I want to follow up the Intraday data post with an example of how you can capture Intraday data without too much effort by recording 1 minute snapshots of the market. I will take market snapshots from Yahoo Finance using following function that downloads delayed market quotes with date and time stamps: Next we can 
![where did the normalising constants go?! [part 1]](http://xianblog.files.wordpress.com/2012/03/pict0850.jpg?w=450&h=337)
When listening this week to several talks in Banff handling large datasets or complex likelihoods by parallelisation, splitting the posterior as and handling each term of this product on...
R 3.0.3 (codename “Warm Puppy) was released several days ago. The full list of new features and bug fixes is provided below. Upgrading to R 3.0.3 You can download...
We’re going to be starting a Stan “model of the P” (for some time period P) column, so I thought I’d kick things off with one of my own....
Philip Guo, who writes a wonderful blog on his views and experiences of academia – including a lot of interesting programming stuff – came up with a research programming version of...
Starting with version 1.3.1 of RSiteCatalyst, you can now access the real-time reporting capabilities of the Adobe Analytics API through a familiar R interface. Here’s how to get started… GetRealTimeConfiguration...
This post provides technical details about the making of my book “Displaying time series, spatial, and space-time data with R”, …Sigue leyendo →
Two years ago, motivated by a proposal from John Kimmel, Executive Editor at Chapman & Hall/CRC Press, I started working …Sigue leyendo →
Han, Y.F., and Zhou, G.F. have an interesting working paper on the performance of a trend factor they proposed:QuotationIn this paper, we propose a trend factor to capture cross-section...
I received this email yesterday: I have been using your ‘forecast’ package for more than a year now. I was on R version 2.15 until last week, but I...
In the Intraday Backtest post I showed an example of loading and working with Forex Intraday data from the FXHISTORICALDATA.COM. Recently, I came across another interesting source of Intraday...
These are slides from the very first SER meeting – an R user group in Warsaw – that took place on February 27, 2014. I talked about various “lifehacking”...
Arithmetic is being able to count up to twenty without taking off your shoes (Mickey Mouse) On her last mission, Dora The Explorer sails down the Amazon river to...
It has been several months since my last post on classification tree models, because two things have been consuming all of my spare time. The first is that I...
I'm making my yearly pilgrimage to San Fransico to teach at PAW.I'll also be giving a short talk at the Bay Area R Users Group on model tags...
A new bug-fix / maintenance release RQuantLib 0.3.12 is now on CRAN and in Debian.While adding the plugin feature, I was too optmistic about finding the quantlib-config script. This is now...
I am examining IV and oral dosing of problem of Chapter 6, Question 6 or Roland and Tozer Rowland and Tozer (Clinical pharmacokinetics and pharmacodynamics, 4th edition) with Jags....
AQUASTAT, developed and maintained by the Food and Agriculture Organization of the UN, is the global database that gives quantitative information on water resources and withdrawal of water for...
This study has made an attempt to understand, what HR's in a day dealt with at different working hours, by analyzing their emails from a particular organization. Sample size...
colorRampPalette is a very useful function in R for creating colors vectors to use as the palette, or to pass as an argument to a plotting function; however, a...
Conrad made a first bug-fix release 4.100.2 for Armadillo, his templated C++ library for linear algebra, yesterday. See below for details on the the small set of changes.This was quickly wrapped up...
Finally, I managed to setup a GitHub repository. From now on, the latest developer snapshot of my sjPlot-package will be published right here: https://github.com/sjPlot/devel. Please post issues there, download...
Shortly after I prepared the bug-fix / maintenance release 0.3.2.0.3 of RcppEigen, the code based was updated to the recent Eigen release 3.2.1 by Doug Bates. I wrapped this up in release...
How's that fried pickle sandwich treating you? Perhaps your taste in R functions are less bizarre than your taste in R commands?Now you can easily find out using this...
The Matlab syntax for creating matrices is pretty and convenient. Here is a 2x3 matrix in Matlab syntax where , marks a new column and ; marks a new...
R-core member Peter Dalgaard announced yesterday that R 3.0.3 is now available. This is the final update to the R 3.0 series, and includes several small but handy new...
Alright, let's test some parallelization functionalities in R.The machine:MacBook Air (mid-2013) with 8 GB of RAM and the i7 CPU (Intel i7 Haswell 4650U). This CPU is hyper-threaded, meaning (at...
To the R users based in the Philippines, there will be upcoming meetup, here are the details:topics: Markov Switching Models in R by Ohly Santos ...
![Advances in scalable Bayesian computation [day #4]](http://xianblog.files.wordpress.com/2012/03/dscn2538.jpg?w=450&h=253)
Final day of our workshop Advances in Scalable Bayesian Computation already, since tomorrow morning is an open research time ½ day! Another “perfect day in paradise”, with the Banff Centre...
Plotly: collaborative, publication-quality graphing. 
