Monthly Archives: November 2011

The Global Earthquake Desktop

November 25, 2011
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The Global Earthquake Desktop

One of the first things I do over coffee each morning is scroll through the USGS earthquake RSS feeds.  In the era of free data and open source computing I asked myself, "Wouldn't it be better to visualize all of the earthquakes around the world r...

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..Some More Regex Examples Added to Collection

November 25, 2011
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..Some More Regex Examples Added to Collection

Find the below examples added to my list of regex-examples HERE. Read more »

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Working with isTRUE

November 25, 2011
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Working with isTRUE

This week I was running computations transforming some input files into output files. The problem was that it was a repeated process. If new input files were generated or old ones were updated I needed to calculate new output files. The transformation ...

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ConPA uses cloudnumbers.com as calculation backend

November 25, 2011
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ConPA uses cloudnumbers.com as calculation backend

ConPA is an asset allocation application using the classic Markowitz approach. For the calculations the open-source statistical programming language R is used. R scripts are executed on cloudnumbers.com’s computer clusters in the Cloud and the results are displayed by ConPA frontend. ConPA allows to set the investment date of the portfolio, the target return and

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Sending Email from R (using sendEmail)

November 25, 2011
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Sending Email from R (using sendEmail)

Like a lot of other R users I’ve felt the need for sending email from R. I haven’t surveyed CRAN for such a package but looked for the possibility of sending command line email in Windows. Found a nice application called sendEmail that can be found here Below are code snippets in R that will

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Pseudo-Random vs. Random Numbers in R

November 25, 2011
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Pseudo-Random vs. Random Numbers in R

Earlier, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in

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Introduction to Backtesting library in the Systematic Investor Toolbox

November 24, 2011
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Introduction to Backtesting library in the Systematic Investor Toolbox

I wrote a simple Backtesting library to evaluate and analyze Trading Strategies. I will use this library to present the performance of trading strategies that I will study in the next series of posts. It is very easy to write a simple Backtesting routine in R, for example: The code I implemented in the Systematic

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Matrix Package Doodling

November 24, 2011
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Matrix Package Doodling

Trying not to fall into Thanksgiving Day, football, coma.  So I started looking at the Matrix package.Started out by changing my code from before to create a matrix using the Matrix() function from the Matrix package.n = 4000c = Matrix(.9,n,n)for(...

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bounded normal mean

November 24, 2011
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bounded normal mean

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times,

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A Function for Adding up Matrices with Different Dimensions

November 24, 2011
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A Function for Adding up Matrices with Different Dimensions

I was unlucky finding a function that can handle matrices with different dimensions. Thus, I coded a little function that sums up matrices, also coping with matrices with different dimensions.Read more »

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