May 2011

R tips from around the web…

May 17, 2011 | E.Crema

The great thing of R, is that the number of available resources on the web is increasing dramatically. If you cannot afford expensive books, or you are looking straight questions or some tutorials you will find almost anything you need. Here's my short... [Read more...]

AIB Stock Price, EGARCH-M, and rgarch

May 17, 2011 | timeseriesireland

This post examines conditional heteroskedasticity models in the context of daily stock price data for Allied Irish Banks (AIB), specifically how to test for conditional heteroskedasticity in a series, how to approach model specification and estimation when time-varying volatility is present, and how to forecast with these models; all of ... [Read more...]

In case you missed it: April Roundup

May 17, 2011 | David Smith

In case you missed them, here are some articles from April of particular interest to R users. The Heritage Health Prize, a competition to build predictive models for hospitalization with USD$3.2M in prizes, is open. The Inside-R.org community site now provides the ability to search and view the ... [Read more...]

TreeBASE in R: a first tutorial

May 16, 2011 | Carl

My TreeBASE R package is essentially functional now.  Here’s a quick tutorial on the kinds of things it can do.  Grab the treebase package here, install and load the library into R. TreeBASE provides two APIs to query the database, one which searches by the metadata associated with different ... [Read more...]

A survey of [the 60’s] Monte Carlo methods

May 16, 2011 | xi'an

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey ... [Read more...]

My first ‘R’ plot

May 16, 2011 | Lalit Das

Started learning 'R'.My first attempt was to plot data from Forbes 1000 list (refer to the exercise posted by Prasoon sharma)Here is a bubble chart showing Forbes top 25 companies by Market CapitalizationSource code:## read the csv fileFORBES... [Read more...]

Omega as Optimizer

May 16, 2011 | klr

During Jan Straatman’s presentation, I tweeted Jan Straatman #cfa2011 In real life no normal distributions so use omega function to optimize actual returns After the presentation, I asked Jan his second choice for optimization after Omega, and he re...
[Read more...]

Get Daily R tips on Twitter

May 16, 2011 | David Smith

John D Cook, editor of the always-interesting and eclectic blog The Endeavour, has been posting facts about Statistics and distribution theory to the StatFact Twitter account on a daily basis for over a year now. He also curates a number of other daily tip services and the newest one — RLangTip — ... [Read more...]

Mapping points

May 16, 2011 | Gregor

Since I look at mercury concentrations at different measurement stations in North America, visualization using a map with values (of your favourite parameter) plotted as colour-coded circles is quite useful. After some trial & error, here is some very basic code … Continue reading → [Read more...]

Day #38-39 Data-manipulation

May 16, 2011 | Stageverloop Kris » R-En

Last week i created some plots, always for 1 feature. Today I started working on the full script that creates all these plots, 1 per feature. This means, using for loops in R. Let’s see how this is going to work out. Today I mostly worked on data... [Read more...]

Why method of moments doesn’t always work

May 15, 2011 | Avi

A number of years ago, someone asked me "why does my company need actuaries to fit curves, once I have the mean and standard deviation of my losses, isn't that enough?" I explained to him that not every distribution is completely determined by its mean...
[Read more...]

Le Monde puzzle [#14.2]

May 14, 2011 | xi'an

I received at last my weekend edition of Le Monde and hence the solution proposed by the authors (Cohen and Busser) to the puzzle #14. They obtain a strategy that only requires at most 19 steps. The idea is to start with a first test, which gives a reference score S0, and ... [Read more...]
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