Monthly Archives: March 2012

Screencast: The Making of 17018d5488

March 6, 2012
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Screencast: The Making of 17018d5488

The following screencast demonstrates the use of R, the quantmod R package and bash to process SPX data from 1950. An explanation on how to access a git repository that includes the plots and the R console history is also provided. This screencast prod...

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Multiple Factor Model – Building 130/30 Index

March 5, 2012
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Multiple Factor Model – Building 130/30 Index

Nico brought to my attention the 130/30: The New Long-Only (2008) by A. Lo, P. Patel paper in his comment to the Multiple Factor Model – Building CSFB Factors post. This paper presents a very detailed step by step guide to building 130/30 Index using average CSFB Factors as the alpha model and MSCI Barra

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Recovering Marginal Effects and Standard Errors from Interaction Terms in R

March 5, 2012
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When I fit models with interactions, I often want to recover not only the interaction effect but also the marginal effect (the main effect + the interaction) and of course the standard errors. There are a couple of ways to do this in R but I ended writ...

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Recovering Marginal Effects and Standard Errors from Interaction Terms in R

March 5, 2012
By

When I fit models with interactions, I often want to recover not only the interaction effect but also the marginal effect (the main effect + the interaction) and of course the standard errors. There are a couple of ways to do this in R but I ended writ...

Read more »

Recovering Marginal Effects and Standard Errors from Interaction Terms in R

March 5, 2012
By

When I fit models with interactions, I often want to recover not only the interaction effect but also the marginal effect (the main effect + the interaction) and of course the standard errors. There are a couple of ways to do this in R but I ended writ...

Read more »

how to build a for loop in r

March 5, 2012
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(This article was first published on twotorials by anthony damico, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: twotorials by anthony damico. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL,...

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how to create a logical test and then build an if statement in r

March 5, 2012
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(This article was first published on twotorials by anthony damico, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: twotorials by anthony damico. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL,...

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Airline Fares Decreasing Steadily

March 5, 2012
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Airline Fares Decreasing Steadily

Description: Yearly average airline fare since 1995.Data:http://www.bts.gov/Analysis: When taking the average price of domestic airline fares, there is a clear trend indicating that flying is becoming more affordable - when adjusted for infl...

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Benford’s Law and fraud in the Russian election

March 5, 2012
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Benford’s Law and fraud in the Russian election

Earlier today Ben Goldacre posted about using Benford’s Law to try and detect fraud in the Russian elections. Read that now, or the rest of this post won’t make sense. This is a loose R translation of Ben’s Stata code. The data is held in a Google doc. While it is possible to directly retrieve

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NIT: Fatty acids study in R – Part 003

March 5, 2012
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NIT: Fatty acids study in R – Part 003

As I told you I´m a beginner in "R", so I realize that I have to prepare my data a little bit in order to continue from my previous post ( NIT: Fatty acids study in R - Part 002) after getting some errors. Anyway I´m really fascinated ...

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