Monthly Archives: September 2013

Building R-devel on Mac OS X (mountain lion)

September 26, 2013
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Building R-devel on Mac OS X (mountain lion)

Requirement To build R-devel from source on Mac OS X 10.8, following two tools are at least required. Xcode Development Tools GNU Fortran Compiler These can be gotten at the … Continue reading →

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Construire un moteur de reco simple avec R (1/2)

September 25, 2013
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Construire un moteur de rechercheOn va montrer comment on peut construire un moteur de recommandation simple en utilisant les outils de Textmining. Cette construction se fera en deux temps : On construit un moteur de recherche pour identifier par exemple, dans...

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Ode to Systematic Clusters

September 25, 2013
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Ode to Systematic Clusters

Extending the d3 remixes of the fine work at Systematic Investor, I thought it woud be fun to do some dimple.js and nvd3 scatterplots of clusters of PIMCO mutual funds.  As always, I welcome thoughts, comments, and suggestions.  Click here or...

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NFL week 3 update

September 25, 2013
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NFL week 3 update

With another NFL week down we are starting to see separation from the contenders and the “better luck next year” teams.  Any paid TV mouthpiece worth their salt will tell you it is a quarterback driven league.  Driven indeed.  In the last post, I dabbled in the simple code of a correlation heat map.  Now, I realize I may...

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R 3.0.2 "Frisbee Sailing" now available

September 25, 2013
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The latest update to the open source R project, R 3.0.2, is now available. This incremental update, codenamed "Frisbee Sailing", mainly fixes some minor bugs, improves the organization of the distribution, improves performance in some areas, and adds a few small features (see the NEWS file for a complete list). There's also new documentation on how to use R...

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Forecasting with R

September 25, 2013
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The following video has been produced to advertise my upcoming course on Forecasting with R, run in partnership with Revolution Analytics. The course will run from 21 October to 4 December, for two hours each week. More details are available at http:/...

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K-Fold Cross validation: Random Forest vs GBM

September 25, 2013
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K-Fold Cross validation: Random Forest vs GBM from Wallace Campbell on Vimeo. In this video, I demonstrate how to use k-fold cross validation to obtain a reliable estimate of a model's out of sample predictive accuracy as well as compare two different types of models (a Random Forest and a GBM). I use data Kaggle's...

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US High School Graduation Rates, using googleVis

September 25, 2013
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Here is an analysis and some graphics using googleVis on high school graduation rates in the United States. A report from the US Deparment of Education on increasing high school graduation rates was published earlier this year (Jan 2013) and some summary graphics were shown on the Department’s blog (http://www.ed.gov/blog/2013/01/high-school-graduation-rate-at-highest-level-in-three-decades). However, the above blog only shows one static...

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Introducing imagemetrics

September 25, 2013
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Introducing imagemetrics

References In my recent projects, I had the opportunity to work with the professor Raphaël Proulx who introduced me to several metrics commonly used in landscape ecology for quantifying image texture. In order to make my life easier, I decided to implement...

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Direction of Change Forecasting II: The case of the UK

September 25, 2013
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Direction of Change Forecasting II: The case of the UK

In the previous blog article I discussed a dynamic binary model for the directional forecast of the US equity market using a select number of economic, fundamental and technical variables as predictors. A natural direction for extending that research would be to look at similar models in different countries or for other asset classes. In

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