462 search results for "knitr"

Volatility Regimes: Part 2

Volatility Regimes: Part 2

Adam Duncan from January, 2013Also avilable on R-bloggers.com Strategy Implications In this part of the volatility regimes analysis, we’ll use the regime identification framework established in part 1 to draw conclusions about which strategies work best is each regime. That should prove useful to us and goes a long way to answering the question, “What strategies should I be...

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Volatility Regimes: Part 1

Volatility Regimes: Part 1

This is a ‘do over’ of a project I started while at my former employer in the fall of 2012. I presented part 1 of this framework at the FX Invest West Coast conference on September 11, 2012. I have made some changes and expanded the analysis since then. Part 2 is complete and will follow this post in...

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Feature Selection Strikes Back (Part 1)

April 29, 2013
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Feature Selection Strikes Back (Part 1)

In the feature selection chapter, we describe several search procedures ("wrappers") that can be used to optimize the number of predictors. Some techniques were described in more detail than others. Although we do describe genetic algorithms and how they can be used for reducing the dimensions of the data, this is the first of series of blog posts that...

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Using plyr and doMC for quick and easy apply-family functions

April 26, 2013
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Using plyr and doMC for quick and easy apply-family functions

A few weeks back I dedicated a short amount of time to actually read what plyr (Wickham, 2011) is about and I was surprised. The whole idea behind plyr is very simple: expand the apply() family to do things easy. plyr has...

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Banging on the JGBs

April 17, 2013
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Since I have not posted in quite a while, I wanted to let everyone know that I am still alive and kicking.  The resurrection of excitement (opportunity) in the markets, quarterly reporting cycle, and the overwhelming number of unbelievable R/javascript releases have kept me from writing something good enough to justify a post.   In the markets, Japan and gold...

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Interview with a forced convert from Matlab to R

April 17, 2013
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Interview with a forced convert from Matlab to R

Here is an interview with Ron Hochreiter, Assistant Professor at WU Vienna University Economics and Business. In 25 words or less tell us what you do (using German words is cheating). I consider myself as a data scientist (teaching and research) with roots in Mathematical Programming, i.e. Optimization under Uncertainty (Stochastic Programming). You were an The post Interview...

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Travis CI for R! (not yet)

April 12, 2013
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Travis CI for R! (not yet)

A few days ago I wrote about Travis CI, and was wondering if we could integrate the testing of R packages into this wonderful platform. A reader (Vincent Arel-Bundock) pointed out in the comments that Travis was running Ubuntu that allows you to install software packages at your will. I took a look at the documentation, and realized...

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Highlight cells in markdown tables

April 10, 2013
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Highlight cells in markdown tables

Although I have always wanted to add such feature to pander, a recent question on SO urged me to create some helper functions so that users could easily highlight some rows, columns or even just a few cells in a table and export the result to markdown,...

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Changing figure options mid-chunk (in a loop) using the pander package.

April 9, 2013
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Changing figure options mid-chunk (in a loop) using the pander package.

I wrote already about changing figure options mid-chunk in reproducible research. This can be important  e.g. if you are looping through a dataset to produce a graphic for each variable but the figure width or height need to depend on properties of the variables, e.g. if you are producing histograms and want the figures to

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Multiple pairwise comparisons for categorical predictors

April 5, 2013
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Multiple pairwise comparisons for categorical predictors

Dale Barr (@datacmdr) recently had a nice blog post about coding categorical predictors, which reminded me to share my thoughts about multiple pairwise comparisons for categorical predictors in growth curve analysis. As Dale pointed out in his post, the R default is to treat the reference level of a factor as a...

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