Someone asked me how to move a directory full of files from one place to another using R. The easiest way I've found is as follows (where "oldpath" is the existing directory and "newpath" is the new directory):file.copy(list.files(oldpath),newpath)

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The “Minimum Correlation Algorithm” is a term I stumbled at the CSS Analytics blog. This is an Interesting Risk Measure that in my interpretation means: minimizing Average Portfolio Correlation with each Asset Class for a given level of return. One might try to use Correlation instead of Covariance matrix in mean-variance optimization, but this approach,

With R 2.14 slated to be released next week we wanted to encourage everyone planning to upgrade to also update to the latest release of RStudio (v0.94.110). For R 2.14 users this release includes tweaks related to compatibility with the R 2.14 graphics engine as well as compatibility with the new parallel package. There are

And now for something a bit more esoteric…. I recently wrote a function to deal with a strange problem. Writing the function ended up being a fun challenge related to computing on the R language itself. Here’s the problem: Write a function that tak...

The book is by Manfred Gilli, Dietmar Maringer and Enrico Schumann. I haven’t actually seen the book, so my judgement of it is mainly by the cover (and knowing the first two authors). The parts of the book closest to my heart are optimization, particularly portfolio optimization, and particularly particularly portfolio optimization via heuristic algorithms. … Continue reading...

Someone asked me how to move a directory full of files from one place to another using R. The easiest way I've found is as follows (where "oldpath" is the existing directory and "newpath" is the new directory): file.copy(list.files(oldpath),newpath) Tags: R