Monthly Archives: June 2011

OpenStates from R via API: watch your elected representatives

June 10, 2011
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OpenStates from R via API: watch your elected representatives

I am writing some functions to acquire data from the OpenStates project, via their API. They have a great support community at Google Groups as well.On its face this post is not obviously about ecology or evolution, but well, our elected represent...

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REITs for Everybody

June 10, 2011
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REITs for Everybody

THIS IS NOT INVESTMENT ADVICE.  IT IS SIMPLY MY OPINION.  LISTENING TO MY OPINION MIGHT LOSE LOTS OF MONEY. I contend that REITs now have two buyers: dividend pickers and beta chasers.  The beta chasers’ demand has driven prices to sig...

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High Performance Computing in the Cloud with cloudnumbers.com

June 10, 2011
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Who we are cloudnumbers.com provides researchers and companies with the resources to perform high performance calculations in the cloud. We help our customers to fight epidemics, develop highly advanced drugs and manage financial risk. Our aim is to change the way research collaboration is done today by bringing together scientists and businesses from all over

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What is ordisurf() doing…?

June 10, 2011
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What is ordisurf() doing…?

I’m writing this post for two reasons: i) someone searched on Google for the term “what is ordisurf doing” and ended up on my blog, and ii) because I have been on the receiving end of reviewers comments on a … Continue reading

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“Financial Risk Forecasting” – a book review by Christian Reusch

June 10, 2011
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A guest post by Christian Reusch giving a book review for the book “Financial Risk Forecasting” by Jon Danielsson. ———– As an academic-turned hedge fund professional with a particular interest in financial econometrics and quantitative money management, this book written by one of my former lecturers at the London School of Economics caught my attention: Having (had to) read...

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Cross de Bercy 2011 [v2&3]

June 10, 2011
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Cross de Bercy 2011 [v2&3]

Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy”  run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This is a two loop 10km race taking

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Simple plyr/ggplot example of cummulative distribution plots

June 9, 2011
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Simple plyr/ggplot example of cummulative distribution plots

I’ve been a big fan of ggplot2 for a long time but plyr has been in my toolkit for less than a year and it is now one of my most-used R packages. It is how aggregate/*apply would have been if they were awesome. In five lines this code computes the cumulative distribution functions of

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Rejection Sampling

June 9, 2011
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Rejection Sampling


An interesting sampling method that was covered briefly in my Bayesian statistics course was rejection sampling. Since I have nothing better to do, I thought it would be fun to make an acceptance-rejection algorithm using R. FUN!

The Rejection Sampling method is usually used to simulate data from an unknown distribution. To do this one samples...

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Image color palette replacement

June 9, 2011
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Image color palette replacement

Here is an example of a function I wrote to change the color palette used in an image. The above example comes from a black and white original, although color images can also be used. The function first converts the image to grayscale in order to have ...

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A Quantstrat to Build on Part 5

June 9, 2011
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A Quantstrat to Build on Part 5

Another iteration of the quantstrat system but this time with a sum of standard deviations instead of simple count and then some comparison charts.  Thanks for the comments and I welcome many more.  In my head and it seems like in others base...

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