Monthly Archives: April 2011

Google Summer of Code Student Project Wins Statistical Software Award

April 28, 2011
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We are happy to report that one of the Google Summer of Code students from last year, Ian Fellows, has been awarded the John M. Chambers Statistical Software Award for his work with the R Project. This award will be presented at the annual Joint Statistical Meeting in August. Ian’s project involved extending...

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Importing RDF input in R for analysis

April 28, 2011
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August last year I asked on BioStar about how to import RDF into the R statistical package and at the time nothing seemed existing. Over the past few weeks I ported code I wrote for Bioclipse to create the rrdf package for R, which is now available fro...

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Can you do better than cap-weighted equity benchmarks?

April 28, 2011
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We're on our way to Chicago for the annual conference for R users in Finance, R/Finance 2011. Revolution Analytics is proud to once again sponsor this conference, and during the sponsor lunch session at noon on Saturday, we're honoured to have Guy Yollin show how the big-data capabilities of Revolution R Enterprise can be used for quantitative finance. Here...

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Data Aggregation in R: plyr, sqldf and data.table

April 28, 2011
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Data Aggregation in R: plyr, sqldf and data.table

I’ve also previously put up a couple of posts about aggregating data in R. In this post, I’m going to be trying some other alternative methods for aggregating the dataset. Before I begin, I’d like to thank Matthew Dowle for highlighting these to me. It’s a bit daunting at first, deciding which method of aggregating data is

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Day #30-31 errorbars here, errorbars there

April 28, 2011
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Today I have been playing with the errorbars from knime. To recreate the plot from http://flyordie.sin.khk.be/2011/04/20/day-27-a-lot-of-graphics-in-one-place/ I had to be able to create 2 y-axis, and multiple plots on 1 graph. At the end of the day I ...

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Job Search Part 5: It’s Policy Time!

April 27, 2011
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Job Search Part 5: It’s Policy Time!

This is the last post of this special mini-series on the job search and matching theory of unemployment. I will probably be extremely distracted for the next few months, including a month-long vacation in Europe to shake the horrors of undergrad off me...

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“Inside” Functors — Multiple Arguments

April 27, 2011
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“Inside” Functors — Multiple Arguments

Again for HTML reasons this has been taken to http://strugglingthroughproblems.blogspot.com/2011/04/inside-functors-multiple-arguments.html

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A test of Ledoit-Wolf versus a factor model

April 27, 2011
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A test of Ledoit-Wolf versus a factor model

Statistical factor models and Ledoit-Wolf shrinkage are competing methods for estimating variance matrices of returns.  So which is better?  This adds a data point for answering that question. Previously There are past blog posts on: the idea of variance matrices factor models of variance The data in this post are from the blog posts: “Weight … Continue reading...

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How to make 3-D graphics from SAS data

April 27, 2011
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How to make 3-D graphics from SAS data

The blog SAS Analysis shows how to create 3-D images from SAS data ... using R: Some SAS programmers like to use SAS/IML to call R’s functions . However, it seems that SAS/IML fails to work with the latest versions of R since 2.12 . Others tend to play tricks to call R into SAS’s data step...

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DST is a b!tch, be careful with POSIX in a stupid timezone

April 27, 2011
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DST is a b!tch, be careful with POSIX in a stupid timezone

At the department we have been analyzing some transaction data for some time. We got a new dataset with lots of transactions. Once you need interpurchase (IPT) times, posix is quite useful, as you can easily difference transactions to generate IPTs.So ...

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