coding beacon

[programming & visualization]

Monthly Archives: April 2014



visualization in R: mymap & other blocks from ramnathv



visualization: rCharts

rCharts is an R package to create, customize and publish interactive javascript visualizations from R using a familiar lattice style plotting interface.



other libraries referred to by this site:

  • Highcharts
  • Morris
  • NVD3
  • Polychart
  • Rickshaw
  • xCharts
  • Leaflet

Quality of Historical Stock Prices from Yahoo Finance

Systematic Investor

I recently looked at the strategy that invests in the components of S&P/TSX 60 index, and discovered that there are some abnormal jumps/drops in historical data that I could not explain. To help me spot these points and remove them, I created a helper function data.clean() function in data.r at github. Following is an example of how you can use data.clean() function:


> data.clean(data, min.ratio = 2)	
Removing BNS TRP have less than 756 observations
Abnormal price found for ARX 23-Jun-2000 Ratio : 124.7
Abnormal price found for ARX 26-Sep-2000 Inverse Ratio : 99.4
Abnormal price found for COS 23-Jun-2000 Ratio : 124.1
Abnormal price found for COS 26-Sep-2000 Inverse Ratio : 101.1
Abnormal price found for ERF 14-Jun-2000 Ratio : 7.9
Abnormal price found for YRI 18-Feb-1998 Ratio : 2.1
Abnormal price found for YRI 25-May-1999 Ratio : 3

It is surprising that Bank of Nova Scotia…

View original post 181 more words

visualization in R: from the classical “plot” to modern “rCharts”

interactive visualization in R for the web: Shiny — no knowledge of hmtl required

Engineering Concepts Visualized

R in finance

Setting up R in Eclipse

Setting up R in Eclipse:

1. Eclipse–>”Help”–>”Install new software”–>Install StatET

2. Go to R command line and install the package: RJ

3. Go back to Eclipse, menu “Run”–>”Run Configurations…”–> proceed as Eclipse’s help suggests


on R

I’m back to using (and learning) R: