Monthly Archives: January 2014

How to use vectorization to streamline simulations

January 6, 2014
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How to use vectorization to streamline simulations

While grading some homework it became apparent that many of the idioms of R are not widely known and aren’t …Continue reading »

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S&P that might have been

January 6, 2014
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S&P that might have been

The S&P 500 returned 29.6% in 2013.  How might that have varied? S&P weights There are many features that could vary — here we will keep the same constituents (almost) and weights with similar sizes but that are randomly assigned rather than based on market capitalization. That is, we want the large weights of our … Continue reading...

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PISA scores

January 6, 2014
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PISA scores

The Guardian Newspaper has an interesting article about the Pisa (Program for International Student Assessment) scores for 2012, and it includes data. Since I was interested to see how my own region scored, I downloaded the data into a file called PISA-summary-2012.csv and created a plot summarizing scores in all the sampled regions, with Canada highlighted. Graphical...

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Two of my favorite data.table features

January 6, 2014
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When I started to use the data.table package I was primarily using it to aggregate. I had read about data.table and its blazing speed compared to the other options from base or the plyr package especially with large amounts of data. As an example, I ...

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analyze the national immunization survey (nis) with r

January 6, 2014
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for twenty years now, the centers for disease control and prevention (cdc) has been random-digit-dialing american households to ask parents which vaccinations their little tykes have received.  and since vaccination history might not be at the for...

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #18)

January 6, 2014
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #18)

MCMSki IV is about to start! While further participants may still register (registration is still open!), we are currently 223 registered participants, without accompanying people. I do hope most of these managed to reach the town of Chamonix-Mont-Blanc despite the foul weather on the East Coast. Unfortunately, three speakers (so far) cannot make it: Yugo

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R as a second language

January 5, 2014
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R as a second language

Imagine that you are studying English as a second language; you learn the basic rules, some vocabulary and start writing sentences. After a little while, it is very likely that you’ll write grammatically correct sentences that no native speaker would use. You’d be following the formalisms but ignoring culture, idioms, slang and patterns of effective

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Building Affine Transformation Fractals With R

January 5, 2014
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Building Affine Transformation Fractals With R

Clouds are not spheres, mountains are not cones, coastlines are not circles and bark is not smooth, nor does lightning travel in a straight line (Benoit Maldelbrot) Fractals are beautiful, hypnotics, mysterious. Cantor set has as many points as the real number line but has zero measure. After 100 steps, the Koch curve created from

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Validating R-Backtesting frameworks against Metatrader 4 with 99% tick accuracy

January 5, 2014
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Validating R-Backtesting frameworks against Metatrader 4 with 99% tick accuracy

The primary objective here is to make sure the framework I use in R to backtest strategies delivers similar results to that of MT4, most specifically to 99% tick accuracy MT4 backtesting. Why the 99% tick accuracy …. because it’s … Continue reading →

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Cran2deb4ubuntu: An Update for 2014

January 5, 2014
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I have been a little quiet on the update front for the past few months, so I thought I would give a quick update as 2014 begins. Between increased responsibilities at work (pseudo-department chair) and some family health issues, work on cran2deb4ubunt...

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