738 search results for "finance"

BLAS, BLASter, BLAStest: Some benchmark results, and a benchmarking framework

September 15, 2010
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BLAS, BLASter, BLAStest: Some benchmark results, and a benchmarking framework

Usage of accelerated BLAS libraries seems to shrouded in some mystery, judging from somewhat regularly recurring requests for help on lists such as r-sig-hpc (gmane version), the R list dedicated to High-Performance Computing. Yet it doesn't have to be...

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Missing Data in R

September 12, 2010
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Missing Data in R

Probably all of us have met the issue of handling missing data, from the basic portfolio correlation matrix estimation, to advanced multiple factor analysis, how to impute missing data remains a hot topic. Missing data are unavoidable, and more encompassing than the ubiquitous association of the term, irgoring missing data will generally lead to biased estimates. The...

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R Reshape Package

September 6, 2010
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R Reshape Package

Some of you may know this R reshape package already, I have started to play with it after the post Handling Large CSV Files in R. It is really an excellent one worthing a new post to introduce formally.What is reshape package? reshape: Flexibly reshape data, Reshape lets you flexibly restructure and aggregate data using just two...

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Better than Average

August 31, 2010
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Better than Average

The NIST's The Engineering Statistics Handbook includes an Introduction to Time Series Analysis which provides a great way of demonstrating how R can be used to make such calculations.  This post replicates the analys...

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Better than Average

August 31, 2010
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Better than Average

The NIST's The Engineering Statistics Handbook includes an Introduction to Time Series Analysis which provides a great way of demonstrating how R can be used to make such calculations.  This post replicates the analys...

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US House Election Results Visualized Five Ways

August 30, 2010
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US House Election Results Visualized Five Ways

The Democratic major-party vote share of US House elections 2002-2008 visualized 5 different ways.

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What the hell is a variance matrix?

August 25, 2010
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What the hell is a variance matrix?

When I first came to finance, I kept hearing about “risk models”. I wondered, “What the hell is a risk model?” Of course, I didn’t say this out loud — that would have given the game away.  My wife has strict instructions that she is to be the only one to know that I’m an … Continue reading...

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Tips for the R beginner (a 5 page overview)

August 23, 2010
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In this post I publish a PDF document titled “A collection of tips for R in Finance”. It is a basic 5 page introduction to R in finances by Arnaud Amsellem (linked in profile). The article offers tips related to the following points: Code Editor Organizing R code Update packages Getting external data into R Communicating with external applications...

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In case you missed it: July Roundup

August 16, 2010
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In case you missed them, here are some articles from July of particular interest to R users. We reviewed the updates to Hadley Wickham's ggplot2 and plyr packages. We linked to an article about R co-creator Ross Ihaka in New Zealand's Sunday Star Times. We noted that the presentations from the R/Finance 2010 conference are available for download. We...

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Handling Large CSV Files in R

A follow-up of my previous post Excellent Free CSV Splitter. I asked a question at LinkedIn about how to handle large CSV files in R / Matlab. Specifically, Quotationsuppose I have a large CSV file with over 30 million number of rows, both Matlab / R lacks memory when importing the data. Could you...

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