294 search results for "evaluation"

More Thoughts on US Death Spiral

July 13, 2011
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More Thoughts on US Death Spiral

What troubles me most about today’s environment is the persistent belief that crisis large or small results in a US dollar rally and lower Treasury rates. However, what happens if the US dollar and US Treasury rates are the source of the crisis? Then...

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You can scrap it and write something better but let me keep R ;)

July 11, 2011
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Ross Ikaha (via Xi'an -- thanks ;) ) gives a nice example to show why R is basically impossible to optimize:> f = function() {> if (runif(1) > 0.5) {> x = 10> }> ...

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Don’t stop being a statistician once the analysis is done

June 30, 2011
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I received an email from the Royal Statistical Society asking if I wanted to submit a 400-word discussion to the article, Vignettes and health systems responsiveness in cross-country comparative analyses by Nigel Rice, Silvana Robone and Peter C. Smith. My first thought was No, I can’t do it, I don’t know anything about health systems

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Bayesian Fall school in La Rochelle

June 26, 2011
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Bayesian Fall school in La Rochelle

The French agronomy research institute INRA is organising a Fall school in La Rochelle, Nov. 28 – Dec. 02, on Bayesian methods, oriented towards the applications in food sciences, environmental sciences, and biology. The provisional program (in French) is ■ Initiation aux outils informatiques R et WinBUGS (TP et réalisation de projets sur ordinateur) ■

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Items

June 22, 2011
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Let's define a new pattern!I do a lot of programming for research, and part of what this involves is turning calculations, usually expressed as verbs, into nouns. That is, I need to keep the calculation and all it's intermediate steps around so that I can inspect them.Alas, I am programming in Python most of the time and end up...

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Hurst as Relative Strength

June 21, 2011
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Hurst as Relative Strength

THIS IS NOT INVESTMENT ADVICE AND COULD EASILY RESULT IN SIGNIFICANT LOSSES. As an extension to Testing Hurst with Multiple Indexes and Exploring the Market with Hurst, we also might employ our new Hurst signal as a relative strength determinant. ...

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Making GUIs using C# and R with the help of R.NET

June 19, 2011
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Making GUIs using C# and R with the help of R.NET

In this post, I’ll take a look at using R.NET with the creation of an application written in C#. As …Continue reading »

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Two textbooks on probability using R

June 18, 2011
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Two textbooks on probability using R

This fall, I’ll be teaching a second-year course on Probability with Computer Applications, which is required for Computer Science majors.  I’ve taught this before, but that was five years ago, so I’ve been looking to see what new textbooks would be suitable.  The course aims not just to use computer science applications as examples, but

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“Financial Risk Forecasting” – a book review by Christian Reusch

June 10, 2011
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A guest post by Christian Reusch giving a book review for the book “Financial Risk Forecasting” by Jon Danielsson. ———– As an academic-turned hedge fund professional with a particular interest in financial econometrics and quantitative money management, this book written by one of my former lecturers at the London School of Economics caught my attention: Having (had to) read...

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Environments in R

June 4, 2011
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Environments in R

One interesting thing about R is that you can get down into the insides fairly easily. You're allowed to see more of how things are put together than in most languages. One of the ways R does this is by having first-class environments.At first glance, environments are simple enough. An environment...

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