Goals for 2012

January 9, 2012
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I have never been one to set New Year’s resolutions. Personally, they instill a dangerous personal freedom that often yield naive, subconscious mentalities, such as I can do anything I want until December 31, and I will change abruptly the next day. ...

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Sensitivity of risk parity to variance differences

January 9, 2012
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Sensitivity of risk parity to variance differences

Equal risk contribution of assets determines the asset weights given the variance matrix.  How sensitive are those weights to the variance estimate? Previously The post “Risk parity” gave an overview of the idea. In particular it distinguished the cases: the assets have equal risk contribution groups of assets have equal risk contribution A key difference … Continue reading...

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Feedback from vignette survey

January 8, 2012
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Feedback from vignette survey

Many thanks to all who participated in the survey about writing R package vignettes.Following my post last Thursday the responses came in quickly in the evening and all day on Friday. Since Saturday the response rate has been decreasing constantly and ...

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Testing twitterfeed

January 8, 2012
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Testing twitterfeed

Does this work on twitterfeed?

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Tracking my expenses

January 8, 2012
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Tracking my expenses

One new-year resolution I made last year was to understand where my money goes. From previous experiments I know that expense tracking has to be as simple as possible. My approach is toUse my cash card as often as possible. This automatically tracks the date and some information on the vendor. Use twitter to track my cash expenses. This supplements...

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“Hold Only That Pair of 2s?” Studying a Video Poker Hand with R

January 8, 2012
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“Hold Only That Pair of 2s?” Studying a Video Poker Hand with R

Whenever I tell people in my family that I study Statistics, one of the first questions I get from laypeople is “do you count cards?” A blank look comes over their face when I say “no.” Look, if I am at a casino, I am well aware that the odds are against me, so why even try to think that...

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Lesson 2: Values & Variables (CloudStat School)

January 8, 2012
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This is the second lesson of CloudStat School, Lesson 2: Values & Variables. At the end of the lesson 2, you should know: 1. Inserting values into valuables 2. Calling valuables 3. Simple operation within variables. 2.1 Assign/Insert Values into Vari...

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When I was 29…

January 8, 2012
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Today was my 29th birthday, and I kept things simple: I ate with my wife and my newborn son at a local eatery. Later, my wife cooked steaks for dinner. For the most part, I took the day off in that I did not work on my dissertation. But I did spent muc...

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Project Euler in R: Problem 22

January 7, 2012
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I solve Project Euler problems for recreation. I am using the Statistical Language R to solve these. R is free for use and download, so I would recommend downloading it if you are interested in Statistical computation. This is problem 22 from Project E...

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1500th, 3000th, &tc

January 7, 2012
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1500th, 3000th, &tc

As the ‘Og reached its 1500th post and 3000th comment at exactly the same time, a wee and only mildly interesting Sunday morning foray in what was posted so far and attracted the most attention (using the statistics provided by wordpress). The most visited posts: Title Views Home page 203,727 In{s}a(ne)!! 7,422 “simply start over

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Analyzing R-bloggers

January 6, 2012
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Analyzing R-bloggers

In the last two posts we saw how to download posts from R-bloggers, and then extract the title, author and date of each post and write that information to a csv file. Since we now have a nice data set from r-bloggers, we can start to examine the develo...

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R: Web Scraping R-bloggers Facebook Page

January 6, 2012
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R: Web Scraping R-bloggers Facebook Page

  Introduction R-bloggers.com is a blog aggregator maintained by Tal Galili. It is a great website for both learning about R and keeping up-to-date with the latest developments (because someone will probably, and very kindly, post about the status of some R related feature). There is also an R-bloggers facebook page where a number of

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Extreme Bond Returns

January 6, 2012
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Extreme Bond Returns

20 years of data is nowhere near enough to satisfy my insatiable appetite for bigger datasets.  While I showed Record Long Term Treasury Returns with Vanguard’s US Long Treasury mutual fund, its 20 year life is not sufficient to give me comfort ...

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Recology has moved

January 6, 2012
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Recology has moved

Recology has moved to Github, using Jekyll.I just finished moving the Recology blog content, etc. to Github.   This move is intended to make it easy to do exactly what I want with this blog without the constrictions of Blogger.  Thanks for co...

