Monthly Archives: December 2011

C++ is dead. Long live C++

December 1, 2011
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C++ is dead. Long live C++

During the summer I was contacted by a hedge fund from Bahamas. The fund was looking for someone with R language skills on-site and insisted for phone interview. Besides obvious questions about finance, statistics, coding and how many tennis balls can fit in Boeing 747 (ok, this question was omitted), they wanted to know if

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NG Spreads returns, a reliable earner.

December 1, 2011
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NG Spreads returns, a reliable earner.

Is Drawdown the Biggest Determinant of System Success?

December 1, 2011
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Is Drawdown the Biggest Determinant of System Success?

In all my system development, I still have not been able to determine what universal underlying conditions significantly improve a system’s chances of outperforming buy-and-hold.  Also, I have found very little discussion, so maybe R with some h...

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Fitting distributions with R

December 1, 2011
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Fitting distributions with R

Fitting distribution with R is something I have to do once in a while.A good starting point to learn more about distribution fitting with R is Vito Ricci's tutorial on CRAN. I also find the vignettes of the actuar and fitdistrplus packag...

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Logistic Regression Explained

December 1, 2011
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Logistic Regression Explained

Logistic regression is a type of regression used when the dependant variable is binary or ordinal (e.g. when the outcome is either “dead” or “alive”). It is commonly used for predicting the probability of occurrence of an event, based on several predictor variables that may either be numerical or categorical. For example, suppose a researcher

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Producing Google Map Embeds with R Package googleVis

December 1, 2011
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Producing Google Map Embeds with R Package googleVis

(1) for producing html code for a Google Map with R-package googleVis do something like: library(googleVis)df <- data.frame(Address = c("Innsbruck", "Wattens"), Tip = c("My Location 1", "My Location 2"))mymap <- gvisMap(df, "Addre...

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More Dabblings With Local Sentencing Data

December 1, 2011
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More Dabblings With Local Sentencing Data

In Accessing and Visualising Sentencing Data for Local Courts I posted a couple of quick ways in to playing with Ministry of Justice sentencing data for the period July 2010-June 2011 at the local court level. At the end of the post, I wondered about how to wrangle the data in R so that I

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Path from root to leaf node in mvpart

December 1, 2011
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Path from root to leaf node in mvpart

I was recently asked by a R user about how one could extract the “rule” in a classification/regression tree. The requirement was to obtain the path traced from the root node to the leaf nodes and obtain all the paths or “rules” path.rpart() function in the mvpart package provides this convenience library(mvpart) # Create a

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quantum forest

December 1, 2011
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quantum forest

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. Which may be why he chose

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knitr: Elegant, flexible and fast dynamic report generation with R

December 1, 2011
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The world has changed. You can feel it on GitHub. You can smell it on Google+. The knitr package, as an alternative tool to Sweave, has features that you have been longing for, and features that you might have never imagined. Thumb through the PDF manu...

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