2011 was a good vintage for minimum variance, at least among stocks in the S&P 500. Previously The post “Realized efficient frontiers” included, of course, a minimum variance portfolio. That portfolio seemed interesting enough to explore some more. “What does ‘passive investing’ really mean” suggests that minimum variance should be considered a form of passive … Continue reading...
IntroductionThis post is a work in progress building on the previous post. It's my attempt to simultaneously learn Amazon's AWS tools and set up R and Rstudio Server on a customized "cloud" instance. I look forward to testing some R jobs that have la...
I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I'll leave the reader to research related systems. The basic message...
With my growing interest in R it was inevitable that I would end up writing a parser for it. The fact that the language is relatively small (the add-on packages do the serious work) hastened the event because it did not look like much work; famous last words. I knew about R’s design and implementation
As explained in detail by Michele Chambers at the IBM Netezza blog, there are two keys to getting fast performance with statistical analysis on massive data sets with R: Massive parallelization: break the problem down into small pieces, and run them in parallel Bring the R engine to the data (not the other way around), to avoid data transfer...
Outliers have an important influence over the PCs, for this reason they must be detected and examinee.We have just the spectra without lab data, and we have to check if any of the sample spectra is an outlier ( a noisy spectrum, a sample which belongs ...
People voice about Lynas Malaysia through Twitter Analysis with R CloudStat: CloudStat Analysis: This is a twitter analysis report for “Lynas” from 21 till 28 February 2012, generated by CloudStat Twitter Application. Lynas was a hot topic, espec...
The early registration deadline for useR! 2012 is tomorrow! Visit the Online Registration Website. The fees for registration increase March 1st.
Lattice graphs can be quite tedious. I don't use them too often and when I need them I usually have to dig the archives for the parameter-details.The here presented example may serve as a welcome template for the usage of panel functions, panel o...
We are organising the first Milano R net meeting in May 2012. Please visit this page in a few days for news.
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
