5034 search results for "git"

An OpenBLAS-based Rblas for Windows 64: Step-by-step

October 24, 2013
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As a result of my previous post, I’ve had a number of requests to describe how I compiled the BLAS, so I’ll do so below. Of course, the necessary caveats, I am not a programmer nor do I play one on the radio so I probably cannot debug any issue anyone may have. Use the Read the full...

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ISO Popularity on Flickr Explore

October 24, 2013
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ISO Popularity on Flickr Explore

Not finance, but I figured there might be some out there interested in the pictures from Flickr’s Explore.  In addition to amazing photography, there is an abundance of information.  In the short post below, I use R with rCharts, slidify, and Rflickr to take a look at the distribution of ISO speeds over the last 3 days'...

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Introducing the CRAN Repository Policy Watch

October 23, 2013
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CRAN is the repository network for R. It is a resounding success with (as of right now) almost 5000 packages, and growth rate which has been estimated (cf John Fox's keynote at useR! a few years ago) to be near 40% per year. We as R community membe...

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Update for Backtesting Asset Allocation Portfolios post

October 23, 2013
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Update for Backtesting Asset Allocation Portfolios post

It was over a year since my original post, Backtesting Asset Allocation portfolios. I have expanded the functionality of the Systematic Investor Toolbox both in terms of optimization functions and helper back-test functions during this period. Today, I want to update the Backtesting Asset Allocation portfolios post and showcase new functionality. I will use the

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Overfitted Backtests

October 23, 2013
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Overfitted Backtests

It has been a while since I discussed testing for overfitting in backtests.  Since then, Marcos López de Prado and coauthors have done some very thoughtful work (see the bottom), and they even started a blog.  Their newest paper builds on discoveries they made in their earlier work, and...

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New R package: scholar

October 23, 2013
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New R package: scholar

My new R package, scholar, has just been posted on CRAN. The scholar package provides functions to extract citation data from Google Scholar. In addition to retrieving basic information about a single scholar, the package also allows you to compare multiple scholars and predict future h-index values. There’s a full guide on Github (along

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My experience of learning R – from basic graphs to performance tuning

October 23, 2013
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My experience of learning R – from basic graphs to performance tuning

BackgroundR as some of you may know is a statistical and graphics programming language (see Wikipedia ) used by academia and recently by IT professionals of our ever growing software industry. There is a sudden demand for Data Scientists, Data Analysts and Statisticians with a background in R among other things data and development related subjects. I have...

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Pre-calculating large tables of values

Pre-calculating large tables of values

Pre-calculating large tables of values I'm currently working on a project where we want to know, based on a euclidian distance measure, what is the probability that the value is a match to the another value. i.e. given an actual value, and a theoretical value from calculation, what is the probability that they are the same? This can be calculated...

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Build your own Twitter Archive and Analyzing Infrastructure with MongoDB, Java and R [Part 1] [Update]

October 22, 2013
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Build your own Twitter Archive and Analyzing Infrastructure with MongoDB, Java and R [Part 1] [Update]

UPDATE: The JAVA script is now also available with the streaming API. You can find the script on my github account Hey everybody, you sure know the problems which appear when you want to work with the Twitter API. Twitter created a lot of different restrictions minimizing the fun of the Data Mining process. Another …

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Review: Kölner R Meeting 18 October 2013

October 22, 2013
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Review: Kölner R Meeting 18 October 2013

The Cologne R user group met last Friday for two talks on split apply combine in R and XLConnect by Bernd Weiß and Günter Faes respectively, before the usual Schnitzel and Kölsch at the Lux.Split apply combine in R The apply family of functions in R is incredible powerful, yet for newcomers often somewhat mysterious....

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