Monthly Archives: June 2013

Learning Time Series with R

June 27, 2013
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by Joseph Rickert Late last Saturday afternoon I was reading in my usual spot at the Dana Street Coffee House in Mt. View. A stranger walking by my table noticed my copy of Madsen’s Time Series Analysis (sitting there untouched again) said he needed to learn something about time series and asked if I could recommend a book. He...

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Portfolio Optimization

June 27, 2013
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Portfolio Optimization

Changing tracks, I want to now look at portfolio optimization. Although this is very different from developing trading strategies, it is useful to know how to construct minimum-variance portfolios and the like, if only for curiosity’s sake. Also, just a … Continue reading →

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Parameter Optimization for Strategy 2

June 27, 2013
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Parameter Optimization for Strategy 2

Now, let’s try some parameter optimisation for the SMA strategy! There probably are functions out there on R which I can use to do this, but I figured it would take me as long to actually code it as it … Continue reading →

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Fun with Fremont Bridge Bicyclists

June 27, 2013
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Fun with Fremont Bridge Bicyclists

Given the title of this post and its proximity to the Solstice, you will be disappointed to know that I am not writing about naked bicyclists. I apologize for any false hope I may have instilled in you.On October 11th, 2012, the city of Seattle, WA beg...

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R Package Versioning

June 27, 2013
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R Package Versioning

This should be what it feels like to bump the major version of your software: For me, the main reason for package versioning is to indicate the (slight or significant) differences among different versions of the same package, otherwise we can keep o...

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Analyses of the Best Undergraduate (US-based) Business Schools of 2013

June 27, 2013
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Analyses of the Best Undergraduate (US-based) Business Schools of 2013

Link to the code for the analysis program is given at the very end.I teach in a business school and am always fascinated by rankings published by different outlets. As much as one would like to think that they are meaningless, they seem to influence ho...

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Decluttering ordination plots part 3: ordipointlabel()

June 27, 2013
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Decluttering ordination plots part 3: ordipointlabel()

Previously in this series I looked at first the ordilabel() and then orditorp() functions in the vegan package as means to improve labelling in ordination plots. In this the third in the series I take a look at ordipointlabel().

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?help! Instant R search on Rdocumentation.org

June 26, 2013
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?help! Instant R search on Rdocumentation.org

Last week, I was working on an educational R project when I needed to consult the help files of different R packages and functions online. After doing some Google searches, it appeared to me that finding an easy-to-use tool was not as simple as I had expected. The closest that I got, were the websites

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R snippets for vim-SnipMate

June 26, 2013
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Vim is my editor of choice, reasonable so, whether it be for coding C++, LaTeX or even R. I’ve used RStudio, which even has a Vim-Mode, but I still prefer to use Vim. Vim has it’s own R plugin, namely Vim-R-plugin, but this post is about snippets. SnipMate is an awesome auto-completion plugin for Vim The post R...

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #6)

June 26, 2013
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #6)

More news about MCMSki IV: First, the 9 invited and the 16 contributed sessions are about to be set into the program by the scientific committee. It should appear any time now: stay tuned. Second, after looking a wee bit around for handling the abstract, I decided to create a dedicated blog, MCMSki IV: poster

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