4034 search results for "git"

Automatic ARMA/GARCH selection in parallel

March 24, 2013
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In the original ARMA/GARCH post I outlined the implementation of the garchSearch function. There have been a few requests for the code so … here it is. Quite easy to use too: After the last code line above, fit contains the best (according to the AIC statistic) model, which is the return value of garchFit.

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Introduction to Simulation using R

March 23, 2013
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Introduction to Simulation using R

We had a great turnout yesterday for our Zero to R Hero workshop at the Quebec Centre for Biodiversity Science. We went from the absolute basics of the command line, to the intricacies of importing data, and finally we had a look at plotting using ggplot2. We didn’t have time to get to this extra module

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Predicting who will win a NFL match at half time

March 23, 2013
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Predicting who will win a NFL match at half time

It was great to have a little break, Spring break, although the weather didn’t feel like spring at all! During the early part of the break I worked on my final project for Jeff Leek’s data analysis class, which we call 140.753 here. Continuing my previous posts on the topic, this time I’ll share the results of my...

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Production Quality Report with R and knitr on Yen

March 22, 2013
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Sometimes I actually use my experiments for real work.  For example, I wanted to send an update  on the Japanese Yen.  This was a great opportunity to use the chart created in Shading and Points with xtsExtra plot.xts.I was fairly please...

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Veterinary Epidemiologic Research: GLM (part 4) – Exact and Conditional Logistic Regressions

March 22, 2013
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Veterinary Epidemiologic Research: GLM (part 4) – Exact and Conditional Logistic Regressions

Next topic on logistic regression: the exact and the conditional logistic regressions. Exact logistic regression When the dataset is very small or severely unbalanced, maximum likelihood estimates of coefficients may be biased. An alternative is to use exact logistic regression, available in R with the elrm package. Its syntax is based on an events/trials formulation.

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Data visualisation talk: Presentation using reports package

March 21, 2013
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Data visualisation talk: Presentation using reports package

Why I used html5 for my today’s talk?   My last presentation was in html5. This time I wanted to do my slides in something new.  I prepared  first few slides in Jessyink. Then I got to know that my friend … Continue reading →The post Data visualisation talk: Presentation using reports package appeared first on Fiddling...

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Maximum Sharpe Portfolio

March 21, 2013
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Maximum Sharpe Portfolio

Maximum Sharpe Portfolio or Tangency Portfolio is a portfolio on the efficient frontier at the point where line drawn from the point (0, risk-free rate) is tangent to the efficient frontier. There is a great discussion about Maximum Sharpe Portfolio or Tangency Portfolio at quadprog optimization question. In general case, finding the Maximum Sharpe Portfolio

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R’s Garden of Probability Distributions

March 21, 2013
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R’s Garden of Probability Distributions

by Joseph Rickert If you type ?Distributions at the R console you get a list of the 21 probability distributions included in the stats package that ships with base R. The same list appears in the Introduction to R Manual on CRAN and in most of the many fine introductory books available for the R language. These are indeed...

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And so begins English Composition I

March 21, 2013
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And so begins English Composition I

This week started the English Composition I: Achieving Expertise course (Comer, 2013) that I have been looking forward to. I am not sure yet how long I will last, but I hope to enjoy it as much as I can. Plus, it should help me with my...

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RserveCLI2, a .net client for Rserve

March 20, 2013
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RserveCLI is a .net/cli client for Rserve, created by Oliver M. Haynold. Oliver has done a great job with this project. I forked this project to add features, fix bugs, and do some restructuring. I thought it was a significant enough depature to cre...

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