Monthly Archives: April 2012

Simulated Annealing in Julia

April 4, 2012
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Simulated Annealing in Julia

Building Optimization Functions for Julia In hopes of adding enough statistical functionality to Julia to make it usable for my day-to-day modeling projects, I’ve written a very basic implementation of the simulated annealing (SA) algorithm, which I’ve placed in the same JuliaVsR GitHub repository that I used for the code for my previous post about

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Enjoy Low Income Tax Rates

April 4, 2012
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Enjoy Low Income Tax Rates

Tax rates were higher in the past...Joe derisively snorted at the pay stub in his hand. Crumpling it into a ball, he wound up like a baseball pitcher and fast-balled the wad of paper across the room. It bounced unsatisfyi...

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New Release of ROracle posted to CRAN

April 4, 2012
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Oracle recently updated ROracle to version 1.1-2 on CRAN with enhancements and bug fixes. The major enhancements include the introduction of support for Oracle Wallet Manager and datetime and interval types.  Oracle Wallet ...

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Resampling Hierarchically Structured Data Recursively

April 4, 2012
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Resampling Hierarchically Structured Data Recursively

That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; an extension of that described

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Obama administration unveiled a Big Data Research and Development Initiative with $200 million

April 4, 2012
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Obama administration unveiled a Big Data Research and Development Initiative with $200 million

Yanchang Zhao, RDataMining.com Obama administration unveiled a Big Data Research and Development Initiative with $200 million on March 29, 2012, to improve the ability to extract knowledge and insights from large and complex collections of digital data. Six Federal departments … Continue reading →

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Betas of the low vol cohorts

April 4, 2012
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Betas of the low vol cohorts

How did the constraints affect portfolio betas, and how did the betas change over time? Previously “Low (and high) volatility strategy effects” created 6 sets of random portfolios — the so-called low vol cohorts — as of 2007 and showed their performance up to about a month ago. “Rebalancing the low vol cohorts” looked at … Continue reading...

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How R Searches and Finds Stuff

April 4, 2012
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How R Searches and Finds Stuff

Or… How to push oneself down the rabbit hole of environments, namespaces, exports, imports, frames, enclosures, parents, and function evaluation?Motivation There are a few reasons to bother reading this post: Rabbit hole avoida...

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Rudd, the last one standing?: Federal implications of QLD state election results

April 4, 2012
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Rudd, the last one standing?: Federal implications of QLD state election results

Labor won 15 of Queensland’s 29 House of Reps seats in the 2007 Federal election (AEC details here). Yet just three years later, in the 2010 Federal election, Labor won only 8 of 30 Queensland Reps seats, with 33.6% of 1st preferences (a swing of -9.3 percentage points). Labor’s best performance on 1st preferences in

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Review: Kölner R Meeting 30 March 2012

April 4, 2012
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Review: Kölner R Meeting 30 March 2012

The first Kölner R user meeting was great fun. About 20 useRs had turned up to exchange their ideas, questions and experience with R. Three talks about R & Excel, ggplot2 & XeLaTeX and Dynamical systems with R & simecol had kicked off the evening, wit...

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Regression – covariate adjustment

April 3, 2012
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Linear regression is one of the key concepts in statistics . However, people are often confuse the meaning of parameters of linear regression - the intercept tells us the average value of y at x=0, while the slope tells us how m...

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