3535 search results for "git"

Web-Scraper for Google Scholar Updated!

August 22, 2012
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Web-Scraper for Google Scholar Updated!

I have updated the Google Scholar Web-Scraper Function GScholarScaper_2 to GScholarScraper_3 (and GScholarScaper_3.1) as it was outdated due to changes in the Google Scholar html-code. The new script is more slender and faster. It returns a dataframe o...

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ggplot2 maps with insets

August 22, 2012
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ggplot2 maps with insets

Here's a quick demo of creating a map with an inset within it using ggplot. The inset is achieved using the gridExtra package.Install libraries, set directory, read filesetwd("/Users/ScottMac/Dropbox/CANPOLIN_networks_ms/data") # change ...

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ARMA Models for Trading

August 21, 2012
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ARMA Models for Trading

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light theoretical background and practical implementations in

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Adaptive Asset Allocation – Sensitivity Analysis

August 20, 2012
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Adaptive Asset Allocation – Sensitivity Analysis

Today I want to continue with Adaptive Asset Allocation theme and examine how the strategy results are sensitive to look-back parameters used for momentum and volatility computations. I will follow the sample steps that were outlined by David Varadi on the robustness of parameters of the Adaptive Asset Allocation algorithm post. Please see my prior

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Getting Started with R and Hadoop

August 20, 2012
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Getting Started with R and Hadoop

Last week's meeting of the Chicago area Hadoop User Group (a joint meeting the Chicago R User Group, and sponsored by Revolution Analytics) focused on crunching Big Data with R and Hadoop. Jeffrey Breen, president of Atmosphere Research Group, frequently deals with large data sets in his airline consulting work, and R is his "go-to tool for anything data-related"....

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plot.xts with Moving Average Panel

August 20, 2012
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plot.xts with Moving Average Panel

(for all plot.xts posts, see http://timelyportfolio.blogspot.com/search/label/plot.xts) As another example of all that we can do with the new plot.xts, let’s try to do a price plot with a moving average overlays.  We will use the ETFs shown by M...

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Halo Effects and Multicollinearity: Separating the General from the Specific

August 20, 2012
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Halo Effects and Multicollinearity: Separating the General from the Specific

In the last post, The Relative Importance of Predictors, I showed how difficult it can be to assess the independent contribution that each predictor makes to the overall R-squared when the predictors are highly correlated.  We spent some time looking at one example where the predictors were ratings from an airline satisfaction study.  As is common in such studies,...

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Parallelization: Speed up Functions in a Package

August 18, 2012
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Parallelization: Speed up Functions in a Package

Well I bought a new computer a month back (i7 8GB memory). Finally more than one core and a chance to try parallelization. I saw this blog post a while back and was intrigued and was further intriqued when I … Continue reading →

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GARCH Panel in plot.xts

August 17, 2012
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GARCH Panel in plot.xts

I’m clearly out of my realm of competence with most of the rugarch functions, but I thought it might be nice to provide an example combining plot.xts and uGARCHroll. R code from GIST:

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Ryan Rosario on Parallel programming in R

August 17, 2012
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Earlier this year data scientist Ryan Rosario gave a talk on parellel computing with R to the Los Angeles R User Group, and he recently made the slides from the talk available online. They're a great resource for anyone looking to make use of multi-processor systems a Hadoop based architechure to speed computations with big data. Ryan's talk was...

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