# 2869 search results for "twitter"

## Applying Savitzky-Golay filters in “R”

March 20, 2012
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(This article was first published on NIR-Quimiometría, and kindly contributed to R-bloggers) When applying SG, we select a moving average window with an odd value “n” for the number of data points. SG fit a polynomial of “p” degree to this data points and give the value to the central point (this is the reason to have an odd...

## Infinite Mixture Models with Nonparametric Bayes and the Dirichlet Process

March 19, 2012
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Imagine you’re a budding chef. A data-curious one, of course, so you start by taking a set of foods (pizza, salad, spaghetti, etc.) and ask 10 friends how much of each they ate in the past day. Your goal: to find natural groups of foodies, so that you can better cater to each cluster’s tastes. For example, your...

## 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

## Useful R snippets

March 18, 2012
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In this post we collect several R one- or few-liners that we consider useful. As our minds tend to forget these little fragments we jot them down here so we will find them again. Indexing in nested loops Every once in a while I run a nested loop like the following one. Now if I

## Predicting Marketing Campaign with R

March 17, 2012
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In my last blog I created a mechanism to fetch data from Salesforce using rJava and SOQL. In this blog I am going to use that mechanism to fetch ad campaign data from salesforce and predict future ad campaign sales using R Let us assume that Salesforce has campaign data for last eight quarters.  This

## Cooling Stations

March 17, 2012
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Over the course of the past few years I have taking a look at cooling stations a few times but never in much depth. A few other people have looked at them, but usually without much rigor. The standard approach is to find some cooling stations and then conclude that somehow global warming is thereby

## simulated annealing for Sudokus [2]

March 16, 2012
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On Tuesday, Eric Chi and Kenneth Lange arXived a paper on a comparison of numerical techniques for solving sudokus. (The very Kenneth Lange who wrote this fantastic book on numerical analysis.) One of these techniques is the simulated annealing approach I had played with a long while ago.  They seem to use the same penalisation

## Montreal R Workshop: Likelihood Methods and Model Selection

March 16, 2012
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Monday, March 19, 2012  14h-16h, Stewart Biology N4/17 Corey Chivers, McGill University Department of Biology This workshop will introduce participants to the likelihood principal and its utility in statistical inference.  By learning how to formalize models through their likelihood function, participants will learn how to confront these models with data in order to make statistical

March 16, 2012
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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

## R gotcha for the week

March 15, 2012
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I use the biomaRt package from Bioconductor in almost every R session. So I thought I’d load the library and set up a mart instance in my ~/.Rprofile: On starting R, I was somewhat perplexed to see this error message: Twitter to the rescue. @hadleywickham told me to load utils first and @vsbuffalo explained that