3882 search results for "git"

Functional programming with lambda.r

November 20, 2012
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Functional programming with lambda.r

After a four month simmer on various back burners and package conflicts, I’m pleased to announce that the successor to …Continue reading »

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Prime Factorization Visualization with R and Shiny

November 20, 2012
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Prime Factorization Visualization with R and Shiny

Quite a lot of people have had fun recently with prime factorization. It all started on The Math Less Traveled, then various versions of the prime factorization diagrams appeared (here, here, this animated one, etc., they are actually more or less listed here). So I wanted to have fun too and give a try...

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Project Euler — problem 24

November 20, 2012
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It’s a lovely day. I took a walk around the campus after lunch. The scene was enjoyable in one deep autumn day. Before the afternoon work, I’d like to spend a few moments on the 24th Euler Problem. A permutation is an ordered arrangement of … Continue reading →

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Drawdown Determined Position Size

November 19, 2012
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Drawdown Determined Position Size

This caught my eye as I searched for some more academic research on my favorite risk measure drawdown. Yang, Z. George and Zhong, Liang,Optimal Portfolio Strategy to Control Maximum Drawdown - The Case of Risk Based Dynamic Asset Allocation (February ...

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Make a Graphical Figure of your SEM model in OpenMx

November 19, 2012
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In this post, I made an SEM model and showed the results in a table.It’s a great feature of SEM that you can sketch your ideas about how the world works, and being able to get such a sketch back out of OpenMx is very helpful.Importantly, a figure can help readers understand what you’ve done, and it is a...

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A quick function for editing CSV files in R

November 19, 2012
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I’ve been hunting for a lightweight CSV editor for OSX so I could to make fixes to data files and not need to fire up Excel. While you can edit a CSV file in any text editor, it’s a pain to navigate the files without a spreadsheet-like interface. Unfortunately there doesn’t seem to be a good,...

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Matching clustering solutions using the ‘Hungarian method’

November 19, 2012
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Matching clustering solutions using the ‘Hungarian method’

Some time ago I stumbled upon a problem connected with the labels of a clustering. The partition an instance belongs to, is mostly labeled through an integer ranging from 1 to K, where k is the number of clusters. The task at that time was to plot a map of the results from the clustering of spatial polygons...

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Gathering RealClearPolitics Polling Trends with XML

November 19, 2012
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Gathering RealClearPolitics Polling Trends with XML

Now that the election is over, you may want to use polling data in a model of the campaign. Simon Jackman has thoughtfully made his daily state-by-state predictions available for download, but a commonly-used dataset is the RealClearPolitics polling a...

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The estimation of Value at Risk and Expected Shortfall

November 19, 2012
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The estimation of Value at Risk and Expected Shortfall

An introduction to estimating Value at Risk and Expected Shortfall, and some hints for doing it with R. Previously “The basics of Value at Risk and Expected Shortfall” provides an introduction to the subject. Starting ingredients Value at Risk (VaR) and Expected Shortfall (ES) are always about a portfolio. There are two basic ingredients that … Continue reading...

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The Heteroskedastic Probit Model

November 19, 2012
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The Heteroskedastic Probit Model

Specification testing is an important part of econometric practice. However, from what I can see, few researchers perform heteroskedasticity tests after estimating probit/logit models. This is not a trivial point. Heteroskedasticity in these models can represent a major violation of the probit/logit specification, both of which assume homoskedastic errors. Thankfully, tests for heteroskedasticity in these

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