A personal blog about my fumblings with statistics, finance and anything R

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A data.table Tutorial

This post is more for my learning but hopefully helps someone get acquainted with data.table() as well.

Happy New Year using a Heatmap !?

Just because we all like numbers doesn’t mean we can’t have some fun. The following example uses Plotly.


I just got introduced to the wonderful rCharts package and I had to write a about it. I’ll be using the NVD3 library for all the graphs. Thanks to Ramnath Vaidyanathan for this awesome package. Charting is so much more fun.

lm() vs lmRob()

Let’s explore some robust regression. After having identified good quality predictors for your our purposes, it makes more sense for us to use an estimation technique that is not easily affected by discrepancies in the data and is reliable even if the data consists of outliers.


Here’s an example of how one could use 3d plots and some clustering to make some inferences from available data. I am using a set of financial indicators available on FRED. You can download it here. I wanted to compare two different time periods using this data: