# Monthly Archives: December 2011

## Le Monde puzzle [#754]

December 25, 2011
By

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

## Portfolio Optimization in R, a previous error.

December 25, 2011
By

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...

## Portfolio Optimization in R, a previous error.

December 25, 2011
By

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...

## R and the Geotechnical Exchange Format

December 24, 2011
By

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 ...

## Call for Abstracts for useR! 2012

December 24, 2011
By

The international R User Conference useR! 2012 will be held June 12-15 at Vanderbilt University in Nashville, Tennessee, USA, with a pre-conference full-day course offered on June 11. Participants are encouraged to submit a one-page abstract for oral or poster presentation at the conference. Half-day tutorials will be held in the morning and afternoon of June 12th. For tutorials,...

## ML-Class Ex 7 – kMeans clustering

December 24, 2011
By

The K-means algorithm is a method to automatically cluster similar data examples together. The intuition behind K-means is an iterative procedure that starts by guessing the initial centroids, and then refines this guess by repeatedly assigning examples to their closest centroids and then recomputing the centroids based on the assignments. Read more »

## Recology is 1 yr old

December 23, 2011
By

This blog has lasted a whole year already.  Thanks for reading and commenting. There are a couple of announcements: Less blogging: I hope to put in many more years blogging here, but in full disclosure I am blogging for Journal of Ecology now, ...

## Recology is 1 yr old

December 23, 2011
By

This blog has lasted a whole year already.  Thanks for reading and commenting. There are a couple of announcements: Less blogging: I hope to put in many more years blogging here, but in full disclosure I am blogging for Journal of Ecology now, ...

## Recology is 1 yr old…

December 23, 2011
By

This blog has lasted a whole year already.  Thanks for reading and commenting. There are a couple of announcements:Less blogging:  I hope to put in many more years blogging here, but in full disclosure, I am blogging for Journal of Ecology no...

## A Christmas Miracle

December 23, 2011
By

Data files on 407 banks, between the dates of 2007 to 2009, on the daily borrowing with the US Federal Reserve bank. The data sets are available from Bloomberg at this address data This is an unprecedented look into the day-to-day transactions of ...