Monthly Archives: August 2012

Minimum Expected Shortfall Portfolio, Part 1

August 8, 2012
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A few days ago, I wrote a piece on finding the minimum expected shortfall portfolio.  A few astute commenters quickly picked up where I was going with this -- using this as an alternative to low/minimum volatility portfolios.  What follo...

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RcppBDT 0.2.1

August 8, 2012
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A new bug-fix release of the RcppBDT package appeared on CRAN earlier today. David Reiner noticed that the functions getEndOfMonth and getEndOfBizWeek were not working right. These are convenience wrappers around the real functionality provided as a ...

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The top 10 critical packages on CRAN

August 8, 2012
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The top 10 critical packages on CRAN

While most R packages on CRAN are designed to be used by an R user directly, a few packages are designed to be used by other package developers. (And some packages are so useful that they're regularly used by both camps.) When a package author publishes a package to CRAN, she must list those packages that provide functions her...

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“Trend is Not Your Friend” Applied to 48 Industries

August 8, 2012
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“Trend is Not Your Friend” Applied to 48 Industries

Please see previous post Crazy RUT in Academic Context Why Trend is Not Your Friend. I’ll repeat the intro to the post mentioned above, so we can all get caught back up. In response to Where are the Fat Tails?, reader vonjd very helpfully referred me...

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If you are into large data and work a lot with package ff

August 8, 2012
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If you are into large data and work a lot with package ff

The ff package is a great and efficient way of working with large datasets. One of the main reasons why I prefer to use it above other packages that allow working with large datasets is that it is a complete set of tools.When comparing it to the other open source 'bigdata' packages in RIt is not...

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Get a path to your Dropbox folder

August 8, 2012
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I am currently designing my RStudio - Dropbox - Mardown/Knitter/Wordpress - Github workflow. One problem is that working on multiple machines with different version of Windows means I somehow need to tell R where my Dropbox folder is located.I used to ...

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200 Countries animation revisited

August 8, 2012
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200 Countries animation revisited

Here’s a new animated graph, again made using only stats software – R this time – to recreate Hans Rosling’s famous 200 Countries animation. Have you ever noticed how Prof Rosling had a team of graphics people beavering away in … Continue reading →

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Rainfall Amount Flooding Quezon City Philippines

August 8, 2012
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Rainfall Amount Flooding Quezon City Philippines

The rainfall received by Quezon City, Philippines was almost double of what the city normally receive for the entire month of August, causing flooding and land slide to various villages in the area.

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Manipulating Data Frames Using sqldf – A Brief Overview

August 8, 2012
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By Josh MillsIntroductionFor those who are learning R and who may be well-versed in SQL, the sqldf package provides a mechanism to manipulate R data frames using SQL. Even for experienced R programmers, sqldf can be a useful tool for data manipulation. This site provides a useful introduction to SQL. The...

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Project Euler — problem 17

August 8, 2012
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It has been two weeks since my last post on the 16th Euler problem. Now, since I just need a break after supper, I’m coming the 17th problem. If the numbers 1 to 5 are written out in words: one, … Continue reading →

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