Code

R packages

BurStFin

A package of functions aimed at finance, though some of the functionality can be used in other applications.  The most interesting functionality is:

• estimate variance matrices when there are more variables than observations
• create 3-dimensional arrays (a specialized form of what the abind package does)

BurStFin is available on CRAN.

BurStMisc

A package of miscellaneous functions.  Currently it contains:

• scriptSearch: search within files in a directory (and its subdirectories).  This can be seriously time-saving if you have a lot of files.
• corner: sort of like head and tail but only returns a few rows and columns.  It is useful for making sure large datasets are as you expect.  It also works on higher dimensional arrays.
• ntile: returns equally sized groups such as quintiles and deciles.
• genopt: a simple implementation of genetic optimization mixed with simulated annealing.
• functions to do random permutation tests (from the paper “Permuting Super Bowl Theory”).
• writeExpectTest: automatically write expect_equal tests for testthat.

BurStMisc is available on CRAN.

TaoTeProgramming

A package containing the code that created the art-like illustrations in Tao Te Programming.

TaoTeProgramming is available on CRAN and there is a blog post about TaoTeProgramming.