Monthly Archives: September 2008

Welcome to FOSS Trading

September 28, 2008
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Welcome to FOSS Trading

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets.Meet the authors:Joshua Ulrich is currently the author and maintainer of four R packages:TTR - Technical Trading Rules - a suit...

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Group-level variances and correlations

September 23, 2008
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This is just a sum-up of what we should do when we try to estimate the group-level variances and correlations but the software failed to do so. As a R and lmer() user, I found this happens often.If this is the case, there are three potential problems...

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Group-level variances and correlations

September 23, 2008
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This is just a sum-up of what we should do when we try to estimate the group-level variances and correlations but the software failed to do so. As a R and lmer() user, I found this happens often.If this is the case, there are three potential problems...

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Design Flaws in R #3 — Zero Subscripts

September 21, 2008
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Design Flaws in R #3 — Zero Subscripts

Unlike the two design flaws I posted about before (here, here, and also here), where one could at least see a reason for the design decision, even if it was unwise, this design flaw is just  incomprehensible.  For no reason at all that I can see, R allows one to use zero as a subscript

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pmin and pmax

September 16, 2008
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Did you know that there are multiple versions of the min and max function. make sure that you are using the right one. pmin and pmax are the 'parallel' versions of the min and max function, meaning that they can take vector arguments and return vectors back. Much better than setting up your own apply function....

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Highlights from useR!

September 11, 2008
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By Pete Meyer, Ads Quality Statistics TeamGoogle was a sponsor of this year's international user conference in Dortmund, Germany for the R statistical programming environment. In addition to sessions focusing on statistical modeling in various areas of...

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Highlights from useR!

September 11, 2008
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By Pete Meyer, Ads Quality Statistics TeamGoogle was a sponsor of this year's international user conference in Dortmund, Germany for the R statistical programming environment. In addition to sessions focusing on statistical modeling in various areas of...

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rgraph6 on R-Forge

September 4, 2008
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rgraph6 on R-Forge

I have moved my rgraph6 R package to R-Forge. R-Forge is a website that facilitates development of R packages by providing services for version control (through Subversion), automatic checking and building of the packages including binaries for Windows and MacOS, as well as for collaboration with other R users/developers. The rgraph6 package has been already

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evolutionary algorithm optimization

September 4, 2008
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In the post Optimization packages dozens of optimization routines can be downloaded, here I am going to share a special optimization method: evolutionary algorithm. Evolutionary algorithms (EAs) are search methods that take their inspiration from natu...

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How do you measure a major league slugger?

September 1, 2008
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How do you measure a major league slugger?

I gave a talk last month at SAP Labs in Palo Alto, along with Jim Porzak of ResponSys, introducing the R Statistical Language to a Business Intelligence interest group.  The goal was to highlight how open source tools, like R, can be used to build predictive models.  The example I gave centered around baseball and

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