This post will be about replicating the Marcos Lopez de Prado algorithm from his paper building diversified portfolios that outperform … Continue reading →
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This post will be about replicating the Marcos Lopez de Prado algorithm from his paper building diversified portfolios that outperform … Continue reading →
This is the second part of the series on Instrumental Variables. For other parts of the series follow the tag instrumental variables. In this exercise set we will build...
In April I attended the 2017 New York R conference, hosted by Lander Analytics and Work-Bench. It was both the third time the conference was held...
Introduction I spent good chunks of Friday, Saturday, and Sunday attempting to write another blog post on using R and the quantstrat package for backtesting, and all I have...
A debate about which language is better suited for Datascience, R or Python, can set off diehard fans of these languages into a tizzy. This post tries to look...
R is a very popular language for doing analytics, and particularly statistics, on your data. There are a number of R functions for reading in data, but most of...
Andar, lo que es andar, anduve encima siempre de las nubes (Del tiempo perdido, Robe) If you give importance to colours, maybe you know already COLOURlovers. As can be...
For my recently published paper, I produced not-so-standard figures that show the two step decomposition used in the analysis. Have a look:
Bioinformatics is an amalgamation Biology and Computer science.Biological Data is manipulated using Computers and Computer software’s in Bioinformatics. Biological Data includes DNA; RNA & Protiens. DNA & RNA is...
Many of my posts seem to begin with a link to a tweet, and this one falls into that pattern: And @_inundata is already working on a #rstats palette....
There will be a few posts about switching from plyr/reshape2 for data wrangling to the more contemporary dplyr/tidyr. My most common use of plyr looked something like this: we...
Shiny Application Layouts – Update Input In the ninth part of our series we will see the updated input scenario. This is different from the Dynamic UI example we...
Win-Vector LLC has recently been teaching how to use R with big data through Spark and sparklyr. We have also been helping clients become productive on R/Spark infrastructure through...
Continuing my examination of the individual level voting behaviour from the New Zealand Election Study, I wanted to look at the way individuals swap between parties, and between “did...
This week’s R bulletin will cover topics on how to list files, extracting file names, and creating a folder using R. Hope you like this R weekly bulletin. Enjoy...
I’ll admit I didn’t really know who Bill Nye was before yesterday. His name sounds a bit like Bill Nighy’s, that’s all I knew. But well science is all...
This is to announce that Münster now has its very own R users group! If you are from the area, come join us (or if you happen to know someone...
In the exercises below we cover the basics of functional programming in R( part 1 of a two series exercises on functional programming) . We consider recursion with R...
About the book This book applies tidy data principles to text analysis. The aim is to present tools to make many text mining tasks easier, more effective, and...
by Le Zhang (Data Scientist, Microsoft) and Graham Williams (Director of Data Science, Microsoft) The Azure Data Science Virtual Machine (DSVM) is a curated VM which provides commonly-used tools...
If you weren't able to make it to Chicago for R/Finance, the annual conference devoted to applications of R in the financial industry, don't fret: the entire conference is...
In this post, I describe the latest iteration of my automatic document production with R. It improves upon the methods used in Rtraining, and previous work on this topic...
Correspondence analysis is a popular data science technique. It takes a large table, and turns it into a seemingly easy-to-read visualization. Unfortunately,...
This document describes the ‘vwline’ package, which provides an R interface for drawing variable-width curves. The package provides functions to draw line segments through a set of locations, or...
In the crowded market space of data science and R language books, Lovelace and Gillespie’s Efficient R Programming...
I have used on.exit() for several years, but it was not until the other day that I realized a very weird thing about it: you’d better follow the default...
While the Riddler puzzle this week was anticlimactic, as it meant filling all digits in the above division towards a null remainder, it came as an interesting illustration of...
This set of exercises will help you to help you improve your skills with character functions in R. Most of the exercises are related with text mining, a statistical...
Shinydashboard 0.6.0 is now on CRAN! This release of shinydashboard was aimed at both fixing bugs and also bringing the package up to speed with users’ requests and Shiny...
