2145 search results for "twitteR"

Introduction to Cointegration and Pairs Trading

April 15, 2011
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Introduction to Cointegration and Pairs Trading

Introduction Suppose you see two drunks (i.e., two random walks) wandering around. The drunks don’t know each other (they’re independent), so there’s no meaningful relationship between their paths. But suppose instead you have a drunk walking with her dog. This … Continue reading →

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Friday Function: setInternet2

April 15, 2011
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Friday Function: setInternet2

Corporate IT networks are a pain for programmers. Ideally, when programming, you want the freedom to download, install and run any software that you want. Unfortunately, in the interests of security, many programmers find themselves a little restricted at the office. (I’m sure that many network admins will protest that the situation works both ways

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R 2.12 to 2.13 package upgrade

April 14, 2011
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R 2.12 to 2.13 package upgrade

If you: use Linux have just upgraded your R installation from 2.12 to 2.13 installed some/all of your packages in your home area (e.g. ~/R/i486-pc-linux-gnu-library/2.12) and… …are wondering why R can’t see them any more just do this: # at a shell prompt cp ~/R/i486-pc-linux-gnu-library/2.12 ~/R/i486-pc-linux-gnu-library/2.13 # in R console update.packages(checkBuilt=TRUE, ask=FALSE) # back to

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Problems with ggplot2 0.8.9 and R 2.13.0 on Mac OS X via plyr 1.5

April 14, 2011
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This morning I tried to completely update my R installation. I first dumped a list of all the packages I have on my system using the installed.packages() function. Then I installed R 2.13.0 using the OS X disk image. And finally I reinstalled all of my packages from scratch. Unfortunately, I ran into some serious

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In case you missed it: March Roundup

April 14, 2011
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In case you missed them, here are some articles from February of particular interest to R users. The doSMP package, which enables parallel processing for R on multiprocessor machines, is now available on CRAN. The Offensive Politics blog provided R code used to make a map of precinct returns in the Chicago mayoral election. A connector to integrate R...

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ARMA Models for Trading, Part I

April 14, 2011
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ARMA Models for Trading, Part I

Lately I have been testing trading models based on methods from various fields: statistics, machine learning, wavelet analysis and others. And I have been doing all that in R! In this series, I will try to share some of these efforts starting with the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a

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Mixtures in Madrid (3)

April 14, 2011
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Mixtures in Madrid (3)

For my second lecture today, I need to plot a likelihood surface for a basic two-component mixture with only the means unknown: here is the R code to speed up things llsurf=function(trumyn=2.,wayt=.3,var2=1.,ssiz=500){ # draws the log-likelihood surface and a random sample sd2=sqrt(var2) parti=(runif(ssiz)>wayt) sampl=(1-parti)*rnorm(ssiz)+parti*(trumyn+sd2*rnorm(ssiz)) mu2=mu1=seq(min(sampl),max(sampl),.1) mo1=mu1%*%t(rep(1,length(mu2))) mo2=(rep(1,length(mu2)))%*%t(mu2) ca1=-0.5*mo1*mo1 ca2=-0.5*mo2*mo2 like=.1*(ca1+ca2) # log prior N(0,10) for

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Le Monde puzzle #13

April 13, 2011
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Le Monde puzzle #13

This week, Le Monde offers not one but three related puzzles: Is it possible to label the twelve edges of a cube by consecutive numbers such that the sum of the edge numbers at any of the eight nodes is constant? Is it possible to label the eight nodes of a cube by consecutive numbers

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Journal of Statistical Software. Vol. 40

April 12, 2011
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The latest edition of the Journal of Statistical Software is out, with plenty of interesting articles for R users. A must-read is Hadley Wickham's article on "The Split-Apply-Combine Strategy for Data Analysis", which makes a compelling argument for the use of the plyr package to partition datasets and apply sub-group analyses. Also, anyone who hasn't yet purchased a copy...

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Monday Links: 23andMe, RStudio, PacBio+Galaxy, Data Science One-Liners, Post-Linkage RFA, SSH

April 11, 2011
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Monday Links: 23andMe, RStudio, PacBio+Galaxy, Data Science One-Liners, Post-Linkage RFA, SSH

Lately I haven't written as many full length posts as usual, but here's a quick roundup of a few links I've shared on Twitter (@genetics_blog) over the last week:First, 23andMe is having a big DNA Day Sale ($108) for the kit + 1 year of their personal ...

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