Monthly Archives: December 2008

R matrices in C functions

December 13, 2008
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Using the .C() function in R, you can only pass vectors. Since R stores matrices columnwise as vectors anyhow, they can be passed to your C function as vectors (along with the number of rows in the matrix) and then accessed in familiar manner...

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R matrices in C functions

December 13, 2008
By

Using the .C() function in R, you can only pass vectors. Since R stores matrices columnwise as vectors anyhow, they can be passed to your C function as vectors (along with the number of rows in the matrix) and then accessed in familiar manner...

Read more »

Memory limit management in R

December 13, 2008
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Memory limit management in R

R keeps all the data in RAM. I think I read somewhere that S+ does not hold all the data in RAM, which makes S+ slower than R. On the other hand, when we have a lot of data, R chockes. I know that SAS at some "periods" keeps data (tables) on disk in sp...

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Functions for portfolio analysis

December 11, 2008
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Functions include:1. efficient.portfolio      compute minimum variance portfolio subject to target return2. globalMin.portfolio      compute global minimum variance portfolio3. tangency.portf...

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Convert Splus to R

December 10, 2008
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Suppose you have got used to Splus and want to switch to R software (why bother to change? R is free while Splus is not, fair enough?), what can you do? since there are many functions in S-PLUS that are missing in R, one way is to understand the functions and write your owns, working N hours without sleep...

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Computational Finance with R

December 5, 2008
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Computational Finance with R

Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York.Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Pet...

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Some of my other R-resources

December 5, 2008
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I am running this blog as a kind of learning journal, so I can look up some of the solutions I come up when I run into problems on my way to R-mastery. I have some other R-related resources which may be of interest to other R-fellas.A much more structu...

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Some of my other R-resources

December 5, 2008
By

I am running this blog as a kind of learning journal, so I can look up some of the solutions I come up when I run into problems on my way to R-mastery. I have some other R-related resources which may be of interest to other R-fellas.A much more structu...

Read more »