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R Tutorial Series: Citing R with EndNote

January 6, 2012
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R Tutorial Series: Citing R with EndNote

Unfortunately, due to the vexing complexities of academic style guides and the limitations of associated software packages, citing a non-standard name, such as Cher, Prince, or R Development Core Team can be problematic. Thankfully, I have discovered a...

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Mapping the Iowa caucus results: how it’s done with R

January 6, 2012
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Mapping the Iowa caucus results: how it’s done with R

If you've been following the presidential primary process here in the US, you've probably seen many maps of the results of the Iowa caucuses by now (such as this infamous one from Fox News). But you might be interested to learn how such maps can be made using the R language. The Offensive Politics blog explains the process in...

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Testing new website

January 6, 2012
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Testing new website

Test post on new Jekyll hosted website...

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John Snow’s famous cholera analysis data in modern GIS formats

January 6, 2012
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John Snow’s famous cholera analysis data in modern GIS formats

In 1854 there was a massive cholera outbreak in Soho, London – in three days over 120 people died from the disease. Famously, John Snow plotted the locations of the deaths on a map and found they clustered around a pump in Broad Street – he suggested that the pump be taken out of service

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Trading using Garch Volatility Forecast

January 5, 2012
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Trading using Garch Volatility Forecast

Quantum Financier wrote an interesting article Regime Switching System Using Volatility Forecast. The article presents an elegant algorithm to switch between mean-reversion and trend-following strategies based on the market volatility. Two model are examined: one using the historical volatility and another using the Garch(1,1) Volatility Forecast. The mean-reversion strategy is modeled with RSI(2): Long when

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Scraping R-bloggers with Python – Part 2

January 5, 2012
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In my previous post I showed how to write a small simple python script to download the pages of R-bloggers.com. If you followed that post and ran the script, you should have a folder on your hard drive with 2409 .html files labeled post1.html , post2....

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Coat of arms of Poland challenge

January 5, 2012
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Coat of arms of Poland challenge

Last week I have experimented with coloring map of Poland in national colors. Vaidotas Zemlys improved on my effort by adding colors to map of Lithuania and posted a challenge to also add coat of arms to the plot. This proved to be a nice exe...

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getting ICES 1903-1949 catch statistics into R

January 5, 2012
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getting ICES 1903-1949 catch statistics into R

in the last post i showed how to get the nominal north east atlantic landings data from 1950 onwards into a usable format in R. this time around a script that shows how to import zipped excel files from 1903 to 1949 is provided. finalizing with a ggplo...

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Example 9.18: Constructing the fastest relay team via enumeration

January 5, 2012
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Example 9.18: Constructing the fastest relay team via enumeration

In competitive swimming, the medley relay is a team event in which four different swimmers each swim one of the four strokes: freestyle, breaststroke, backstroke, and butterfly. In general, every swimmer might be able swim any given stroke. How can w...

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Revisiting basic macroeconomics : Illustrations with R

January 5, 2012
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Revisiting basic macroeconomics : Illustrations with R

PrologueAfter 3 semesters of studying economics at IGIDR, the basics of macroeconomics still elude me. What policy shifts what curve? What determines the slope of IS-LM and AD-AS curves? What exactly was Keynes contribution to Economics? How do all the...

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Survey: Writing package vignette

January 5, 2012
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Survey: Writing package vignette

I am currently co-writing the vignette for the ChainLadder package and wonder what I should be focusing on. I have co-written the vignette of the googleVis package in the past and based it purely and what I thought would work. So, this is an experiment...

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Good at applying R? Be a Sales Engineer!

January 5, 2012
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Revolution Analytics is hiring! We're looking for a Sales Engineer -- someone who can show Revolution R to potential customers and really show off what R can do in an applied setting. (Fun fact: this was my first job when I left university, and it's a lot of fun.) The job description is below, please pass it along to...

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Working with data frames

January 5, 2012
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R, just like other programming languages, has different types of objects. Matrices, arrays, data.frames, lists, vectors, tables, etc. But by far the most important for working with baseball data is going to be dataframes.I'm not sure of the level of ex...

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New Year’s Resolution: Learn How to Code

January 5, 2012
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Farhad Manjoo at Slate has a good article on why you need to learn how to program. Chances are, if you're reading this post here you're already fairly adept at some form of programming. But if you're not, you should give it some serious thought.Gina Trapani, former editor of tech blog Lifehacker, is quoted in the article:“Learning...

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