Download and Plot Factor Returns from the Fama-French Research Data Library

March 18, 2019
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Download and Plot Factor Returns from the Fama-French Research Data Library

CategoriesGetting Data Tags Data Management Plot R Programming Since the initial publication of the Three Factor Model by Eugene Fama and Kenneth French in their influential 1993 paper (Common Risk Factors in the Returns of Stocks and Bonds) a lot of academic research has been dedicated to the analysis of factors driving security returns. With the rise of quantitative investment management, this field Related...

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Handling & Sharing PCAPs Like a Boss with PacketTotal

March 17, 2019
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The fine folks over at @PacketTotal bequeathed an API token on me so I cranked out an R package for it to enable more dynamic investigations work (RStudio makes...

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Code and Data in a large Machine Learning project

March 17, 2019
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We did a large machine learning project at work recently. It involved two data scientists, two backend engineers and a data engineer, all working on-and-off on the R code...

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Access the free economic database DBnomics with R

March 17, 2019
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Access the free economic database DBnomics with R

DBnomics : the world’s economic database Explore all the economic data from different providers (national and international statistical institutes, central banks, etc.), for free, following the link db.nomics.world. You can also retrieve...

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RQuantLib 0.4.8: Small updates

March 17, 2019
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A new version 0.4.8 of RQuantLib reached CRAN and Debian. This release was triggered by a CRAN request for an update to the configure.ac script which was easy...

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Rcpp 1.0.1: Updates

March 17, 2019
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Following up on the 10th anniversary and the 1.0.0. release, we excited to share the news of the first update release 1.0.1 of Rcpp. package turned ten on...

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Tipster Season

March 16, 2019
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Tipster Season

So it is approaching AFL mens season, which means that soon everyones twitter feed, Facebook and emails will get clogged up with various tipsters. People saying they have won...

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wrapr::let()

March 16, 2019
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I would like to once again recommend our readers to our note on wrapr::let(), an R function that can help you eliminate many problematic NSE (non-standard evaluation) interfaces (and...

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FWIW “The chance of the setwd() command having the desired effect – making the file paths work –…

March 16, 2019
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FWIW “The chance of the setwd() command having the desired effect – making the file paths work –…

FWIW “The chance of the setwd() command having the desired effect – making the file paths work – for anyone besides its author is 0%.” You should look into...

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How to create professional reports from R scripts, with custom styles.

March 16, 2019
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How to create professional reports from R scripts, with custom styles.

Introduction If the practical tips for R Markdown post we talked briefly about how we can easily create professional reports directly from R scripts, without the need for converting them...

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Version 0.7.1 of NIMBLE released

March 15, 2019
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Version 0.7.1 of NIMBLE released

We’ve released the newest version of NIMBLE on CRAN and on our website. NIMBLE is a system for building and sharing analysis methods for statistical models, especially for hierarchical...

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Adding Custom Fonts to ggplot in R

March 15, 2019
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Adding Custom Fonts to ggplot in R

ggplot – You can spot one from a mile away, which is great! And when you do it’s a silent The post Adding Custom Fonts to ggplot in R...

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littler 0.3.7: Small tweaks

March 15, 2019
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littler 0.3.7: Small tweaks

The eight release of littler as a CRAN package is now available, following in the thirteen-ish year history as a package started by Jeff in 2006, and joined by...

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Scraping old player data

March 15, 2019
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Scraping old player data

As its been pointed out to me on that it would be handy if within fitzRoy that it should contain past players data from footywire. So here is roughly how...

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How I implemented googleSignIn in R (shiny) and lived

March 15, 2019
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How I implemented googleSignIn in R (shiny) and lived

Known user identity when building shiny apps can sometimes come really handy. While you can implement your own user login, for instance using cookies, you can also use some...

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R and Python: Using reticulate to get the best of both worlds

March 15, 2019
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R and Python: Using reticulate to get the best of both worlds

We at STATWORX use mostly R or Python for our projects. But why not both? With the help of the reticulate package we can use Python within R. Here...

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Software Dependencies and Risk

March 15, 2019
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Software Dependencies and Risk

Dirk Eddelbuettel just shared an important point on software and analyses: dependencies are hard to manage risks. If your software or research depends on many complex and changing packages,...

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The Clash of the Titans in Test and ODI cricket

March 15, 2019
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The Clash of the Titans in Test and ODI cricket

Who looks outside, dreams; who looks inside, awakes. Show me a sane man and I will cure him for you. Carl Jung   We’re made of star stuff. We...

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#20: Dependencies. Now with badges!

March 14, 2019
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#20: Dependencies. Now with badges!

Welcome to post number twenty in the randomly redundant R rant series of posts, or R4 for short. It has been a little quiet since the previous post...

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sparklyr 1.0: Apache Arrow, XGBoost, Broom and TFRecords

March 14, 2019
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sparklyr 1.0: Apache Arrow, XGBoost, Broom and TFRecords

With much excitement built over the past three years, we are thrilled to share that sparklyr 1.0 is now available on CRAN! The sparklyr package provides an R interface to...

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EARL London abstract submission deadline – 31 March

March 14, 2019
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EARL London abstract submission deadline – 31 March

“EARL is a great Conference: it gives the opportunity of connecting with other companies that are using R for data analysis and getting inspired by their stories.” We have...

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How to select a seed for simulation or randomization

March 14, 2019
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If you need to generate a randomization list for a clinical trial, do some simulations or perhaps perform a huge bootstrap analysis, you need a way to draw random...

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Collecting Content Security Policy Violation Reports in S3 (‘Effortlessly’/’Freely’)

March 14, 2019
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In the previous post I tried to explain what Content Security Policies (CSPs) are and how to work with them in R. In case you didn’t RTFPost the TLDR...

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Pi day quiz

March 14, 2019
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Pi day quiz

Today is the Pi Day – an annual celebration of the mathematical constant Pi. It is observed every year on March 14, since Pi can be approximated by 3.14,...

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Simulating the Six Nations 2019 Rugby Tournament in R: Final Round Update

March 14, 2019
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Simulating the Six Nations 2019 Rugby Tournament in R: Final Round Update

In an earlier post I blogged how I had made a Monte Carlo simulation model of the Six Nations Rugby Tournament.  With the final round of the tournament approaching this Saturday,...

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Create interactive ggplot2 graphs with plotly

March 13, 2019
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Create interactive ggplot2 graphs with plotly

A tutorial showing how to create interactive ggplot2 graphs in R with the ploty package.

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On the poor performance of classifiers in insurance models

March 13, 2019
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On the poor performance of classifiers in insurance models

Each time we have a case study in my actuarial courses (with real data), students are surprised to have hard time getting a “good” model, and they are always...

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RStudio 1.2 Preview: Jobs

March 13, 2019
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RStudio 1.2 Preview: Jobs

When you run an R script in RStudio today, the R console waits for it to complete, and you can’t do much with RStudio until the script is finished...

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Zotero hacks: unlimited synced storage and its smooth use with rmarkdown

March 13, 2019
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Zotero hacks: unlimited synced storage and its smooth use with rmarkdown

Here is a bit refreshed translation of my 2015 blog post, initially published on Russian blog platform habr.com. The post shows how to organize a personal academic library of...

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