Last year, the Statistics and Mathematics Department of the Vienna University School of Economics and Business presented a research seminar series on optimization, taught by R Core Group member Kurt Hornik (with Ronald Hochreiter and Stefan Theussl). Even if you couldn't make it to Austria to attend the course, the course materials are available online, and make an excellent...
Monthly Archives: January 2012
Creating LaTeX Tables from Zelig and Statnet objects
As a PhD student that uses quantitative methods a lot, one annoying part of my job is to type up my results, especially formatting tables with regression models can be a lot of work. Luckily there is an excellent package in R, apsrtable, which will gen...
Goals for 2012
I have never been one to set New Year’s resolutions. Personally, they instill a dangerous personal freedom that often yield naive, subconscious mentalities, such as I can do anything I want until December 31, and I will change abruptly the next day. ...
Sensitivity of risk parity to variance differences
Equal risk contribution of assets determines the asset weights given the variance matrix. How sensitive are those weights to the variance estimate? Previously The post “Risk parity” gave an overview of the idea. In particular it distinguished the cases: the assets have equal risk contribution groups of assets have equal risk contribution A key difference … Continue reading...
Feedback from vignette survey
Many thanks to all who participated in the survey about writing R package vignettes.Following my post last Thursday the responses came in quickly in the evening and all day on Friday. Since Saturday the response rate has been decreasing constantly and ...
Tracking my expenses
One new-year resolution I made last year was to understand where my money goes. From previous experiments I know that expense tracking has to be as simple as possible. My approach is to
- Use my cash card as often as possible. This automatically tracks the date and some information on the vendor.
- Use twitter to track my cash expenses. This supplements...
“Hold Only That Pair of 2s?” Studying a Video Poker Hand with R
Whenever I tell people in my family that I study Statistics, one of the first questions I get from laypeople is “do you count cards?” A blank look comes over their face when I say “no.”
Look, if I am at a casino, I am well aware that the odds are against me, so why even try to think that...
Lesson 2: Values & Variables (CloudStat School)
This is the second lesson of CloudStat School, Lesson 2: Values & Variables. At the end of the lesson 2, you should know: 1. Inserting values into valuables 2. Calling valuables 3. Simple operation within variables. 2.1 Assign/Insert Values into Vari...
When I was 29…
Today was my 29th birthday, and I kept things simple: I ate with my wife and my newborn son at a local eatery. Later, my wife cooked steaks for dinner. For the most part, I took the day off in that I did not work on my dissertation. But I did spent muc...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
