293 search results for "evaluation"

Working with data frames

January 5, 2012
By

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...

Read more »

The ‘R’ in Human [R]esources (or: a very brief introduction to the statistical package ‘R’ for HR)

December 21, 2011
By
The ‘R’ in Human [R]esources (or: a very brief introduction to the statistical package ‘R’ for HR)

I studied psychology in Marburg (Germany). At university we exclusively used SPSS. The courses were among my classmates usually not the most popular. After over 10 years in management consulting, I have noticed that little has changed to this. It’s a shame because a lot of interesting data in consulting firms and HR departments remain unused. In my role as managing director of kibit GmbH, I have placed the focus of the company on ”R” … Weiterlesen →

Read more »

Ripley on model selection, and some links on exploratory model analysis

December 17, 2011
By

This is really fun. I love how Ripley thinks, with just about every concept considered in broad generality while being connected to real-data examples. He’s a great statistical storyteller as well. . . . and Wickham on exploratory model analysis I came across Ripley’s slides in a reference from Hadley Wickham’s article on exploratory model The post Ripley...

Read more »

ai-class.com vs ml-class.com

December 16, 2011
By
ai-class.com vs ml-class.com

For those who did not know, Stanford university offered free off charge 3 courses at beginning of the autumn. It is kind of shocking – US based institution offers education for free! Take any socialism oriented country and one of the promises is education for free. But it seems, that the argument loosing the power – Stanford,

Read more »

More orthodox ARMA/GARCH trading

December 14, 2011
By
More orthodox ARMA/GARCH trading

The system described in the earlier series for ARMA trading was in fact an “extreme” version of the more common, orthodox approach prevailing in the literature. Recently I tried using R to reproduce the results of a particular paper, and that lead to a lot of new developments … How is typically ARMA trading simulated?

Read more »

"With the the increasing availability of complicated alternative investment strategies to both retail…"

December 10, 2011
By

“With the the increasing availability of complicated alternative investment strategies to both retail and institutional investors, and the broad availability of financial data, an engaging debate about performance analysis and evaluation is as import...

Read more »

"With the the increasing availability of complicated alternative investment strategies to both retail…"

December 10, 2011
By

“With the the increasing availability of complicated alternative investment strategies to both retail and institutional investors, and the broad availability of financial data, an engaging debate about performance analysis and evaluation is as import...

Read more »

source_https(): Sourcing an R Script from github over HTTPS

November 24, 2011
By
source_https(): Sourcing an R Script from github over HTTPS

The Objective I wanted to source R scripts hosted on my github repository for use in my blog (i.e. a github version of ?source). This would make it easier for anyone wishing to test out my code snippets on their own computers without having to manually go to my github repo and retrieve a series of R

Read more »

Performance measurement is about decisions

November 16, 2011
By
Performance measurement is about decisions

The return of a hypothetical fund was 17.9% in 2010.  We want to know if that is good or bad. The benchmark method The assets in the portfolio are constituents of the S&P 500, so we can compare our fund return to the return of the index. Figure 1: 2010 returns of: the fund and … Continue reading...

Read more »

Announcing Revolution R Enterprise 5.0

November 15, 2011
By

We're proud to announce the latest update to the enhanced, commercial-grade distribution of R, Revolution R Enterprise 5.0. With each new release, Revolution R Enterprise adds more capabilities to open-source R, to make R users more productive, to improve performance of R programs, to support Big Data analytics, and to provide servers and APIs for enterprise deployment. New features...

Read more »