Monthly Archives: January 2013

The GARCH-DCC Model and 2-stage DCC(MVT) estimation.

January 2, 2013
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The GARCH-DCC Model and 2-stage DCC(MVT) estimation.

This short demonstration illustrates the use of the DCC model and its methods using the rmgarch package, and in particular an alternative method for 2-stage DCC estimation in the presence of the MVT distribution shape (nuisance) parameter. The theoretical background and representation of the model is detailed in the package’s vignette. The dataset and period

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Genetic Algorithms with gaoptim package

January 2, 2013
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Two days ago i just submitted my first R package: gaoptim. For my surprise, the next day it was already living on CRAN. In this post i want to show you how to use gaoptim to perform a simple function maximization. This same task could be accomplished ...

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Data-driven science is a failure of imagination

January 2, 2013
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Data-driven science is a failure of imagination

Professor Hans Rosling certainly is a remarkable figure. I recommend watching his performances. Especially the BBC's "Joy of Stats" is exemplary. Rosling sells passion for data, visual clarity and great deal of comedy. He represents the data-driven paradigm in science. What…Read more →

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Let’s Rapplicate!

January 2, 2013
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Let’s Rapplicate!

It's been a while since you last heard from Rapporter, and we came up with a (hopefully) good excuse for our absence from the blogosphere: Rapplications. To demystify: we developed an API that allows you to create dynamic reports by using the R templates and datasets available on Rapporter. All you need is an account on Rapporter (you can...

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(Semi-)automating the R markdown to blogger workflow

January 2, 2013
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In his recent post 100 most read R posts for 2012 (stats from R-bloggers) – big data, visualization, data manipulation, and other languages Tal Galili - the guy behind R-Bloggers - presents his wishlist for 2013. Among other things he states &ldquo...

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100 most read R posts in 2012 (stats from R-bloggers) – big data, visualization, data manipulation, and other languages

January 2, 2013
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100 most read R posts in 2012 (stats from R-bloggers) – big data, visualization, data manipulation, and other languages

R-bloggers.com is now three years young. The site is an (unofficial) online journal of the R statistical programming environment, written by bloggers who agreed to contribute their R articles to the site. Last year, I posted on the top 24...

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R version 3 scheduled for April

January 2, 2013
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Ringing in the New Year, Peter Dalgaard announced yesterday on behalf of the entire R Core Team that the R language will graduate to Version 3 around April 1. This is only the third time that R has incremented its primary version number. Version 1.0.0 (released on February 29, 2000) was the first version deemed stable for production use....

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Just another R blog

January 2, 2013
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New year, new resolutions. This year, as a personal challenge, I decided to create a blog where I could share (and also receive) some tricks and tips about R programming language. The main motivation behind this blog is to learn how to use Knitr (http://yihui.name/knitr/). While I'm very concerned about the importance of...

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The (near) Future of Data Analysis – A Review

January 2, 2013
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The (near) Future of Data Analysis – A Review

Sean Murphy co-organizes Data Business DC, among many other things. Hadley Wickham, having just taught workshops in DC for RStudio, shared with the DC R Meetup his view on the future, or at least the near future of Data Analysis. … Continue reading → The post The (near) Future of Data Analysis – A Review appeared first on...

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The Unravelling of Structured Investment Vehicles or Birthdays

January 2, 2013
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The best way for me to achieve deep understanding of a theorem is not through lengthy proofs alone, but through practical application/implementation or as they said in the Marine Corps Pract-App. One of the many reasons I love R is the ease to write functions and test results. The 2008 financial crisis was the topic of a recent dinner

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