Monthly Archives: September 2012

Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

September 12, 2012
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Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

Previously This book and the associated R package were introduced before. Executive Summary A very nice — and enlightening — discussion of a wide range of topics. Principles The Introduction to the book sets out 5 principles.  This is probably the most important part of the book.  The principles are: We don’t know much in … Continue reading...

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How to check your package with R-devel

September 12, 2012
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In response to an update to ggplot2 (now verson 0.9.2) I had to make some minor changes to our package TripleR. The CRAN maintainers also asked to … Please also fix other issues that may be apparent in checks with a current R-devel. Now, how can this be done? Here’s my workflow on Mac OS

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One-Way ANOVA

September 11, 2012
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One-Way ANOVA Analysis of variance is a tool used for a variety of purposes. Applications range from a common one-way ANOVA, to experimental blocking, to more complex nested designs. This first ANOVA example provides the necessary tools to analyze data using this technique. This example will show a basic one-way ANOVA. I will save the

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wordcloud makes words less cloudy

September 11, 2012
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wordcloud makes words less cloudy

  An update to the wordcloud package (2.2) has been released to CRAN. It includes a number of improvements to the basic wordcloud. Notably that you may now pass it text and Corpus objects directly. as in: #install.packages(c("wordcloud","tm"),repos="http://cran.r-project.org") library(wordcloud) library(tm) wordcloud("May our children and our children's children to a thousand generations, continue to enjoy the

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Fund Now or Buy Later? A Kickstarter Price Comparison

September 11, 2012
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Fund Now or Buy Later? A Kickstarter Price Comparison

Hi Internet! I’m Preeya, and I will be your guide in this blog’s quantitative quest for knowledge. To get started, let’s talk about pricing. Part of the Kickstarter process is figuring out how much a hypothetical product will cost once it’s on the market. But how accurately can that be calculated without actually going through … Continue reading...

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Integrate data and reporting on the Web with knitr

September 11, 2012
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Today's guest post comes from Yihui Xie, author of the knitr package — ed. Hi, this is Yihui Xie, and I'm guest posting on the Revolutions blog to talk about one aspect of the knitr package: how we can integrate data analysis and reporting in R with the Web. This post includes both the work that has been done...

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Big data analysis, for free, in R (or “How I learned to load, manipulate, and save data using the ff package”)

September 11, 2012
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Big data analysis, for free, in R (or “How I learned to load, manipulate, and save data using the ff package”)

Before choosing to support the purchase of Statistica at my workplace, I came across the ff package as an option for working with really big datasets (with special attention paid to ff dataframes, or ffdf). It looked like a good … Continue reading →

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Second Milano R net meeting

September 11, 2012
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Second Milano R net meeting

September 27, 2012 - 18:00 - 21:00 Fiori Oscuri Bistrot & Bar (www.fiorioscuri.it) Via Fiori Oscuri, 3 - Milano (Zona Brera) Continue reading →

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Connecting data to the real world – The next sexy job?

September 11, 2012
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Connecting data to the real world – The next sexy job?

At last week's Royal Statistical Society (RSS) conference Hal Varian, Chief Economist at Google, gave a panel talk about 'Statistics at Google'. Could he get a better audience than the RSS? Hal talked about his career in academia and at Google. He remi...

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Unit root, or not ? is it a big deal ?

September 10, 2012
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Unit root, or not ? is it a big deal ?

Consider a time series, generated using set.seed(1) E=rnorm(240) X=rep(NA,240) rho=0.8 X=0 for(t in 2:240){X=rho*X+E} The idea is to assume that an autoregressive model can be considered, but we don't know the value of the parameter. ...

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