentleman, on behalf of the R Foundation, issued today the following statement:

We are writing on behalf of the R Foundation, to clarify our position on the licenses under which developers may distribute R packages. Readers should also see FAQ 2.11: this message is not legal advice, which we never offer.  Readers should also be aware that besides the R Foundation, R has many other copyright holders, listed in the copyright notices in the source.  Each of those copyright holders may have a different opinion on the issues discussed here.

We welcome packages that extend the capabilities of R, and believe that their value to the community is increased if they can be offered with open-source licenses.  At the same time, we have no desire to discourage other license forms that developers feel are required. Of course, such licenses as well as the contents of the package and the way in which it is distributed must respect the rights of the copyright holders and the terms of the R license.

When we think that a package is in violation of these rights, we contact the author directly, and so far package authors have always agreed to comply with our license (or convinced us that they are already in compliance). We have no desire to be involved in legal actions---our interest is in providing good software.  However, everyone should understand that there are conceivable circumstances in which we would be obliged to take action. Our experience to date and the assurances of some fine commercial developers make us optimistic that these circumstances will not arise.

Given that REvolution Computing is a commercial open-source company that produces packages under both open-source and commercial licenses, we're pleased that the R Foundation has made their position on licenses for R packages clear. 

Speaking for everyone at REvolution, our thanks go to the R Foundation for this statement, and we look forward to continuing our dual roles as both fine commercial developers, and members in good standing of the open-source community.

Package Update Roundup: Apr 2009

This is a list of significant new or updated packages that were released for R in April. For a complete list of all updates on CRAN, see the CRANberries archive for April 2009.

ascii is a new package for writing asciidoc or txt2tags documents with embedded R commands. It is similar to xtable or R2HTML -- see these examples.

bigmemory, a package offering platform-independent support for larger-than-RAM matrix objects, has undergone a major update.

canvas implements a new graphics device that emits javascript code targeting a new HTML 5 canvas element. If you have a compliant browser (such as beta Firefox 3.1) you can see some examples in action.

CHNOSZ is a new package for thermodynamic calculations and analysis.

The distr-family of packages, a suite of packages providing a conceptual treatment of random variables by means of S4-classes, has been updated. Amongst other improvements, it now supports compound distributions and improves accuracy

EVER (Estimation of Variance by Efficient Replication), a package intended for calculating estimates and standard errors from complex surveys, has been updated to version 1.1. 

FD is a new package intended for ecologists interested in functional diversity. It measures different FD indices from multiple traits.

ggplot2, the popular and user-friendly plotting system based on the grammar of graphics, has been updated to version 0.8.3. This version adds new features, improves handling of missing values, and fixes several bugs. 

igraph, a package for graphs/networks, has been updated. New features include support for bipartite graphs, 3-D layouts, new shortest-part algorithms, and a limited Tcl/Tk GUI.

plink, a package for conducting unidimensional and multidimensional IRT-based test linking, has been updated. The new version adds multidimensional models and methods.

plyr, a fast, memory-efficient, and consistent set of tools for processing subsegments of massive data structures, has been updated. The latest version improves performance and handling of function arguments, and fixes some bugs.

RHIPE, an new integration between R and Hadoop, makes it possible to write map-reduce algorithms in R. It is available from the author's website.

Rmetrics, a suite of packages for financial analysis, has been updated. The new version includes efficiency improvements to timeSeries objects, improves ease-of-use of fPortfolio, and is compatible with R 2.90.

TraMineR, a package for mining, describing, and visualizing sequences of states or events, has been updated to version 1.2. More information at the TraMineR homepage.

xterm256 is a new package letting you control the color of text in the R console (when R is launched at the command line in an xterm window). Examples of its use can be found in this blog post.