# 280 search results for "evaluation"

## Parsing R code: Freedom of expression is not always a good idea

February 28, 2012
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With my growing interest in R it was inevitable that I would end up writing a parser for it. The fact that the language is relatively small (the add-on packages do the serious work) hastened the event because it did not look like much work; famous last words. I knew about R’s design and implementation

## Large-scale Inference

February 23, 2012
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Large-scale Inference by Brad Efron is the first IMS Monograph in this new series, coordinated by David Cox and published by Cambridge University Press. Since I read this book immediately after Cox’ and Donnelly’s Principles of Applied Statistics, I was thinking of drawing a parallel between the two books. However, while none of them can

## R for Quants, Part III (A)

February 18, 2012
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This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading »

## R for Quants, Part I (B)

February 13, 2012
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This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …Continue reading »

## Sorting in R as Inefficiently as Possible

January 12, 2012
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$Sorting in R as Inefficiently as Possible$

My last post of substance was all about improving your performance using R to answer programming questions that might be asked during a job interview.  So let's say you nailed the interview and got the job, but you desperately want to be fired for grand incompetence.  Never fear, your pal at librestats once again has your back. The sleep...

## Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
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I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competit...

## Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
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I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competiti...

## Harmonic means, again again

January 9, 2012
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Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of Statistical Decision

## Working with data frames

January 5, 2012
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R, just like other programming languages, has different types of objects. Matrices, arrays, data.frames, lists, vectors, tables, etc. But by far the most important for working with baseball data is going to be dataframes.I'm not sure of the level of ex...