Last month's R/Finance 2011 conference in Chicago was an outstanding event, bringing together some of the best minds in applying R to financial data. Presentations from the speakers are now available for download, with a wealth of useful information there for anyone working in quantiative finance. Not to be missed, though, is John Bollinger's (yes, that John Bollinger) retrospective...
Monthly Archives: May 2011
Notes to Self: Getting Rapache working in Natty Narwhal (Ubuntu/Linux)
In this post, I cover my experiences in getting Rapache working in the latest version of Ubuntu (11, Natty Narwhal). …
Beginne..R 1.0
Opening this blog is a step in a long journey of discovery, learning and frustration. To begin with I would consider myself a beginner R user, I am getting better, but I am not about to write a package any time soon. I started using R about three years...
Beginne..R 1.0
Opening this blog is a step in a long journey of discovery, learning and frustration. To begin with I would consider myself a beginner R user, I am getting better, but I am not about to write a package any time soon. I started using R about three years...
Hammersley and Handscomb 1964 on line
Through the webpage of the Advanced Monte Carlo Methods I & II, given a few years ago by Michael Mascagni at ETH Zürich, I found a link to the scanned version of the 1964 book Monte Carlo Methods by Hammersley and Handscomb. This is a short book, with less than 150 pages, especially if one 
Clustering with Currencies and Fidelity Funds
Great news came yesterday with the release of the R In Finance 2011 Presentations. I must attend next year after seeing all that I missed. The Iacus: Statistical Analysis of Financial Time Series and Option Pricing in R (pdf) presentation o...
New online R courses from Statistics.com
Online training provider Statistics.com has introduced a couple of new R-related courses which are well worth checking out. These are all self-paced on-line courses, with materials by and interactive feedback from leading R gurus. Current R users looking to take their programming skills to the next level will be particularly interested in the Advanced Programming in R course from...
another look at CRAN Task Views
We've been impressed with how helpful the CRAN Task Views are in guiding us in R as we wend our way through the huge number of add-on packages (3021 as of May, 2011). These are web pages that are maintained by volunteers with expertise in a specified ...
Simple pattern detection in numerical data
A while ago I helped out a colleague who was testing some methods to detect economic (in)activity of companies, based on their quarterly tax declarations (our institute has access to such data). One of the thing my colleague wanted was to detect simple patterns, … Continue reading →
Simple pattern detection in numerical data
A while ago I helped out a colleague who was testing some methods to detect economic (in)activity of companies, based on their quarterly tax declarations (our institute has access to such data). One of the thing my colleague wanted was t...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
