Yesterday I pushed an update of my analogue package to CRAN. The new version is 0.8-0 and contains some new functions, several bug fixes and a major change arising from additions to R 2.14.x requiring all packages to have a … Continue reading →
169 search results for "pca"
New version of analogue (0.8-0)
Installing quantstrat from R-forge and source
R is used extensively in the financial industry; many of my recent clients have been working in or developing products for the financial sector. Some common applications are to use R to analyze market data and evaluate quantitative trading strategies. Custom solutions are almost always the best way to do this, but the quantstrat package
The post Installing...
R in Axys (Impossible Dream)
It has always been a dream of mine to incorporate R graphs and analysis in an Advent Axys report. The unbelievable work from the guys at Statconn http://rcom.univie.ac.at/ make this dream possible. If we use the same perhstsp.rep created fo...
Optimization for Finance with R
Last year, the Statistics and Mathematics Department of the Vienna University School of Economics and Business presented a research seminar series on optimization, taught by R Core Group member Kurt Hornik (with Ronald Hochreiter and Stefan Theussl). Even if you couldn't make it to Austria to attend the course, the course materials are available online, and make an excellent...
NIPALS: Principal Components Analysis with "R" (Part: 002)
We started some posts based on the tutorials of:"Multivariate Statistical Analysis using the R package chemometrics"The first post was:Principal Components Analysis with "R" (Part: 001)Now we continue with a second part.The graphics help us to dec...
Top 20 R posts of 2011 (and some R-bloggers statistics)
R-bloggers.com is now two years young. The site is an (unofficial) online R journal written by bloggers who agreed to contribute their R articles to the site. In this post I wish to celebrate R-bloggers’ second birthmounth by sharing with you: Links to the top 20 posts of 2011 Statistics on “how well” R-bloggers did
Modelling returns using PCA : Evidence from Indian equity market
As my finance term paper, I investigated an interesting question where I tried to identify macroeconomic variables that explain the returns on equities. Much of the debate has already taken place on this topic which has given rise to two competing theo...
Rcpp 0.9.8
A new release 0.9.8 of Rcpp is now on CRAN and will also get into Debian shortly (once I finish building R 2.14.1). This release contains a few incremental changes. Romain, sponsored by by the Open Source Programs Office at Google, had released a...
IRIS Flower Data Set (R-002)
Ver primero: IRIS Flower Data Set (R-001)See first: IRIS Flower Data Set (R-001)El comando "summary" nos ayuda a comprender la importancia de cada componente principal:Los "eigenvalues" son las desviacion...
Pairs for the "P" (loadings) matrix
Ver primero: PCA file calculation with "R"See first: PCA file calculation with "R"Podemos ver los diferentes planos que forman los PCs entre sí, con la función "Pairs" de "R".We can see all the combinat...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
