Monthly Archives: December 2011

oro.dicom 0.3.3

December 27, 2011
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oro.dicom 0.3.3

The R package oro.dicom contains data input/output functions for medical imaging data that conform to the Digital Imaging and Communications in Medicine (DICOM) standard, part of the Rigorous Analytics bundle.The latest version of oro.dicom (0.3.3) con...

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Fed Loan Data Part 1

December 27, 2011
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Fed Loan Data Part 1

This is the start of analyzing the Federal Reserve and Banking data mentioned in my "A Christmas Miracle". The file is a combination of summary data and actual data from each of the 400+ banks that recieved funds from the Federal Reserve during 2007-20...

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Monetary Policy and Credit Easing

December 26, 2011
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Here at the dancing economist, we wish to educate our followers on the finer points of economics and this includes econometrics and using R. R as mentioned previously is a free statistical software that enables regular people like us to do high end eco...

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Just Crantastic!

December 26, 2011
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If you're an econometrician and you don't use the R software environment - for at least some of your work, then you're missing out on all sorts of (free!) opportunities.Yes, it can be a steep learning curve, but it's worth every drop of sweat, and there are some great R community sites that will help you along...

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Modelling returns using PCA : Evidence from Indian equity market

December 26, 2011
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As my finance term paper, I investigated an interesting question where I tried to identify macroeconomic variables that explain the returns on equities. Much of the debate has already taken place on this topic which has given rise to two competing theo...

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An R wish list for 2012

December 26, 2011
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An R wish list for 2012

I expect there will be many reviews and wish lists for R this year, with many of them focusing on either running speed or dealing with large data sets. However, most issues that I would like to see tackled in … Continue reading →

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Le Monde puzzle [#754]

December 25, 2011
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Le Monde puzzle [#754]

The pre-X’mas puzzle in Le Monde weekend edition is about “magical numbers” having as digits all digits between 0 and n (at least once) and being multiple of all digits between 1 and (n+1). Easy, isn’t it?! I thought so while driving down to the Alps on Saturday and (on Monday early morning) I tried

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Portfolio Optimization in R, a previous error.

December 25, 2011
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I realized that I made a mistake in the calculation of the market weight portfolio from the previous post.  I hold constant the portfolio weights through time. These should be adjusted after each day as prices change.  The market portfolio re...

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Portfolio Optimization in R, a previous error.

December 25, 2011
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Portfolio Optimization in R, a previous error.

I realized that I made a mistake in the calculation of the market weight portfolio from the previous post.  I hold constant the portfolio weights through time. These should be adjusted after each day as prices change.  The market portfolio re...

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R and the Geotechnical Exchange Format

December 24, 2011
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R and the Geotechnical Exchange Format

Quite some time ago now, I wrote this function to read some *.gef files into R. "gef" stands for Geotechnical Exchange Format. Details on this data format can be found at http://www.geffiles.nl/, as well as several software tools. I had a long list of ...

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