Monthly Archives: January 2013

Search and replace: Are you tired of nested ifelse?

January 6, 2013
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It happens all the time: you have a vector of fruits and you want to replace all bananas with apples, all oranges with pineapples, and leave all the other fruits as-is, or maybe change them all to figs. The usual solution? A big old nested ifelse: ...

Demonstrate your R code with an interactive, embeddable Javascript widget

January 6, 2013
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Let visitors execute and play with simple R examples right on your web page, thanks to a web service and an embeddable widget provided by the Sage project.

2012 Summary and 2013 Plans

January 6, 2013
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2012 was a very important year for me. It was my first full year of trading only pure quantitative strategies. It was a very successful year as well, despite the fact that the S&P 500 returned 16% (including dividends) – a tough to beat benchmark. The strategy I use on the SPY, for which I

Bayesian Classification with Gaussian Process

January 6, 2013
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Despite prowess of the support vector machine, it is not specifically designed to extract features relevant to the prediction. For example, in network intrusion detection, we need to learn relevant network statistics for the network defense. In consu...

More Principal Components Fun

January 6, 2013
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Today, I want to continue with the Principal Components theme and show how the Principal Component Analysis can be used to build portfolios that are not correlated to the market. Most of the content for this post is based on the excellent article, “Using PCA for spread trading” by Jev Kuznetsov. Let’s start by loading

PLS Path Modeling with R: A Comprehensive Tutorial by Gaston Sanchez

January 6, 2013
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Gaston Sanchez has just published an online pdf of his new book PLS Path Modeling with R.I have been using Gaston's plspm r package for a couple of years to analyze marketing data.  I started when I needed to test a path model in wh...

Querying an SQLite database from R

January 6, 2013
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You have an SQLite database, perhaps as part of some replication materials, and you want to query it from R. You might want to be able to say: results <- runsql("select * from mytable order by date") and get the results back as an R object. Here's a function to do it. In the following,

What Are Your Favorite Methodology and Statistics Blogs?

January 6, 2013
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I recently searched for a list of the "top statistics blogs" or the "top methodology blogs" and I couldn't find a recent compilation. This contrasts with visualization blogs, which are relatively easily to find (e.g. top visualization blogs). I've decided to initiate the provision of this public good, but would like to draw on others'

January 6, 2013
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Update 31 January: I've folded source_GitHubData into the repmis packaged. See this post. Update 7 January 2012: I updated the internal workings of source_GitHubData so that it now relies on httr rather than RCurl. Also it is more directly descended ...