Given that there are almost 13 million views of Steve Jobs’ commencement address, I am certain that I missed this video when it went viral. I am glad that I did not see it until now because I may not have appreciated his words of wisdom. And although...
Monthly Archives: December 2011
Improved Moving Average?
When @quantfblog started following me on Twitter, I was delighted to discover their papers Papailias, Fotis and Thomakos, Dimitrios D., An Improved Moving Average Technical Trading Rule (September 11, 2011). Available at SSRN: http://ssrn.com/abstract...
Non-PD Matrices in R, Cont.
Let me preface this post by saying I am getting frustrated with R. The syntax is not intuitive and the performance for matrix operations is slow. Using Octave, a free Matlab clone, I can get over 6 Gflops on things that R is doing at less than 2. After this post, I will focus on the statistical functions of R...
Visualizing Unemployment Data
So recently Bureau of Labor Statistics released the Oct. 2011 unemployment data. This is not a discussion of it’s validity nor it’s impact, but it is a post on how to visualize it. This post is also for my posterity, I’ve wanted to be able to do this for a while, and it’ll serve as 
On the (statistical) road, workshops and R
Things have been a bit quiet at Quantum Forest during the last ten days. Last Monday (Sunday for most readers) I flew to Australia to attend a couple of one-day workshops; one on spatial analysis (in Sydney) and another one … Continue reading →
Comparing model selection methods
The standard textbook analysis of different model selection methods, like cross-validation or validation sample, focus on their ability to estimate in-sample, conditional or expected test error. However, the other interesting question is to compare the...
Easy cell statistics for factorial designs
A common task when analyzing multi-group designs is obtaining descriptive statistics for various cells and cell combinations. There are many functions that can help you accomplish this, including aggregate() and by() in the base installation, summaryBy() in the doBy package, and … Continue reading →
Applications of R in Business Contest: Final Entries
The revision period for the Applications of R in Business Contest is now at a close, and the competitors have finalized their entries for a chance at $20,000 in prizes from Revolution Analytics. We're now in the judging phase, where the finalists will be rated on applicability to business, innovation and persuasiveness by an independent panel of judges from...
Week in Review 021211 R Language
Happy last month of 2011. I will fly to Sydney to present a paper at the 24th Australasian Finance & Banking Conference on next Thursday, so we may not have a review next week. However, feel free to contact me @a_biao for sharing any useful post. This week's review is highly concentrated on
Working with Wisconsin Voter Data in Access 2007; Analysis with R.
Computer Assisted Reporting This technical note describes manipulation/analysis of Wisconsin voter registration data from June 2011. Wisconsin voter registration data can be purchased from the Wisconsin Government Accountability Board for $12,500, whic...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
