1286 search results for "Excel"

Data Analysis Training

March 20, 2012
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Data Analysis Training

I'm training some of my colleagues on Big'ish data analysis this week. Here's how I'm running the class. Would love your ideas to make it better. CLASS OBJECTIVES (LEARNING OUTCOMES)After completion of the course, you will be able to:Understand concept...

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Backtesting Asset Allocation portfolios

March 18, 2012
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Backtesting Asset Allocation portfolios

In the last post, Portfolio Optimization: Specify constraints with GNU MathProg language, Paolo and MC raised a question: “How would you construct an equal risk contribution portfolio?” Unfortunately, this problem cannot be expressed as a Linear or Quadratic Programming problem. The outline for this post: I will show how Equal Risk Contribution portfolio can be

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Download and Parse DJ/UBS Commodities Indexes

March 16, 2012
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Download and Parse DJ/UBS Commodities Indexes

Here is another data downloading and parsing script, this one for the Dow Jones/UBS Commodities Indexes. Compared to the last post, this parser deals with multiple sheets and multiple columns in each sheet. It also constructs monthly series from the daily data, and stores it using a different symbol. Finally, it’s a good example of

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The Anachronism Machine: The Language of Downton Abbey

March 15, 2012
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The Anachronism Machine: The Language of Downton Abbey

I've recently become hooked on the TV series Downton Abbey. I'm not usually one for costume dramas, but the mix of fine acting, the intriguing social relationships, and the larger WW1-era story make for compelling viewing. (Also: Maggie Smith is a treasure.) Despite the widespread criticial acclaim, Downton has met with criticism for some period-innapropriate uses of language. For...

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Plotting individual growth charts

March 14, 2012
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Plotting individual growth charts

This R code draws individual growth plots as shown in “Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence” by Judith D. Singer and John B. Willett, an excellent book on multilevel modeling and survival analysis. This code recreates figure … Continue reading →

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Plotting forecast() objects in ggplot part 1: Extracting the Data

March 13, 2012
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Lately I've been using Rob J Hyndman's excellent forecast package. The package comes with some built in plotting functions but I found I wanted to customize and make my own plots in ggplot. In order to do that, I need a generalizable function that will...

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Plotting forecast() objects in ggplot part 1: Extracting the Data

March 13, 2012
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Lately I've been using Rob J Hyndman's excellent forecast package. The package comes with some built in plotting functions but I found I wanted to customize and make my own plots in ggplot. In order to do that, I need a generalizable function that will...

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R code for Chapter 2 of Non-Life Insurance Pricing with GLM

March 13, 2012
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R code for Chapter 2 of Non-Life Insurance Pricing with GLM

We continue working our way through the examples, case studies, and exercises of what is affectionately known here as “the two bears book” (Swedish björn = bear) and more formally as Non-Life Insurance Pricing with Generalized Linear Models by Esbjörn Ohlsson and Börn Johansson (Amazon UK | US). At...

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Early-March flotsam

March 8, 2012
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Early-March flotsam

It has been a strange last ten days since we unexpectedly entered grant writing mode. I was looking forward to work on this issue near the end of the year but a likely change on funding agency priorities requires applying … Continue reading →

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How to create a data frame from text submitted in a textarea with FastRWeb

March 8, 2012
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How to create a data frame from text submitted in a textarea with FastRWeb

In this article, I show you how to create a data.frame from a text submitted in a textarea field with FastRWeb. Requirements FastRWeb installed Knowledge of webforms ?read.table Experience in HTML5 Submit This example needs two scripts. The first one contains the webform. I wrote a FastRWeb script in order to work in /var/FastRWeb/web.R/. This

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