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 
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...
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...
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...
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....
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
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. 
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...
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...
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...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
