After the theoretical analysis, section 8 of Universal Portfolios provides examples. We now use logopt and R to reproduce them, the first three in this post.The examples of Universal Portfolios use a long time series...
Monthly Archives: June 2012
Screencast: The Making of 3dfcc505dc
It was all going so well. Until my MacBook began experiencing memory issues. At around the 20 minute mark (which is close to the end), I lost some video explaining the use of the density plot auto-creation super-wizard function. The good news is that i...
NBA Playoff Predictions Update 2 and Results (3-1)
This is my second follow-up to my previous two posts which were about predicting NBA games with an algorithm, and my first update to the algorithm. The algorithm's record is now 3-1, as it correctly predicted Boston and Oklahoma City as winners of the...
Posts about ggplot2 on r-bloggers
You can also get your fix of ggplot2 on r-bloggers (where this blog is also syndicated): http://www.r-bloggers.com/search/ggplot
Removing "Y" outliers from the "Validation Set"
This is a new video about how to monitor and interpret statistics and graphics for validation. Removing "Y" outliers from Validation SetPrevious videos about the Monitor function for validation:Should I adjust the Bias?Monitor: Adding "RER" and "...
Making interactive slides with Org mode and googleVis in R
There’s been a lot of justifiable excitement in the R community about Yihui Xie’s great work, and most recently the incorporation of his knitr package into the RStudio software. Knitr is seen, justifiably, as a worthy successor to SWeave for … Continue reading →
Coding a dynamic systems and controlling it via a graphical user interface
My work, in the past year, has consisted mostly of coding dynamic models in R, models which I will soon be exporting to a server-based R implementation, possibly thanks to rApache.I ususally run my models through an input file where I specify all param...
R script to manipulate health data
Here is the code that fixed up the World Bank data export for use in Tableau. The databank spits out everything in an untidy format for grouping and aggregating. The reshape2 and plyr packages make it easy to manipulate the whole set … Continue reading →
R and theater
You might ask what R has to do with theater. I assure you it has. I act in the theater group ‘ndescenze. We will soon present (actually, we just performed) a show based on the Marx Brothers Radio Shows. We shuffle actors and characters during the show (we like it complicated!) and we needed to 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
