Send electronic mail to Bryan at: blewis@illposed.net

1. One new idea and one old idea that should be better known on the SVD and cointegration (from a talk at R/Finance 2012): Lewis_RFinance_2012.pdf.
2. A data frame promise for R that very quickly extracts subsets directly from raw delimited text files: lazy.frame.html.
3. A native HTML 5 Websocket library for R: http://illposed.net/websockets.html
4. The Beachland Ballroom and other live music venues in Cleveland, Ohio need your help: http://www.change.org/petitions/city-of-cleveland-forgive-all-back-taxes-owed-by-the-beachland-ballroom-tavern The Beachland is a premier live music club in the US, and has sparked the revitalization of an entire neighborhood in Cleveland as an arts district. The Beachland and their peers are subject to an unreasonable tax that must be restructured or eliminated. It is unthinkable that the city that hosts a museum called the "Rock and Roll Hall of Fame" can be so hostile to live music. This has to change. Clevelanders, please help.
5. I discussed some methods other than Hadoop for analyzing large data with the New York CTO club. My notes are available here: http://goo.gl/PeJwm.
6. Model SR2 SVG Slide Rule, an SVG-based slide rule that can be scripted with Javascript.
   
7. R is popular! http://sites.google.com/site/r4statistics/popularity
8. If you like R, or think you might, you should check out http://rstudio.org. I highly recommend it.
9. The irlba package for R provides a state of the art fast partial singular value decomposition. It's suitable for very large scale problems and supports sparse and dense matrices.

   To give you an idea how fast it is, one can compute a five-dimensional principal components analysis (PCA) on the Netflix data set (480,189 user IDs and 17,770 movies) in a few minutes on a dual-core notebook (using R's sparse Matrix package).

10. doRedis.html, a parallel back end for the R language that uses Redis and foreach. Here is the vignette documentation: doRedis.pdf
    
11. Outlaw talk: "The Betfair Package" at R/Finance 2011: Applied Finance with R

    Betfair is the world's largest betting exchange with more than three million global clients. The BetfaiR package implements the Betfair Sports API in the R language, providing direct access to the Betfair sports exchange from R. All of the Betfair Sports API functions are available, including functions for real time market data and user account access. The package also provides a number of high-level functions for sports betting analysis, modeling and graphics.

    This was the first talk I ever gave where running the examples live would require breaking the law.
12. A Redis client for R: http://illposed.net/rredis.html
    
13. http://rforge.net/RserveWin: An experimental new Rserve binary R server desgined for improved functionality on Windows systems.
    
14. Talk: "How good are Krylov methods for discrete ill-posed problems?," March 25--28 AMS meeting in Lexington, KY: http://www.ms.uky.edu/~corso/amsmaa2010/.
    Here are some slides: AMS_Lex_March2010-1.pdf
    
15. pvshm.html: A Linux filesystem that provides a memory mapping overlay for PVFS2 or other file systems lacking memory mapping capability.
    
16. esperr, a package for streaming event processing for R.
    
17. http://github.com/bwlewis/fls, an implementation of Kalaba-Tesfatsion flexible least squares method for R.
18. R4P, an R library for Processing.
    
19. http://github.com/bwlewis/iqfeed is an R-language interface package to the DTN IQ Feed API.
    
20. I've been playing with Google APIs:
    A Particularly Silly Dictionary
21. GNU/Linux utilities for IQFeed (download) iqfeedutils.tar.bz2. A set of basic utilities to get DTN IQFeed up and running in Windows-free GNU/Linux environments, as well as facilitate communication between Linux quant boxes and Windows IQFeed boxes. A new Redis-based utility is included that is very effective at processing level 1 market data.
    
22. bars: A companion stream processor for DTN IQ Feed that builds real-time minute bars from streaming market quote data.
    
23. Ratlab, tools for foolin' with R and Octave (or Matlab) together.
    
24. http://etna.mcs.kent.edu/vol.8.1999/pp15-20.dir/gershini.html An old Java applet I wrote for Richard Varga that nicely illustrates Gershgorin discs and the ovals of Cassini.
25. http://etna.math.kent.edu/vol.30.2008/pp128-143.dir/zeros/index.html A newer Java applet illustrating the dynamical motion of the zeros of the partial sums of the exponential function (from work with Richard Varga and Amos Carpenter).