Monthly Archives: December 2008

R/Finance 2009: Applied Finance with R

December 30, 2008
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R/Finance 2009: Applied Finance with R

Call for PapersThe Finance Department of the University of Illinois at Chicago (UIC),the International Center for Futures and Derivatives at UIC, andmembers of the R finance community are pleased to announceR/Finance 2009: Applied Finance with Ron Apri...

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New stuff in the gdata R package

December 30, 2008
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New stuff in the gdata R package

I have moved quite some functions from my "testing/playground" R package ggmisc to the gdata package. Bellow is the relevant text from the NEWS file. Here are the links:SVNSource packageWindows ZIP packageNEWS:New function .runRUnitTestsGdata that enab...

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RQuantLib 0.2.10

December 29, 2008
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Earlier this month and following the release of QuantLib 0.9.7, I updated RQuantLib to version 0.2.10. For once, there were no changes required to keep up with QuantLib. Rather, changes were internal as Rcpp had been spun off into its own package. As Rcpp is now in Debian, RQuantLib itself was also updated in Debian...

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Rcpp now in Debian

December 25, 2008
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Rcpp is an interface package that makes it easier to add C++ code to GNU R. It had started as a part of my RQuantLib project but has now come into its own as blogged here and here. As of today, Rcpp is now also available as a Debian package.

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High-Performance Computing with R

December 25, 2008
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High-Performance Computing with R

Dirk has posted a new version of slides for a tutorial "Introduction to High-Performance Computing with R".

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Very flattering

December 24, 2008
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Good friend and fellow Oak Park / River Forest runner Paul Oppenheim used his column in the local weeklyfor some very flattering words about the marathon runners in our informal running group and even highlighting my personal World Marathon Majors adventure. I may just have to keep a copy for my epitaph.

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Statistics for Neuroscience (Neuroscience 9506b)

December 23, 2008
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Statistics for Neuroscience (Neuroscience 9506b)

This coming winter term (Jan-Apr, 2009) I will be teaching my graduate seminar in the Graduate Program in Neuroscience, Statistics for Neuroscience (Neuroscience 9506b). The course webpage can be found . I will be doing two things differently this … Continue reading →

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gdata gains trimSum function

December 20, 2008
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gdata gains trimSum function

I was doing some drawing in R and I needed to trim some values to keep the data (x axis) in reasonable limits, but I did not want to loose that info. Therefore, I summed the values that would be trimmed. Since I was repeating this, I wrote a function a...

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Rtools and Cygwin on MS Windows

December 20, 2008
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Rtools and Cygwin on MS Windows

Duncan Murdoch provides Rtools which ease the installation of tools that are needed to do R package development/testing on MS Windows. The Rtools is a collection of various tools. However, if you also use Cygwin on MS Windows, you can expect problems s...

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Extra moments measure

December 16, 2008
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The following functions are intended to replicate calculations for taking higher moments of hedge fund returns into account in analyzing particular investments.  Most of the formulae are taken from various EDHEC research papers.# All returns...

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