Monthly Archives: January 2012

The distribution of financial returns made simple

January 23, 2012
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The distribution of financial returns made simple

Why returns have a stable distribution As “A tale of two returns” points out, the log return of a long period of time is the sum of the log returns of the shorter periods within the long period. The log return over a year is the sum of the daily log returns in the year.  … Continue reading...

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RNetLogo – A package for running NetLogo from R

January 23, 2012
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Described in a new Methods in Ecology and Evolution paper here, a new R package RNetLogo allows you to use NetLogo from R. NetLogo is software is a "multi-agent programmable modeling environment". NetLogo can be used in individual- and agent-based mod...

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Starburst in R

January 22, 2012
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> starburst('Matrices!') M M M a a a t t t rrr Matrices! ccc e e e s s s ! ! ! wrathematic led me FibBuzz, which led me to 

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Even odds

January 22, 2012
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Even odds

This evening, I found a nice probabilistic puzzle on http://www.futilitycloset.com/ "A bag contains 16 billiard balls, some white and some black. You draw two balls at the same time. It is equally likely that the two will be the same color as diff...

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Some Rcpp benchmarks

January 22, 2012
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I ran the Fibonacci number example from the Rcpp package on a number of computers and operating systems. Here are the results:A. On my main computer (Core 2 Extreme 3.06GHz, 8 GB memory) running Ubuntu 10.04 (g++ 4.4.3):        test...

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Simulating average height of a random binary search tree

January 22, 2012
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Simulating average height of a random binary search tree

Recently on Stack Overflow I have found a discussion on Average height of a binary search tree. The problem has been solved analytically, see for example Reed (2003). However, I was intrigued by one of the answers that presented a simulation ...

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Cluster your Facebook friends

January 22, 2012
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Cluster your Facebook friends

Last week, I came across two interesting posts by Romain François and Petr Simecek: Crawling Facebook with R, in which Romain explains how to connect to the Facebook Graph API Mining Facebook Data: Most “Liked” Status and Friendship Network, in which Petr use Romain’s function to visualize your friend’s network. As coincidence would have it, I also came across an...

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Time Series Intervention Analysis wih R and SAS

January 21, 2012
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Time Series Intervention Analysis wih R and SAS

In a previous post, I worked through the theory behind intervention analysis. In his time series course, University of Georgia political science professor Jamie Monogan demonstrates how to implement intervention analysis in R.  The following examp...

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Lessons learned from a recent R package submission

January 21, 2012
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Lessons learned from a recent R package submission

R has zillions of packages, and people are submitting new ones each day. The volunteers who keep R going are doing an incredibly useful service to the profession, and they’re busy. A colleague sends in some suugestions based on a recent experience with a package update: 1. Always use the R dev version to write The post Lessons...

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Ten reasons to love the cloud

January 21, 2012
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Ten reasons to love the cloud: The names on Heroku. empty-moon-9726. Suddenly the cloud seems prosaic when you can have the moon. Being reunited with putty. It’s like catching up with an old friend. At first the conversation is a little stilted, but then you soon remember just how well you got on and what brought you together in the first...

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