3543 search results for "git"

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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KLEMS (1)

September 22, 2012
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This post is actually a homework I did. The data file contains input use, output, quantities, costs, and prices for total U.S. nondurable manufacturing for 1949-2001.The data are defined as follows:, , , , = Inputs corresponding to capital, labor, energy, materials, and purchased services, = represents total output, = respective quantity indexes, ...

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Some helps for running and evaluating Bayesian regression models

September 21, 2012
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Around two years ago, I suddenly realized my statistical training had a great big Bayes-shaped hole in it. My formal education in statistics was pretty narrow – I got my degree in anthropology, a discipline not exactly known for its rigorously systematic analytic methods. I learned the basics of linear models and principal components analysis

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Religious restrictions index: how do countries compare?

September 21, 2012
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The Guardian DataBlog published yesterday an interesting article exploring graphically the religious intolerance across the world. The data are coming from a report published by Pew Research Center's Forum on Religion and Public Life. I like the philosophy DataBlog a lot, providing the raw data for everyone to look at. However, I felt that the visualization could be...

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A video map of the hottest songs in the US

September 21, 2012
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A video map of the hottest songs in the US

Today's guest post comes from Revolution Analytics data scientist Luba Gloukhov — ed. As a big fan of R’s ever-expanding geospatial plotting capabilities, I jumped at the chance create a map using The Million Song Dataset (MSD). For each of the 10,000 songs in the million song subset containing non-missing latitudes & longitudes and non-zero artists familiarity scores, I...

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Compactly display the structure of an arbitrary R object

September 21, 2012
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As you advance in your R use past “canned” functions and packages made by others, you may want to take information from one R object for use in another. For example, you may want to estimate a linear model, then use the results of that esti...

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Simple plot with text boxes

September 21, 2012
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Simple plot with text boxes

Was doing a little presentation to our research group and had to explain the difficulties of ‘collapsing’ longitudinal data into a single measure when the Y var is quite variable. For the particular Y var of interest, it represents burden … Continue reading →

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Obviousness of REITs?

September 20, 2012
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Obviousness of REITs?

I very much enjoy papers such as Antonacci, Gary, Risk Premia Harvesting Through Momentum (September 5, 2012). Available at SSRN: http://ssrn.com/abstract=2042750 or http://dx.doi.org/10.2139/ssrn.2042750 Faber, Mebane T., A Quantitative Approach to T...

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How to use your favorite fonts in R charts

September 20, 2012
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How to use your favorite fonts in R charts

Today's guest post comes from Winston Chang, a software developer at RStudio — ed. When it comes to making figures in R, you can use any font you like, as long as it's Helvetica, Times, or Courier. Using other fonts that are installed on your computer can seem an impossible task, especially if you want to save the output...

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