2070 search results for "twitteR"

Vectorize!

February 20, 2011
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Vectorize!

Here is an email sent by one of my students a few days ago: Do you know how to integrate a function with an  “if”? For instance: >X=rnorm(100) >Femp=function(x){ +   return(sum(X<x)) +} >integrate(Femp,0,1)$value does not work. My reply was that the fundamental reason it does not work is that integrate (or curve for instance)

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Dataset: Tweets from the Chinese Protests #cn220

February 20, 2011
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Dataset: Tweets from the Chinese Protests #cn220

  Earlier this week, I posted a ~100k tweet dataset on the #25bahman protests in Iran.  The corresponding figure of frequencies showed a strong presence on Twitter, with over 500 tweets per 5 minute period at peak.  You can download the … Continue reading →

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UseR! 2011 in Warwick

February 20, 2011
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UseR! 2011 in Warwick

This year useR! conference will take place in Warwick, on August 16-18.  It is being organised by the department of Statistics and funded by CRiSM and Revolution Analytics (providers of the R tee-shirt!). I wish I could attend but mid-August is usually associated with genuine (post-JSM) family vacations. Filed under: R, Statistics, University life Tagged:

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Open-sourcing some of my automation code

February 19, 2011
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Open-sourcing some of my automation code

To automate my trading I use a mix of scripts. Everything goes – R, Python, shell, C++, etc. For some time now I have been satisfied with the tools I have created. They run once a day, gather data from EODDATA, update the database, run some R magic to decide what needs to be done

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Parallel computation [permutations]

February 19, 2011
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Parallel computation [permutations]

François Perron is visiting me for two months from Montréal and, following a discussion about the parallel implementation of MCMC algorithms—to which he also contributed with Yves Atchadé in 2005—, he remarked that a deterministic choice of permutations with the maximal contrast should do better than random or even half-random permutations. Assuming p processors or

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R Bloggers: The Site I Wish Existed in 2007

February 19, 2011
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R Bloggers: The Site I Wish Existed in 2007

  My first experience with R was in 2007 as a sophomore in undergrad.  As part of a larger project on pricing day-ahead electricity futures, I wanted to cluster locational marginal price (LMP) data from the ISO-NE.  Something like k-means is easy … Continue reading →

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Some R Package Updates

February 18, 2011
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Packages for R are being added and updated so frequently now that it's tough to keep up with them all (the @CRANberriesFeed Twitter feed helps, though). But here are a couple of recent package updates that caught my eye: The Rcpp package for seamless integration between R and C++ has been updated. While most of the changes are under...

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Backtesting in Excel and R

February 17, 2011
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This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R.  The impetus for this series started with this tweet by Jared Woodard at Condor Options.  After Soren Macbeth introduced us, Jare...

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Backtesting in Excel and R

February 17, 2011
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This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R.  The impetus for this series started with this tweet by Jared Woodard at Condor Options.  After Soren Macbeth introduced us, Jare...

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Le Monde puzzle [#6]

February 17, 2011
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Le Monde puzzle [#6]

A simple challenge in Le Monde this week: find the group of four primes such that any sum of three terms in the group is prime and the overall sum is minimised. Here is a quick exploration by simulation, using the schoolmath package (with its imperfections): A=primes(start=1,end=53) lengthA=length(A) res=4*53 for (t in 1:10^4){ B=sample(A,4,prob=1/(1:lengthA)) sto=is.prim(sum(B))

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