Before starting Part 2, please see Bonds as a Casino Game Part 1. For the Monte Carlo random simulation purists, please ignore some unimportant technicalities in my simulation. To spoil the fun, here is the conclusion: Any way you look at ...

As Jian-Feng rightly pointed out in a comment on my guide to setting up snow on the OSC cluster, it was probably somewhat cavalier of me to say: Getting snow to run properly on single machines, or ever with a cluster of … Continue reading →

Over the last several days, I have had the “pleasure” of getting parallel processing with R running on the the Ohio Supercomputer Center’s (OSC) Glenn cluster. I am working on a project that uses GenMatch from Sekhon’s Matching, which uses … Continue reading →

Today Left Censored became a contributor to R-Bloggers. If you’ve never heard of it, R-Bloggers is a blog aggregator that brings together R-related posts from a large number of blogs across the Internet. It’s an excellent resource for those who … Continue reading →

This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R. It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R. It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

Here are the results of a "Curse of Dimensionality" homework assignment for Terran Lane's Introduction to Machine Learning class. Pretty pictures, interesting results, and a good exercise in explicit parallelism with R. It's neat to see distance scaling linearly with standard deviation, and linearly with the Lth-root...

I am a regular reader of the FlowingData blog by Nathan Yau. It is an excellent reference for anyone interested in statistical visualization of data. One of his posts that caught my attention was a visualization of the growth of Walmart in the US. Given my research interests in retail, it was a fascinating insight