Monthly Archives: April 2011

Vienna, May 2011 – Advanced Topics in Financial Econometrics Lectures

April 11, 2011
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Speeding tickets for R and Stata

April 10, 2011
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Speeding tickets for R and Stata

How fast is R? Is it as fast in executing routines as the other off-the-shelf software, such as Stata? After some comparative experimentation, I found Stata to be 5 to 8  times faster than R. For me, speed has not been a concern in the past. I had used R with smaller datasets...

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Speeding tickets for R and Stata

April 10, 2011
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Speeding tickets for R and Stata

How fast is R? Is it as fast in executing routines as the other off-the-shelf software, such as Stata? After some comparative experimentation, I found Stata to be 5 to 8  times faster than R. For me, speed has not been a concern in the past. I had used R with smaller datasets...

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Video Tutorial on IV Regression

April 10, 2011
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Video Tutorial on IV Regression

Update: I am working on a better augmentation of the current IV regression functions (specifically ivreg() in AER) in R. I will post a link here to my new method/function for IV regression when I finish debugging the code.Update 2: [15 Ma...

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Video Tutorial on IV Regression

April 10, 2011
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Video Tutorial on IV Regression

Update: I am working on a better augmentation of the current IV regression functions (specifically ivreg() in AER) in R. I will post a link here to my new method/function for IV regression when I finish debugging the code.Update 2: [15 Ma...

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Quality comparison of floating-point maths libraries

April 10, 2011
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Quality comparison of floating-point maths libraries

What is the best way to compare the quality of floating-point math libraries (e.g., sin, cos and log)? The traditional approach for evaluating the quality of an algorithm implementing a mathematical function is based on mathematics; methods have been developed to calculate the maximum error between the calculated and the actual value. The answer produced

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Mixtures in Madrid

April 10, 2011
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Mixtures in Madrid

As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in of Bayesian Core. It will

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Teipei, July 4-6, 2011 – Financial Optimization and Advanced Portfolio Analysis

April 10, 2011
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Kuala Lumpur, March 29-31, 2011 – Portfolio Management and Optimization

April 10, 2011
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Adjust branch lengths with node ages: comparison of two methods

April 10, 2011
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Adjust branch lengths with node ages: comparison of two methods

Here is an approach for comparing two methods of adjusting branch lengths on trees: bladj in the program Phylocom and a fxn written by Gene Hunt at the Smithsonian.Get the code and example files here: http://wp.me/PRT1F-2vGet phylocom here: http:/...

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