August 2012

Project Euler — problem 18

August 15, 2012 | Tony

The 18th Euler problem is sorta a route finding problem. It has occupied my mind for two days. Finally I came up to a clever solution. Find the maximum total from top to bottom of the triangle below: 75 95 64 17 … Continue reading → [Read more...]

Some Quirks of the R Language

August 14, 2012 | wrathematics

R is my favorite programming language.  It's just so useful for getting work done.  Sometimes people will complain that R is a difficult language.  To me, this begs the questions:  difficult for what?  And for whom?  I personally think R is just about the easiest thing in the world for ... [Read more...]

Minimum Expected Shortfall, Part 2

August 14, 2012 | DomPazz

Previously, we setup the problem of constructing a minimum expected shortfall portfolio.   We exported the portfolio weights from each quarterly rebalancing into R objects. This post will process those weights and compare the portfolio s... [Read more...]

The Statistical Sleuth (second edition) in R

August 14, 2012 | Nick Horton

For those of you who teach, or are interested in seeing an illustrated series of analyses, there is a new compendium of files to help describe how to fit models for the extended case studies in the Second Edition of the Statistical Sleuth: A Course in... [Read more...]

Is gas cheaper than it used to be?

August 14, 2012 | David Smith

Biostatistician and R user Matt Cooper noticed recently that the price he pays for petrol (gasoline) at the pump in Perth, Australia was about the same as he was paying four years ago. Nonetheless, inflation has marched on over the years, so does that mean petrol is effectively cheaper now ... [Read more...]

Math Constants in C++

August 14, 2012 | QuantTrader

Some of my colleagues didn't know that you can use mathematical constants that are part of "cmath". Here is the small snippet that shows how to use PI from cmath library. Be aware that you need to write "#define _USE_MATH_DEFINES" before you include cm... [Read more...]

Bank of America 1% Cash Rewards Aren’t Really 1%

August 14, 2012 | BioStatMatt

Bank of America (BoA) has a "Cash Rewards" credit card that pays "1% cash back everywhere, every time"1. But if you read the fine print, it's clear that the reward is almost always less than 1%. Here's the relevant sentence from the terms and conditions2: Fractions are truncated at the 100th decimal ... [Read more...]

Custom axis transformations in ggplot2

August 14, 2012 | Paul Hiemstra

To apply a data transformation on an axis in a ggplot, you can use coordinate transformations. For more detail see the ggplot2 documentation. A number of coordinate transformations is available, including log10 and sqrt. However, if you want to perform… See more › [Read more...]

How to branch/fork a (StatET) project with SVN

August 14, 2012 | danganothererror

I was introduced to version control at the 2011 Belgrade R+OSGeo in higher education summer school. I’ve been using it in my daily work ever since. Recently the need to branch my project came up and this post describes how after a few hours of reading teh internets satisfied ... [Read more...]

Random and fixed effects in sensory profiling

August 14, 2012 | Wingfeet

I am reading Introduction into mixed modelling by N.W. Galway. It is partly a repeat of things I know, but I expect to use mixed models quite a lot the coming time, so it is good to repeat these things.My problem with this book is a sensory exampl...
[Read more...]

London 2012 Olympics — medal statistics

August 14, 2012 | Tony

The 2012 Olympic Games officially ended this Sunday in London. Although I missed most of the games, I was still entertaining myself with some hilarious news, such as Thomas’s re-diving. So much fun. I would remember this for years :) Games ended. … Continue reading → [Read more...]

The essence of a handwritten digit

August 13, 2012 | Corey Chivers

If you haven’t yet discovered the competitive machine learning site kaggle.com, please do so now. I’ll wait. Great – so, you checked it out, fell in love and have made it back. I recently downloaded the data for the getting started competition. It consists of 42000 labelled images (28×28) of ... [Read more...]

Adaptive Asset Allocation

August 13, 2012 | systematicinvestor

Today I want to highlight a whitepaper about Adaptive Asset Allocation by Butler, Philbrick and Gordillo and the discussion by David Varadi on the robustness of parameters of the Adaptive Asset Allocation algorithm. In this post I will follow the steps of the Adaptive Asset Allocation paper, and in the ... [Read more...]

RInside 0.2.7

August 13, 2012 | Thinking inside the box

A new version 0.2.7 of RInside is now available via CRAN. RInside provides a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided by the Rcpp R and C++ integrati... [Read more...]
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