Monthly Archives: September 2012

BMS 0.3.1 Released

September 5, 2012
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Version 0.3.1 of the BMS package for Bayesian Model Averaging has been released. This is a maintenance release for compliance with recent CRAN guidelines. The BMS package therefore is again available on CRAN in addition to bms.zeugner.eu. Changes with...

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Animated Images of Arctic Sea Ice Extent Decline

September 5, 2012
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Animated Images of Arctic Sea Ice Extent Decline

This post shows how to download and animate a series of Arctic Sea Ice Extent images using R and the animation package. In my previous post, I showed how to download the daily arctic sea ice extent  data and generate … Continue reading →

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Thalesians, and other events

September 5, 2012
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Thalesians, and other events

Featured Thalesians, London 2012 September 12. Chia Tan on “Practical Financial Modeling”. Abstract: Financial modelling is not a competition in the mastery of complexity. Rather, the aim is to come up with the simplest models adequate to capture salient market features of traded products. There exists a wide gulf between material covered by traditional books … Continue reading...

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Kendall’s Tau

September 5, 2012
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Kendall’s Tau This is an example of Kendall’s Tau rank correlation.  This is similar to Spearman’s Rho in that it is a non-parametric measure of correlation on ranks.  It is an appropriate measure for ordinal data and is fairly straight forward when there are no ties in the ranks. When ties do exist then variations

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Amazing fMRI plots for everybody!

September 5, 2012
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Amazing fMRI plots for everybody!

Dear valued customer, it is a well-known scientific truth that research results which are accompanied by a fancy, colorful fMRI scan, are perceived as more believable and more persuasive than simple bar graphs or text results (McCabe & Castel, 2007; Weisberg, Keil, Goodstein, Rawson, & Gray, 2008). Readers even agree more with fictitious and unsubstantiated

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Interactive web graphs with R – Overview and googleVis tutorial

September 5, 2012
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Interactive web graphs with R – Overview and googleVis tutorial

Today I feel very lucky, as I have been invited to the Royal Statistical Society conference to give a tutorial on interactive web graphs with R and googleVis. I prepared my slides with RStudio, knitr, pandoc and slidy, similar to my Cambridge R talk. ...

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Merging Current Stock Quotes with Historical Prices

September 4, 2012
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Merging Current Stock Quotes with Historical Prices

I got a question last week about going from the backtest to the trading. For example, if our system is based on today’s close, we can approximate the close value by the price at say 3:30pm, determine the signal and still have time enter the trade. It is not perfect, but one of possible solutions.

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Testing highlight.js with r code

I searched for a javascript plugin to highlighter code, but obviously not any code. I needed to higlight R. Finally I founded highlight.js. Highlights.js is pretty cool for many reasons. I like Highlights.js because: Support R lenguage....

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How to create random binary matrices in R

September 4, 2012
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It all started off as a simple question from Scott Chamberlain on Twitter: Make m x n matrix with randomly assigned 0/1 -> apply(m, c(1,2), function(x) sample(c(0,1),1)) -- Better/faster solution? #rstats — Scott Chamberlain (@recology_) August 28, 2012 The goal was to create a matrix with randomly selected binary elements, and a predetermined number of rows and columns, that...

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BMR: Bayesian Macroeconometrics in R

September 4, 2012
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BMR: Bayesian Macroeconometrics in R

The recently released BMR package, short for Bayesian Macroeconometrics with R, provides a comprehensive set of powerful routines that estimate Bayesian Vector Autoregression (VAR) and Dynamic Stochastic General Equilibrium (DSGE) models in R. The procedure of estimating both Bayesian VAR and DSGE models can represent a great computational burden. However, BMR removes a lot of

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