Performance analysis of an example portfolio. The portfolio We explore a particular portfolio during 2007. It invests in S&P 500 stocks and starts the year with a value of $10 million. Initially there are 50 names in the portfolio. It also ends the year with 50 names but has up to 53 names during the … Continue reading...
warning: the instructions below are obsolete. please check this page for the latest version. <3 anthony whya speed test of three sql queries on sixty-seven million records using my personal computer --# calculate the sum, mean, median, a...
Measuring the effect of a binary treatment on a measured outcome is one of the most common tasks in applied statistics. Examples of these applications abound, like the effect of smoking on health, or the effect of low birth weight on cognitive development. In an ideal world we would like to be able to assign 
Here I demonstrate a simple way to code Conway's game of life (GoL) in R and to produce the animation above. Cellular automata in R are usually painfully slow if you iterate through all grid cells in an array. A … Continue reading →
My company, Kwelia, is sitting on mountains of data, so I decided to try my hand at mapping. I have played around with JGR but it’s just too buggy, at least on my mac, so I went looking for other alternatives and found a good write up here. I decided on mapping prices per sqft 
The other day I was talking to a friend at work, who was rather annoyed that one of his papers had been rejected by a journal, given the negative comments of the reviewers. This is, of course, part of the game, so you don't really get annoyed just because a paper get rejected. From what I hear, though, I...
A new version of the digest package (which generates hash function summaries for arbitrary (and possibly nested) R objects using any of the standard md5, sha-1, sha-256, sha-512 or crc32 algorithms) is now on CRAN, and I will push the corresponding ve...
I was wondering about the null distribution of successive differences of random sequences, and decided to do some numerical experiments. I quickly realized that successive differences equates to taking successively higher-order numerical derivatives, ...
The MODIS package for R For people who work in GIS in R there has been a bit of challenge in working with data from Modis. I’ll use an example from my own work on UHI to illustrate. A while back I decided that I wanted to look at albedo data from MODIS. If you 
In the search for dark matter, I have been having mixed success. It seems that locating DM in single halo skies is a fairly straightforward problem. However, when there are more than one halo, things get quite a bit trickier. As I have advocated many times before, including here and here, simulation can provide deep 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
