# Monthly Archives: June 2012

## Slidify: Things are coming together fast

June 4, 2012
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Tools for using R/RStudio as a one-stop shop for research and presentation have been coming out quickly. I think this one has a good shot of being included in future releases of RStudio: The other day I ran across a new R package called slidify by Ramn...

## Variability in maximum drawdown

June 4, 2012
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Maximum drawdown is blazingly variable. Psychology Probably the most salient feature that an investor notices is the amount lost since the peak: that is, the maximum drawdown. Just because drawdown is noticeable doesn’t mean it is best to notice. Statistics The paper “About the statistics of the maximum drawdown in financial time series” explores drawdown … Continue reading...

## PDF slides and R code examples on Data Mining and Exploration

June 4, 2012
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by Yanchang Zhao, RDataMining.com There are some nice slides and R code examples on Data Mining and Exploration at http://www.inf.ed.ac.uk/teaching/courses/dme/, which are listed below. PDF Slides: - Overview of Data Mining http://www.inf.ed.ac.uk/teaching/courses/dme/2012/slides/datamining_intro4up.pdf - Visualizing Data http://www.inf.ed.ac.uk/teaching/courses/dme/2012/slides/visualisation4up.pdf - Decision trees http://www.inf.ed.ac.uk/teaching/courses/dme/2012/slides/classification4up.pdf … Continue reading →

## Make R analysis Modules just like MS Excel Templates: Derivative Calculator study case

June 4, 2012
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In this video tutorial, it will show you how to make R analysis Modules just like MS Excel Templates using the Building Derivative Calculator app as study case. Let’s say we wanted to know the derivative of tan(x^2 + 3), commonly, we will use th...

## Grid2Polygons

June 4, 2012
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I’d like to introduce you to the Grid2Polygons function; an R function for converting sp spatial objects from class SpatialGridDataFrame to SpatialPolygonsDataFrame. The significance of this conversion is that spatial polygons can be transformed ...

## Obtaining a protein-protein interaction network for a gene list in R

June 3, 2012
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Building a network of interaction between a bunch of genes can help a great deal in understanding the relationships between the seemingly disparate elements from your list. It can seems challenging at first to build such network but it's less complicat...

## How to draw a curve() with ggplot2

June 3, 2012
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ggplot2 improves the graphics drawn with R. A (very) short adaptation time is needed to find how to make graphs equivalent to the ones of graphics. For example, to draw the curve of a function, there is no function similar to curve(). You have to use qplot() by setting the stat and geom arguments as

## Universal portfolio, part 3

June 3, 2012
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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...

## Screencast: The Making of 3dfcc505dc

June 3, 2012
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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)

June 3, 2012
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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...