1438 search results for "Excel"

Volatility Regimes: Part 1

Volatility Regimes: Part 1

This is a ‘do over’ of a project I started while at my former employer in the fall of 2012. I presented part 1 of this framework at the FX Invest West Coast conference on September 11, 2012. I have made some changes and expanded the analysis since then. Part 2 is complete and will follow this post in...

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Integrating Documentation and Calculation

April 30, 2013
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Integrating Documentation and Calculation Integrating Documentation and Calculation This post is a first in that I've authored it using RStudio. I would guess most people who work in computational finance or quantitative risk are at least familiar with R. Unfortunately R as...

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The Financial Crisis on Tape Part II

April 26, 2013
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The Financial Crisis on Tape Part II

EDIT: I am aware of some browsers failing to load the github code below. I will try to improve this as soon as possible. Until then it may work better on www.joesdatadiner.com than at http://www.r-bloggers.com/. Finally all the code is availa...

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FasteR! HigheR! StrongeR! – A Guide to Speeding Up R Code for Busy People

April 25, 2013
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FasteR! HigheR! StrongeR! – A Guide to Speeding Up R Code for Busy People

This is an overview of tools for speeding up your R code that I wrote for the Davis R Users’ Group. First, Ask “Why?” It’s customary to quote Donald Knuth at this point, but instead I’ll quote my twitter buddy Ted Hart to illustrate a point: I’m just going to say it.I like for loops in #Rstats,...

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Announcing Revolution R Enterprise 6.2

April 24, 2013
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Announcing Revolution R Enterprise 6.2

We are pleased to announce that Revolution R Enterprise Release 6.2 is available to new subscribers today. This new software release from Revolution Analytics includes a number of key new features: Support for open source R 2.15.3, the latest stable release of R. Since Release 2.14.2, the R Project has added 89 new features, 11 performance enhancements and 139...

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Bank of England Fan Charts in R

April 24, 2013
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Bank of England Fan Charts in R

I managed to catch David Spiegelhalter’s Tails You Win on BBC iplayer last week. I missed it the first time round, only for my parents on my last visit home to tell me about a Statistician jumping out of a … Continue reading →

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Python Complements R’s Shortcomings

April 23, 2013
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Python Complements R’s Shortcomings

I’m a big fan of open-source software for research. For example, R-statistics, Qgis, and Grass GIS are awesome programs. R can do any statistical tests and numerical modeling you can imagine; if there’s not a built-in function you can write … Continue reading →

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Review: Kölner R Meeting 12 April 2013

April 23, 2013
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Review: Kölner R Meeting 12 April 2013

Our 5th Cologne R user group meeting was the best attended meeting so far, with 20 members finding their way to the Institute of Sociology for two talks by Diego de Castillo on shiny and Stephan Holtmeier on cluster analysis, followed by beer and schnitzel at the Lux, a gastropub nearby.ShinyDiego gave an overview of...

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analyze the medical large claims experience study (mlces) with r

April 21, 2013
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not a survey, not even remotely current, the society of actuaries' medical large claims experience study (mlces) might be the best private health insurance claims data available to the public.  this data should be used to calibrate other data sets...

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Cut Dates Into Quarters

April 18, 2013
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Frequently I need to recode a date column to quarters. For example, at Excelsior College we have continuous enrollment so we report new enrollments per quarter. To complicate things a bit, our fiscal year starts in July so that July, August, and September represent the first quarter, January, February, and March are actually the third quarter. But sometimes...

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