A Little Web Scraping Exercise with XML-Package

April 5, 2012
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Some months ago I posted an example of how to get the links of the contributing blogs on the R-Blogger site. I used readLines() and did some string processing using regular expressions.With package XML this can be drastically shortened - see this:# get...

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R Structure Explained

April 4, 2012
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This post by Suraj Gupta explains it all. This is the first time I have seen a  concise and accessible explanation of the R environment structure and why it matters.   Addendum: This one by Digithead is also pretty good

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R Structure Explained

April 4, 2012
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This post by Suraj Gupta explains it all. This is the firs time I have seen a  concise and accessible explanation of the R environment structure and why it matters.   Addendum: This one by Digithead is also pretty good

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R, I Love You

April 4, 2012
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It is easier to critique than it is to create. I write this post with much gratitude for R, the R community and particularly R-Core who are paid $0 to bring us R. I’d like to offer an idea and I’m wondering if people are interested in ral...

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Data Science Undefined

April 4, 2012
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One of the favorite bar room discussions of statisticians, machine learners, and computer scientists is – what is data science? (And I don’t care whether it happens in a bar or not, it’s a “bar room” discussion by virtue of...

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How I Learned to Stop Worrying and Love Twitter

April 4, 2012
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In honor of Twitter making the decision to come to Detroit, here’s a special post on how I became a Twitter user. … At 3:30pm my wife called me. There was a shooting where my brother-in-law works at UPMC Western...

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How R finds objects (or, what that :: operator is for)

April 4, 2012
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How R finds objects (or, what that :: operator is for)

Most of the time when we're programming in R, we don't think about how R gets from an object name (say, "stdev") to what it represents (a function to calculate standard deviation, perhaps). If you're writing functions, you've probably know about R's lexical scoping. And if you use a lot of packages, you probably know about the search list,...

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Simulated Annealing in Julia

April 4, 2012
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Simulated Annealing in Julia

Building Optimization Functions for Julia In hopes of adding enough statistical functionality to Julia to make it usable for my day-to-day modeling projects, I’ve written a very basic implementation of the simulated annealing (SA) algorithm, which I’ve placed in the same JuliaVsR GitHub repository that I used for the code for my previous post about

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Enjoy Low Income Tax Rates

April 4, 2012
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Enjoy Low Income Tax Rates

Tax rates were higher in the past... Joe derisively snorted at the pay stub in his hand. Crumpling it into a ball, he wound up like a baseball pitcher and fast-balled the wad of paper across the room. It bounced unsatisfyi...

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New Release of ROracle posted to CRAN

April 4, 2012
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Oracle recently updated ROracle to version 1.1-2 on CRAN with enhancements and bug fixes. The major enhancements include the introduction of support for Oracle Wallet Manager and datetime and interval types.  Oracle Wallet ...

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Resampling Hierarchically Structured Data Recursively

April 4, 2012
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Resampling Hierarchically Structured Data Recursively

That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; an extension of that described

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Obama administration unveiled a Big Data Research and Development Initiative with $200 million

April 4, 2012
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Obama administration unveiled a Big Data Research and Development Initiative with $200 million

Yanchang Zhao, RDataMining.com Obama administration unveiled a Big Data Research and Development Initiative with $200 million on March 29, 2012, to improve the ability to extract knowledge and insights from large and complex collections of digital data. Six Federal departments … Continue reading →

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Betas of the low vol cohorts

April 4, 2012
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Betas of the low vol cohorts

How did the constraints affect portfolio betas, and how did the betas change over time? Previously “Low (and high) volatility strategy effects” created 6 sets of random portfolios — the so-called low vol cohorts — as of 2007 and showed their performance up to about a month ago. “Rebalancing the low vol cohorts” looked at … Continue reading...

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How R Searches and Finds Stuff

April 4, 2012
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How R Searches and Finds Stuff

Or… How to push oneself down the rabbit hole of environments, namespaces, exports, imports, frames, enclosures, parents, and function evaluation? Motivation There are a few reasons to bother reading this post: Rabbit hole avoida...

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Rudd, the last one standing?: Federal implications of QLD state election results

April 4, 2012
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Rudd, the last one standing?: Federal implications of QLD state election results

Labor won 15 of Queensland’s 29 House of Reps seats in the 2007 Federal election (AEC details here). Yet just three years later, in the 2010 Federal election, Labor won only 8 of 30 Queensland Reps seats, with 33.6% of 1st preferences (a swing of -9.3 percentage points). Labor’s best performance on 1st preferences in

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Review: Kölner R Meeting 30 March 2012

April 4, 2012
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Review: Kölner R Meeting 30 March 2012

The first Kölner R user meeting was great fun. About 20 useRs had turned up to exchange their ideas, questions and experience with R. Three talks about R & Excel, ggplot2 & XeLaTeX and Dynamical systems with R & simecol had kicked off the evening, wit...

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Regression – covariate adjustment

April 3, 2012
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Linear regression is one of the key concepts in statistics . However, people are often confuse the meaning of parameters of linear regression - the intercept tells us the average value of y at x=0, while the slope tells us how m...

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What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (bis)

April 3, 2012
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What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (bis)

Wondering about the question I posted on Friday (on StackExchange, no satisfactory answer so far!), I looked further at the special case of the gamma distribution I suggested at the end. Starting from the moment conditions, and the solution is (hopefully) given by the system The resolution of this system obviously imposes conditions on those

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Simulated War

April 3, 2012
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I am quite interested in both Wars with sabres and Sabremetric WARs but the War I am most involved in is the card game. Unfortunately, it is one my six year old favourites and he is quite happy to while away the hours (literally) playing it with anyone pressganged into joining him I must admit

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CLIWOC (British, Spanish and Dutch shipping 1750-1855): Getting the data into R

April 3, 2012
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on the Spatial analysis blog a nice visualisation of the major shipping route of the British, Dutch and Spanish fleet in 1750-1850 was presented recently. based on the Climatological Databases for the World's Oceans (CLIWOC). another even nicer visuali...

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Zurich, Mar 2012 – Stable Portfolios

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Zurich, Feb 2012 – Stability Parity Indexation

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Zurich, Jan 2012 – Corepoint Capital uses Stability Analytics

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Zurich, Jan 2012 – ZurichR Wavelet Analytics

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Ahmedabad, Jan 2012 – R/Rmetrics Seminar

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Zurich, Nov 2011 – Portfolio Diversification Lines

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Mumbai, Nov 2011, IGIDR – Financial Market Studies by Stress and Stability metrics

April 3, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Marketing optimization with LityxIQ

April 3, 2012
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Marketing is one of the pioneering domains when it comes to applications of predictive analytics to Big Data. (For example, how Target used statistical modeling to predict demographic attribues of customers, like pregnancy, to target coupons.) To get such powerful insights into the hands of marketers, DC-area company LityxIQ provides a cloud-based solution: LityxIQ, "an integrated hosted analytics platform...

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Transaction Cost and Execution Price functionality in the Backtesting library in the Systematic Investor Toolbox

April 2, 2012
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Transaction Cost and Execution Price functionality in the Backtesting library in the Systematic Investor Toolbox

I want to introduce the Transaction Cost and Execution Price functionality in the Backtesting library in the Systematic Investor Toolbox. The Transaction Cost is implemented by a commission parameter in the bt.run() function. You may specify the commissions in $ per share for “share” type backtest and as a percentage of total trade for “weight”

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