3978 search results for "git"

A look at historical Value at Risk

December 17, 2012
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A look at historical Value at Risk

Historical Value at Risk (VaR) is very popular because it is easy and intuitive: use the empirical distribution of some specific number of past returns for the portfolio. Previously “The estimation of Value at Risk and Expected Shortfall” included an R function to estimate historical VaR. Generating portfolios A useful tool to explore risk models … Continue reading...

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The Eye of the World as word cloud

December 16, 2012
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The Eye of the World as word cloud

The Eye of the World is the first book of Robert Jordan's Wheel of Time books. As the last of these books will be published soon, I was wondering if natural language processing can be used to examine books like these. For this purpose I downloaded a co...

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Possibly slightly better text analysis with lme4

December 16, 2012
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Possibly slightly better text analysis with lme4

lme4 and its cousin arm are extremely useful for a huge variety of modeling applications (see Gelman and Hill’s book), but today we’re going to do something a little frivolous with them. Namely, we’re going to extend our Denver Debat...

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Building R packages: missing path to pdflatex

December 15, 2012
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Building R packages: missing path to pdflatex

Recently whiling trying to build an R package for generalized estimating equation model selection (QICpack on github), I was getting an error related to latex creating the PDF package manuals. It seems like this is a relatively common problem on … Continue reading →

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Text analysis made too easy with the tm package

December 15, 2012
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Text analysis made too easy with the tm package

Today’s Gist takes the CNN transcript of the Denver Presidential Debate, converts paragraphs into a document-term matrix, and does the absolute most basic form of text analysis: a raw word count. There are actually quite a few steps in this proc...

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Le Monde puzzle (#800)

December 14, 2012
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Le Monde puzzle (#800)

Here is the mathematical puzzle of the weekend edition of Le Monde: Consider a sequence where the initial number is between 1 and 10³, and each term in the sequence is derived from the previous term as follows: if the last digit of the previous term is between 6 and 9, multiply it by 9;

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d3, Shiny, and R Reporting Performance

December 14, 2012
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d3, Shiny, and R Reporting Performance

I thought it would be interesting to offer a little different example of how we can use d3, R, and Rstudio Shiny.  This time we will offer a simple example to report portfolio or index performance.  Just as a test of my progress, I also threw...

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Let it snow!

December 14, 2012
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A couple days ago I noticed a fun piece of R code by Allan Roberts, which lets you create a digital snowflake by cutting out virtual triangles. Go give it a try. Roberts inspired me to create a whole night sky of snowflakes. I tried to make the snowfall look as organic as possible. There

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Everything is a Network, featuring the sna package

December 14, 2012
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Everything is a Network, featuring the sna package

We’ve gotten some requests, through the Ask us anything page, to do some plotting of networks. We may come back to this later, but today’s Gist shows how you can plot pretty much literally anything as a network. First, we go back to our

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Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

December 13, 2012
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Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

The idea with all the posts http://timelyportfolio.blogspot.com/search/label/shiny was to learn both d3 and shiny by iterating through multiple experiments.  This example adaptation was my quickest yet at about 30 minutes.  Mike Bostock had d...

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