2875 search results for "twitteR"

Euro2012 Viz: Second Group Games

June 16, 2012
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Euro2012 Viz: Second Group Games

The second round of group games ended last night (sadly with Sweden’s elimination). Here is what the last number of days has done to the plots.

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Carnon [and Core, end]

June 15, 2012
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Carnon [and Core, end]

Yet another full day working on Bayesian Core with Jean-Michel in Carnon… This morning, I ran along the canal for about an hour and at last saw some pink flamingos close enough to take pictures (if only to convince my daughter that there were flamingos in the area!). Then I worked full-time on the spatial

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Using R in/for Governments

June 15, 2012
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Using R in/for Governments

Recently British government (by Office  of National Statistics: ONS) just published their version of R manual for analysis of the government survey. The links to PDF and MS word versions of the manual including the R syntax are as below. Note: The R syntax link is not working now. I am contacting the ONS, hope

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Standard, Robust, and Clustered Standard Errors Computed in R

June 15, 2012
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Standard, Robust, and Clustered Standard Errors Computed in R

Where do these come from? Since most statistical packages calculate these estimates automatically, it is not unreasonable to think that many researchers using applied econometrics are unfamiliar with the exact details of their computation. For the purposes of illustration, I am going to estimate different standard errors from a basic linear regression model: , using the

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In case you missed it: May 2012 Roundup

June 13, 2012
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In case you missed them, here are some articles from May of particular interest to R users. R tops the annual KDNuggets Data Mining Software poll for the first time. R 2.15.1 is scheduled for June 22. (Revolution R Enterprise 6, released on June 5, is based on 2.14.2.) A tutorial uses R, Hadoop, and the RHadoop project to...

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Visualizing Euro 2012: First Group Games

June 12, 2012
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Visualizing Euro 2012: First Group Games

Now that every team has played a match it will be interesting to see how this has affected the (inverse) odds of victory. Since the plot in my last post was a bit ‘busy’, I have decided to use the facet_wrap function in gglplot2 to stratify by group. Also, re-producing the ‘busy’ plot from the

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Volatility Position Sizing 2

June 11, 2012
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Volatility Position Sizing 2

I have discussed Volatility Position Sizing in the Volatility Position Sizing to improve Risk Adjusted Performance post using the Average True Range (ATR) as a measure of Volatility. Today I want show how to use historical volatility to adjust portfolio leverage. Let’s start with Buy and Hold strategy using SPY and rescale it to the

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\verbatim [beamer package]

June 11, 2012
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\verbatim [beamer package]

Once again working on my slides for the AMSI Lecture 2012 tour, it took me a while to get the following LaTeX code (about the family reunion puzzle) to work: \begin{frame} \slidetitle{A family meeting} \begin{block}{Random switch of couples} \only<1>{ \begin{itemize} \item Pick two couples at random with probabilities proportional to the

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Do you still have time to sleep ?

June 11, 2012
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Do you still have time to sleep ?

Last week, @3wen (Ewen) helped me to write nice R functions to extract tweets in R and build datasets containing a lot of information. I've tried a couple of time on my own. Once on tweet contents, but it was not convincing and once on the activit...

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Simulating Euro 2012

June 11, 2012
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Simulating Euro 2012

Why settle for just one realisation of this year’s UEFA Euro when you can let the tournament play out 10,000 times in silico? Since I already had some code lying around from my submission to the Kaggle hosted 2010 Take on the Quants challenge, I figured I’d recycle it for the Euro this year. The

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