November 2011

The mystery of volatility estimates from daily versus monthly returns

November 8, 2011 | Pat

What drives the estimates apart? Previously A post by Investment Performance Guy prompted “Variability of volatility estimates from daily data”. In my comments to the original post I suggested that using daily data to estimate volatility would be equivalent to using monthly data except with less variability.  Dave, the Investment ... [Read more...]

Doing away with “unknown timezone” warnings

November 8, 2011 | songpants

Timezone stuff can really drive you NUTS - at least if you’re sitting in front of a German Windows-Box This is what I used to do to set my tz: And I always wondered why R would throw “unknown timezone” warnings: Someday I found out that setting tz via `... [Read more...]

project euler – Problem 32

November 8, 2011 | R on Guangchuang Yu

We shall say that an n-digit number is pandigital if it makes use of all the digits 1 to n exactly once; for example, the 5-digit number, 15234, is 1 through 5 pandigital. The product 7254 is unusual, as the identity, 39 × 186 = 7254, containing multiplicand, multiplier, and product is 1 through 9 pandigital. Read More: 488 Words Totally [Read more...]

project euler-Problem 43

November 7, 2011 | R on Guangchuang Yu

The number, 1406357289, is a 0 to 9 pandigital number because it is made up of each of the digits 0 to 9 in some order, but it also has a rather interesting sub-string divisibility property. Let d1 be the 1st digit, d2 be the 2nd digit, and so on. In this way, we note ... [Read more...]

ABC on wordpress

November 7, 2011 | xi'an

Erkan Buzbas sent me an email about his webpage (operated as a wordpress blog) on ABC. It contains different items of information on ABC research and an hopefully growing list of references. After Scott Sisson’s tweet on ABC_research (latest news: two ABC sessions in ISBA 20122, Kyoto),  here comes ... [Read more...]

Webinar Nov 17: What’s new in Revolution R Enterprise 5.0

November 7, 2011 | David Smith

Revolution R Enterprise 5.0 will be released soon, and Sue Ranney, VP of Development at Revolution Analytics, will host a webinar on Thursday November 17 to get you up to speed on the latest features: Revolution R Enterprise 5.0 is Revolution Analytics’ scalable analytics platform. At its core is Revolution Analytics’ enhanced Distribution ... [Read more...]

Coming out of the (Bayesian) closet: multivariate version

November 7, 2011 | Luis

This week I’m facing my—and many other lecturers’—least favorite part of teaching: grading exams. In a supreme act of procrastination I will continue the previous post, and the antepenultimate one, showing the code for a bivariate analysis of a randomized … Continue reading → [Read more...]

Web Scraping Google URLs

November 7, 2011 | Tony Breyal

Google slightly changed the html code it uses for hyperlinks on search pages last Thursday, thus causing one of my scripts to stop working. Thankfully, this is easily solved in R thanks to the XML package and the power and simplicity of XPath expressions: Lovely jubbly! P.S. I know ... [Read more...]

project euler-Problem 41

November 7, 2011 | R on Guangchuang Yu

We shall say that an n-digit number is pandigital if it makes use of all the digits 1 to n exactly once. For example, 2143 is a 4-digit pandigital and is also prime. What is the largest n-digit pandigital prime that exists? Read More: 288 Words Totally [Read more...]

Bayesian modeling using WinBUGS

November 6, 2011 | xi'an

Yes, yet another Bayesian textbook: Ioannis Ntzoufras’ Bayesian modeling using WinBUGS was published in 2009 and it got an honourable mention at the 2009 PROSE Award. (Nice acronym for a book award! All the mathematics books awarded that year were actually statistics books.) Bayesian modeling using WinBUGS is rather similar to the ... [Read more...]

More colour wheels

November 5, 2011 | Stubborn Mule

In response to my post about colour wheels, I received a suggested enhancement from Drew. The idea is to first match colours based on the text provided and then add nearby colours. This can be done by ordering colours in terms of hue, saturation, and value. The result is a ... [Read more...]

Next Level Web Scraping

November 5, 2011 | Kay Cichini

The outcome presented above will not be very useful to most of you - still, this could be a good example for what possibly can be done via web scraping in R.Background: TIRIS is the federal geo-statistical service of North-Tyrol, Austria. One of many g...
[Read more...]
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