Monthly Archives: February 2011

What is the optimal strategy to marry the best one ?

February 13, 2011
By
What is the optimal strategy to marry the best one ?

Valentine's day is a nice opportunity to post on hot and sexy topics... Well, it's also an important day that I should not miss, probably as much as Saint Patrick's my wife's birthday. And as I mentioned last week (here), it is difficult to get the...

Read more »

sab-R-metrics: Displaying Line Plots and Time Series Data

February 13, 2011
By
sab-R-metrics: Displaying Line Plots and Time Series Data

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is show you how to display line graphs for...

Read more »

sab-R-metrics: Displaying Line Plots and Time Series Data

February 13, 2011
By
sab-R-metrics: Displaying Line Plots and Time Series Data

It's been a while since I've had the chance to add anything here, but last time I left everyone with some scatter plots and some customization tools for your graphics. This week will be a little more brief than the last few tutorials and what I'd like to do is show you how to display line graphs for...

Read more »

Installing R on Amazon Linux

February 13, 2011
By

When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w...

Read more »

Installing R on Amazon Linux

February 13, 2011
By

When I wanted to run R (statistical software) on the Amazon "cloud", the first thing I found was this post explaining how to launch an Amazon EC2 "instance" (virtual machine) and pointing to an "image" (contains operating system and whatever else you w...

Read more »

Statistical Analysis with R, a Review

February 12, 2011
By
Statistical Analysis with R, a Review

Long Version: I have a Bachelor’s degree in Computer Science.  I’m pretty handy when it comes to

Read more »

Parallel computation [back]

February 12, 2011
By
Parallel computation [back]

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. We should thus be able

Read more »

Enhancing R Graphic packages

February 12, 2011
By
Enhancing R Graphic packages

This will be the last thing I’ll post prior starting to connect R with Metatrader. Indeed, as you may suspect already I use this blog as my lab-book. The following might be quite general, but it fits in my overall ambition to build a personal quant-trading architecture as professional as I can. Graphic visualization is

Read more »

Algorithmic Trading in R: Available Information

February 12, 2011
By
Algorithmic Trading in R: Available Information

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti...

Read more »

Simulating second difference using Zelig

February 11, 2011
By

I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

Read more »