Monthly Archives: March 2011

The devil of overfitting

March 27, 2011
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The devil of overfitting

Overfitting is a problem when trying to predict financial returns.  Perhaps you’ve heard that before.  Some simple examples should clarify what overfitting is — and may surprise you. Polynomials Let’s suppose that the true expected return over a period of time is described by a polynomial. We can easily do this in R.  The first … Continue reading...

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R-bloggers: I’m syndicated!

March 27, 2011
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Today Left Censored became a contributor to R-Bloggers. If you’ve never heard of it, R-Bloggers is a blog aggregator that brings together R-related posts from a large number of blogs across the Internet. It’s an excellent resource for those who … Continue reading →

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R [re-]exam

March 27, 2011
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R [re-]exam

In what seems like an endless cuRse, I found this week I had to re-grade a dozen R exams a TA’s did not grade properly! The grades I (X) got are plotted below against those of my TA (Y). There is little connection between both gradings… As if this was not enough trouble, I also

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R GUIs: Which one fits you?

March 27, 2011
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R GUIs: Which one fits you?

The gap of the new “digital divide” between those who only use computers when they are as easy to use as iPads and smartphones and those who like (or at least accept) to type commands to perform jobs, seems to get bigger and bigger. R – the lingua franca of statistical computing – is exactly

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R Matrix Operations

March 27, 2011
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R Matrix Operations

R can be used to perform various matrix calculations. This include functions for creating matrices (matrix), addition (+), multiplication (%*%) and inversion (solve). Fast Tube by Casper Other useful resources are provided on the Supplementary Material...

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More on Ultraedit to R

March 27, 2011
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I think I have found a superior solution to integrating Ultraedit and R. See my post over at IDM Users forum.

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R-ecap [-16]

March 26, 2011
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R-ecap [-16]

This morning, I noticed that none of my R related posts had appeared on R-bloggers for the past fortnight… After investigating, this was caused by…cut-and-paste! Indeed, when advertising about the special issue of TOMACS Arnaud Doucet and I edit about Monte Carlo methods in Statistics, I copied the main parts from the pdf announcement, straight

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clusterProfiler in Bioconductor 2.8

March 26, 2011
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In recently years, high-throughput experimental techniques such as microarray and mass spectrometry can identify many lists of genes and gene products. The most widely used strategy for high-throughput data analysis is to identify different gene clusters based on their expression profiles. Another commonly used approach is to annotate these genes to biological knowledge, such as Gene Ontology (GO) and...

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“An R package” or “A R package”

March 26, 2011
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“An R package” or “A R package”

I’m currently writing some lecture notes on R and I used the phrase “a R package” without thinking. Since the word following the article “a” was a consonant, I automatically went for “a” instead of “an”. The problem is that “R” sounds likes a vowel, so “a R package” grates on the listener. The correct

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solaR 0.22 is at CRAN

solaR 0.22 is at CRAN

The version 0.22 of solaR is now available at CRAN. Besides, solaR is now registered at R-Forge. A new mergesolaR method has been defined for merging solaR objects. The calculation of the sunset time has been improved. The voltage dependency of the efficiency curve of the inverter is now included in fProd and calcGCPV. The

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