1153 search results for "LaTeX"

RStudio and TeXworks working great together

December 18, 2012
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RStudio and TeXworks working great together

Just now writing a reproducible report in R using RStudio on Ubuntu. So the source is a .Rnw file and I am compiling it with knitr. For the narrative part of the report it is a shame that RStudio doesn’t have autocomplete for latex styles, headings etc. But I just realised that it is possible

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From d3 to pdf (hopefully knitr) with R Shiny

December 17, 2012
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From d3 to pdf (hopefully knitr) with R Shiny

Although I think I like the d3, R, and Shiny team the best, I could definitely envision a big need for multi-page pdf reports created with R, knitr, and latex delivered to the browser with Shiny.  Shiny helpfully provides pre-built functionality t...

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Linear Models with Multiple Fixed Effects

December 11, 2012
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Linear Models with Multiple Fixed Effects

Estimating a least squares linear regression model with fixed effects is a common task in applied econometrics, especially with panel data. For example, one might have a panel of countries and want to control for fixed country factors. In this case the researcher will effectively include this fixed identifier as a factor variable, and then proceed to

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A Simple Model for Realized Volatility

December 9, 2012
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A Simple Model for Realized Volatility

The post has two goals: (1) Explain how to forecast volatility using a simple Heterogeneous Auto-Regressive (HAR) model. (Corsi, 2002) (2) Check if higher moments like Skewness and Kurtosis add forecast value to this model. It will be a high … Continue reading →

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Tibshirani’s original paper on the lasso. Breiman’s…

December 6, 2012
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Tibshirani’s original paper on the lasso.
Breiman’s…

Tibshirani’s original paper on the lasso. Breiman’s Garotte — 1993 Tibshirani lasso paper submitted — 1994 Tibshirani lasso paper revised — 1995 Tibshirani lasso paper accepted — 1996 This is one of those papers that I’m so excited about, I feel like “You should just read the whole thing! It’s all good!” But I realise that’s less than reasonable. Here is a bit of summary,...

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Italian Bio R Day 2012 – Slides on Reproducible Research using R and Bioconductor

December 3, 2012
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Italian Bio R Day 2012 – Slides on Reproducible Research using R and Bioconductor

Thanks to Parco Tecnologico Padano (PTP), I was invited to speak at the first Italian Bio R Day that was held in Lodi on 30 November 2012. It was a nice opportunity to talk and listen about different aspects of R from practitioners with different backg...

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forecast package v4.0

December 2, 2012
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forecast package v4.0

A few days ago I released version 4.0 of the forecast package for R. There were quite a few changes and new features, so I thought it deserved a new version number. I keep a list of changes in the Changelog for the package, but I doubt that many people look at it. So for the record, here are...

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Trading with Support Vector Machines (SVM)

November 30, 2012
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Trading with Support Vector Machines (SVM)

Finally all the stars have aligned and I can confidently devote some time for back-testing of new trading systems, and Support Vector Machines (SVM) are the new “toy” which is going to keep me busy for a while. SVMs are a well-known tool from the area of supervised Machine Learning, and they are used both

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Because it’s Friday: Evolution of a research paper about Reddit

November 30, 2012
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Computer Science PhD student Tim Weninger wrote a 10-page paper for the World Wide Web conference looking at how Reddit users interact on the discussion pages of the social news site. During the process, he saved 463 revisions of the paper in a source-code control system. Then, he wrote a computer program to animate each revision of the paper....

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What Time Is It?

November 28, 2012
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What Time Is It?

A common scenario that I run into is time and how to deal with it. I often will do a  variety of summaries and analysis that need to be measured at different points in time. Whether I want to graph the data or review the results I need to be able to perform measurements relative

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