Monthly Archives: December 2010

Genetic optimization for Trading Strategies using Rapidminer and R

December 5, 2010
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Genetic optimization for Trading Strategies using Rapidminer and R

That is the second tutorial of Rapidminer and R extension for Trading and the first in Video. In the last example the ROC obtained is not as good as it should be to make money in this business, To improve the strategy we will try to optimize the trading strategy. Different methods of optimization and objective functions...

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Genetic optimization for Trading Strategies using Rapidminer and R

December 5, 2010
By
Genetic optimization for Trading Strategies using Rapidminer and R

That is the second tutorial of Rapidminer and R extension for Trading and the first in Video. In the last example the ROC obtained is not as good as it should be to make money in this business, To improve the strategy we will try to optimize the trading strategy. Different methods of optimization and objective functions...

Read more »

GLMM and R issues

December 4, 2010
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GLMM and R issues

I have been trying to run a Generalized Linear Mixed Model (GLMM) for some count data with repeated measures on sub-sampled sites and fixed effects at the site level with covariates at both the sub-plot and time levels.  Plus there are different n...

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Comparison of results

December 4, 2010
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I am doing a simple comparison of different estimation procedures in dealing with a simple binomial model. Here is where I got started:---------------------------------------------library(INLA)library(npmlreg)library(MCMCglmm)library(DPpackage)data(See...

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Comparison of results

December 4, 2010
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I am doing a simple comparison of different estimation procedures in dealing with a simple binomial model. Here is where I got started:---------------------------------------------library(INLA)library(npmlreg)library(MCMCglmm)library(DPpackage)data(See...

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Root finding

December 4, 2010
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Numerical root finding methods use iteration, producing a sequence of numbers that hopefully converge towards a limits which is a root. In this post, only focus four basic algorithm on root finding, and covers bisection method, fixed point method, Newton-Raphson method, and secant method. Read More: 1886 Words Totally

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Root finding

December 4, 2010
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Numerical root finding methods use iteration, producing a sequence of numbers that hopefully converge towards a limits which is a root. In this post, only focus four basic algorithm on root finding, and covers bisection method, fixed point method, Newton-Raphson method, and secant method. Read More: 1896 Words Totally

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Le Monde puzzle [48: resolution]

December 4, 2010
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Le Monde puzzle [48: resolution]

The solution to puzzle 48 given in Le Monde this weekend is rather direct (which makes me wonder why the solution for 6 colours is still unavailable..) Here is a quick version of the solution: Consider one column, 1 say. Since 326=5×65+1, there exists one value c with at least 66 equal to c. Among

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A Draft of ProjectTemplate v0.2-1

December 3, 2010
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I’ve just uploaded a new binary of ProjectTemplate to GitHub. This is a draft version of the next release, v0.2-1, which includes some fairly substantial changes and is backwards incompatible in several ways with previous versions of ProjectTemplate. Foremost of the changes is that most of the logic for load.project() is now built into the

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Fun with infochimps: Animated Blog Post Hit Map

December 3, 2010
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In a few weeks I will be visiting Chicago, and JD Long—the organizer of the local R users group—has graciously invited me to give a presentation. Ostensibly, the presentation will be on my recently released infochimps package, so I thought it was a good time to start actually putting together some examples and documentation for

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