Monthly Archives: August 2010

Global Temperature Proxy Reconstructions ~ now with CO2 forcing

August 26, 2010
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Global Temperature Proxy Reconstructions ~ now with CO2 forcing

Previously, I did a simple Bayesian projection of recent temperature using proxy data and the methods shown in McShane and Wyner (2010). I showed that when you take out the last 30 years of data (1969~1998), the projection does not track the recent uptick in temperatures well. The “projection” is a simple unparametric bootstrap which

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Online Certificate Courses in Computational Finance with R

August 25, 2010
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As announced on the R-Sig-Finance mailing list, the University of Washington is now offering a three-course online certificate in computational finance, using the R programming language as the software base. The three courses are: Investment Science R Computing for Computational Finance Portfolio Construction and Risk Management The course is presented by Doug Martin (founder of S-PLUS and longtime computational...

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Excel Errors and Other Numerical Nightmares

August 25, 2010
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Excel Errors and Other Numerical Nightmares

Although I use Excel all the time, and I strongly encourage my students to use it for performance analysis and CaP, I was forced to include a warranty disclaimer in my GCaP book because I discovered a serious numerical error while writing Appendix B. There, my intention was just to show that Excel gives essentially the same results...

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Excel Errors and Other Numerical Nightmares

August 25, 2010
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Excel Errors and Other Numerical Nightmares

Although I use Excel all the time, and I strongly encourage my students to use it for performance analysis and CaP, I was forced to include a warranty disclaimer in my GCaP book because I discovered a serious numerical error while writing Appendix B. There, my intention was just to show that Excel gives essentially the same results...

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Slides and replay for “Big Data with Revolution R”

August 25, 2010
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Thanks to everyone who attended our webinar this morning, Big Data Analysis for R Using Revolution R Enterprise, and in particular thanks for all the thoughtful questions during the Q&A session. If you missed the live broadcast, a replay is now available (requires the ability to view WMV files), and you can also download the slides in PDF format....

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Creating a Presentation with LaTeX Beamer – Using Overlays

August 25, 2010
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Creating a Presentation with LaTeX Beamer – Using Overlays

Overlays can be used in a LaTeX beamer presentation to reveal parts of a slide sequentially, which can be a useful way of imparting information to your audience. There are a number of different ways that overlays can be created depending on the sophistication required in the presentation. Fast Tube by Casper The \pause command is the

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From igraph to network and back again

August 25, 2010
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From igraph to network and back again

In an effort to achieve this (last paragraph), I created a couple of functions to coerce networks as ‘igraph’ objects to networks as ‘network’ objects and vice versa. I wrapped them into a package called ‘intergraph’ which I just uploaded to my personal miniCRAN. Please mind, this is still an experimental version! Might be bug-infested.

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Mike’s CNC 2010-08-25 07:54:00

August 25, 2010
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Just joined R bloggers (http://www.r-bloggers.com/). I'm using R to write G-code for the milling maching. This evening (10/25/2010), I'll give a talk on this at the DC-area UseR meetup. Here's a link to the presentation: http://files.meetup.com/1503...

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Mike’s CNC 2010-08-25 07:54:00

August 25, 2010
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Just joined R bloggers (http://www.r-bloggers.com/). I'm using R to write G-code for the milling maching. This evening (10/25/2010), I'll give a talk on this at the DC-area UseR meetup. Here's a link to the presentation: http://files.meetup.com/1503...

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What the hell is a variance matrix?

August 25, 2010
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What the hell is a variance matrix?

When I first came to finance, I kept hearing about “risk models”. I wondered, “What the hell is a risk model?” Of course, I didn’t say this out loud — that would have given the game away.  My wife has strict instructions that she is to be the only one to know that I’m an … Continue reading...

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