2796 search results for "twitteR"

A Heartfelt Thank You and the Resulting GSoC Project

February 21, 2012
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A Heartfelt Thank You and the Resulting GSoC Project

PerformanceAnalytics has long enjoyed contributions from users who would like to see specific functionality included. Diethelm Wuertz at ETHZ, who is the author and sponsor of all the various R/Metrics packages is one of those contributors. I first met Diethelm when he hosted a conference on high-frequency data in the early 1990′s (where we fretted

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Berkeley Earth Surface Temperature: V1.5

February 21, 2012
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Berkeley Earth Surface Temperature: V1.5

My R package designed to import all of the Berkeley Earth Surface temperature data is officially on CRAN, as BerkeleyEarth.  The version there is 1.3 and I’ve completed some testing with the help of David Vavra. The result of that is version 1.5 which is available here at the drop box. I’ll be posting that

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Multiple Factor Model – Building Risk Model

February 20, 2012
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Multiple Factor Model – Building Risk Model

This is the fourth post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building CSFB Factors, and I will show how to build a multiple factor risk model. For an example of the multiple factor risk models, please read following references:

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weird [lack of] control…

February 20, 2012
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weird [lack of] control…

When I ran I was expecting the same output as So this means that the dummy index in R “for” loops cannot be tweaked that easily. I seem to remember doing this kind of (dirty) tricks with earlier versions… Now, Alessandra and Robin think this is a good thing that the for loop is robust

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Cross validated question

February 19, 2012
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Cross validated question

Another problem generated by X’validated (on which I spent much too much time!): given an unbiased coin that produced M heads in the first M tosses, what is the expected number of additional tosses needed to get N (N>M) consecutive heads? Consider the preliminary question of getting a sequence of N heads out of k

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Standard Normal Variate (SNV)

February 19, 2012
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Standard Normal Variate (SNV)

(This article was first published on NIR-Quimiometría, and kindly contributed to R-bloggers) This is another pretreatment used quite often in Near Infrared to remove the scatter. It is applied to every spectrum individually. The average and standard deviation of all the data points for that spectra is calculated. Every data point of the spectra is substracted from the mean and...

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R for Quants, Part III (A)

February 18, 2012
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R for Quants, Part III (A)

This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading »

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Mid-February flotsam

February 17, 2012
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Mid-February flotsam

This coming Monday we start the first semester in Canterbury (and in New Zealand for that matter). We are all looking forward to an earthquake-free year; more realistically, I’d be happy with low magnitude aftershocks. The Wall Street Journal reports … Continue reading →

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Plotting the “Mean Spectrum”

February 17, 2012
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Plotting the “Mean Spectrum”

(This article was first published on NIR-Quimiometría, and kindly contributed to R-bloggers) Mean spectrum calculation is important: To center a matrix of spectra, we subtract the mean spectrum, from every spectrum in the matrix. There are also many options to use the mean spectrum, like average subsamples. Let´s calculate and plot the mean spectra for the Yarn NIR Data:...

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R for Quants, Part II (A)

February 16, 2012
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R for Quants, Part II (A)

This is the second part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading »

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