2006 search results for "MAP"

Using Text Mining to Find Out What @RDataMining Tweets are About

November 8, 2011
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Using Text Mining to Find Out What @RDataMining Tweets are About

This post shows an example on text mining of Twitter data with R packages twitteR, tm and wordcloud. Package twitteR provides access to Twitter data, tm provides functions for text mining, and wordcloud visualizes the result with a word cloud. … Continue reading →

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Rcpp talk at Seattle RUG next month

November 6, 2011
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The Seattle R User Group was kind enough to invite me to give a talk about R, C++ and Rcpp.So if you can make it to the Thomas building of the Fred Hutchinson Cancer Research Center in Seattle, WA, on December 7, I would love to see you there. I ha...

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Modern Portfolio Optimization Theory: The idea

November 3, 2011
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Modern Portfolio Optimization Theory: The idea

We were recently given a lecture (by Dr. Susan Thomas) on Harry Markowitz portfolio optimization theory, and I was really fascinating with the noble laureate's story of how he found it difficult to convince his guide about the importance of h...

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Maximizing Omega Ratio

November 3, 2011
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Maximizing Omega Ratio

The Omega Ratio was introduced by Keating and Shadwick in 2002. It measures the ratio of average portfolio wins over average portfolio losses for a given target return L. Let x.i, i= 1,…,n be weights of instruments in the portfolio. We suppose that j= 1,…,T scenarios of returns with equal probabilities are available. I will

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Use case: combining taxize and rgbif

November 1, 2011
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Use case: combining taxize and rgbif

Sure thing….this is just the sort of thing for which rOpenSci is being built. A colleague of mine recently saw our packages in development and thought, “Hey, that could totally make my life easier.”   What was made easier you ask?   This was his situation: He had a list of ca. 1200 species of

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Minimizing Downside Risk

November 1, 2011
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Minimizing Downside Risk

In the Maximum Loss and Mean-Absolute Deviation risk measures, and Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR) posts I started the discussion about alternative risk measures we can use to construct efficient frontier. Another alternative risk measure I want to discuss is Downside Risk. In the traditional mean-variance optimization both returns above and

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Halloween 2011 count

October 31, 2011
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Halloween 2011 count

We don’t get many kids seeking candy at our house. I’m not sure if there just aren’t many kids in the neighborhood, or if it’s our location (next to the pond, with a big gap before the next house). I decided to keep track. As usual, we bought a huge bag of candy, and we

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Migrating from SPSS/Excel to R, Part 3: Preparing your Data

October 29, 2011
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Migrating from SPSS/Excel to R, Part 3: Preparing your Data

In this post, I describe how to prepare your data for migrating between SPSS/Excel and R. This is the third …Continue reading »

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R versus SAS/SPSS in corporations

October 28, 2011
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R versus SAS/SPSS in corporations

A recent question on one of the LinkedIn groups about the advantages of using R over commercial tools like SAS or IBM SPSS Modeller drew lots of comments for R. We like R a lot and we use it...

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A New Dimension to Principal Components Analysis

October 27, 2011
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A New Dimension to Principal Components Analysis

In general, the standard practice for correcting for population stratification in genetic studies is to use principal components analysis (PCA) to categorize samples along different ethnic axes.  Price et al. published on this in 20...

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