3541 search results for "git"

rasterVis to the rescue

September 26, 2012
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rasterVis to the rescue

Programmers like Oscar Perpiñán Lamigueiro are the reason I love R!  Oscar is the maintainer of the rasterVis package and it in this post I’ll explain why it is must have package for anyone working with the raster package in R.  My latest project is focused on the NOAA’s Climate Reference Network. The details can

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Modifying select off-diagonal items in a matrix

September 25, 2012
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This is something I have had the occasion to do, and never remember how, so this is legitimately a reminder to my future self of how to do things with off-diagonal elements of a matrix. Select rows and columns are easy: mat or mat, for...

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Minimum Correlation Algorithm Speed comparison

September 25, 2012
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Minimum Correlation Algorithm Speed comparison

The Minimum Correlation Algorithm is a heuristic method discovered by David Varadi. Below I will benchmark the execution speed of 2 versions of the Minimum Correlation Algorithm versus the traditional minimum variance optimization that relies on solving a quadratic programming problem. I have run the code above for n=10 (10 assets), n=100 (100 assets), n=500

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Visually-weighted regression plots, with Zelig

September 25, 2012
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Visually-weighted regression plots, with Zelig

As a follow-up to yesterday’s post on producing visually-weighted regression plots, here is some code which illustrates the production of similar plots, but using Zelig’s convenient modeling and simulation functions. This code was produced...

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Use GBIF and googleVis to Make Maps with Species Occurrence Data

September 24, 2012
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Use GBIF and googleVis to Make Maps with Species Occurrence Data

This is a short follow up on THIS posting.. I will briefly show how to use the dismo- and the googeVis package to plot species occurrences on an interactive Google map, like the one below (HERE is the R-script)MapID2ce4348e653

Computing kook density in R

September 24, 2012
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Computing kook density in R

Do you ever see strange lights in the sky? Do you wonder what really goes on in Area 51? Would you like to use your R hacking skills to get to the bottom of the whole UFO conspiracy? Of course, you would!UFO data from infochimps is the focus of a dat...

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Simple visually-weighted regression plots

September 24, 2012
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Simple visually-weighted regression plots

There has recently been a lot of discussion of so-called “visually-weighted regression” plots. Folk hero Hadley Wickham suggests that such plots would be easy to implement with ggplot2, and so I have attempted to prove him right. The approa...

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Popularity indicator, with images (NFL)

September 23, 2012
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Popularity indicator, with images (NFL)

It’s Friday night, there’s nothing good on TV, mmm conditions are perfect for shaggin about in R. So I’m an NFL fan, and (shameless plug) avid fan of this NFL podcast. They run their own pickem league which unless users … Continue reading →

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Minimum Correlation Algorithm Example

September 23, 2012
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Minimum Correlation Algorithm Example

Today I want to follow up with the Minimum Correlation Algorithm Paper post and show how to incorporate the Minimum Correlation Algorithm into your portfolio construction work flow and also explain why I like the Minimum Correlation Algorithm. First, let’s load the ETF’s data set used in the Minimum Correlation Algorithm Paper using the Systematic

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Project Euler — problem 20

September 23, 2012
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It’s been quite a while since my last post on Euler problems. Today a visitor post his solution to the second problem nicely, which encouraged me to keep solving these problems. Just for fun! 10! = 10 * 9 * … * 3 * 2 * 1 … Continue reading →

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