In my little world of finance, data almost always is a time series. Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. As a mini-tribute to all those who have...

In my little world of finance, data almost always is a time series. Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. As a mini-tribute to all those who have...

Generating Tables Using Pander, knitr, and Rmarkdown I use a pretty common workflow (I think) for producing reports on a day to day basis. I write them in rmarkdown using RStudio, knit them into .html and .md documents using knitr, then convert the resulting .md file to a .docx file using pander, which is really just a way of communicating with Pandoc via my R terminal. This workflow...

highlight 0.4.2 is on CRAN. This fixes a few bugs reported by users. The main improvement is that we can now use highlight as a vignette engine, using the functionality introduced in R 3.0.0. In the Rcpp universe, we use … Continue reading →

I’ll be presenting at the Dallas R Users Group next Saturday at 10:00AM at the University of Dallas on how to reproduce your R code. We’ll review how to use R scripts, how to embed R code in reproducible documents, and then introduce how to create your own R packages based on your R code.

Yet another puzzle which first part does not require R programming, even though it is a programming question in essence: Given five real numbers x1,…,x5, what is the minimal number of pairwise comparisons needed to rank them? Given 33 real numbers, what is the minimal number of pairwise comparisons required to find the three largest ones?

In the last few years there has been a increasing tendency to ignore the value of a disciplined quantitative approach to the portfolio allocation process in favor of simple and static weighting schemes such as equal weighting or some type of adjusted volatility weighting. The former simply ignores the underlying security dynamics, assuming equal risk-return,

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