# Monthly Archives: April 2013

## Slouching towards simulating investment skill

April 29, 2013
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When investment skill is simulated, it is often presented as if it is obvious how to do it.  Maybe I’m wrong, but I don’t think it’s obvious. Previously In “Simple tests of predicted returns” we saw that prediction quality need not look like what you would find in a textbook.  For example, there was a … Continue reading...

## How to change the alpha value of colours in R

April 29, 2013
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Often I like to reduce the alpha value (level of transparency) of colours to identify patterns of over-plotting when displaying lots of data points with R. So, here is a tiny function that allows me to add an alpha value to a given vector of colours, e.g. a RColorBrewer palette, using col2rgb and rgb, which has...

## Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations

$Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations$

Introduction Recently, I introduced the golden search method – a special way to save computation time by modifying the bisection method with the golden ratio, and I illustrated how to minimize a cusped function with this script.  I also wrote an R function to implement this method and an R script on how to apply this

## Funky music in funky months: Does my taste of music change over the year?

April 28, 2013
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I already introduced some stuff I did with the last.fm API. But did you ever wonder if your taste of music changes over the year? Sunny music in the sunny months and dark music in darker months? Well, I did. And I want to check it out with the RLastFM ...

April 28, 2013
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Numbers are useful (I think we can all agree on that..). If you own a smart phone, you can install this runmeter app. When you run, you can take the smartphone with you and activate this app to collect interesting … Continue reading →

## Slides and exercise from my second R intro seminar

April 28, 2013
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This week I held the second introductory seminar on R, and I think it went pretty well — though I guess you really should ask my colleagues if you want to know. The first seminar was a lecture, and this seminar was a tutorial where we made some plots and calculated a few of the

## Forecasting stock returns using ARIMA model with exogenous variable in R

April 28, 2013
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Why is it important? Why is it important? India has a lot to achieve in terms of becoming a developed nation from an economic standpoint. An aspect which, in my opinion, is of utmost importance is the formation of structurally sound and robust...

## Posteriors vs predictives

April 26, 2013
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Karl Saliba writes with some queries about our football paper, which I have already discussed on the blog here. He says:Thanks to the code in the appendix I could easily replicate (by using WinBUGS) a similar analysis on any football league of my ...

April 26, 2013
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full April edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Now Available: Revolution R Enterprise 6.2. Released today, this update further enhances the performance,...