Monthly Archives: September 2012

Variability of garch estimates

September 17, 2012
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Variability of garch estimates

Not exactly pin-point accuracy. Previously Two related posts are: A practical introduction to garch modeling garch and long tails Experiment 1000 simulated return series were generated.  The garch(1,1) parameters were alpha=.07, beta=.925, omega=.01.  The asymptotic variance for this model is 2.  The half-life is about 138 days. The simulated series used a Student’s t distribution … Continue reading...

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Create Beamer/knitr Lecture Slideshow with Bash, Explain the Script with knitr

September 17, 2012
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Setting up a beamer slideshow is tedious. Creating new slideshows with the same header/footer/style files every week for your course lectures is very very tedious. To solve this problem I created a simple bash shell script. When you run the script in...

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Scholarly metadata from R

September 17, 2012
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Metadata! Metadata is very cool. It's super hot right now - everybody is talking about it. Okay, maybe not everyone, but it's an important part of archiving scholarly work. We are working on a repo on GitHub rmetadata to be a one stop shop for quer...

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Online Questionnaire & Report Generation with Google Drive & R

September 17, 2012
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Here's how I did it in 3 easy steps: (1) Set up a form in Google Docs/Drive. (2) Choose "Actions" and "Embed in Website" to get the URL for the iframe and put it in a post, like below. Then, go to the spreadsheet view of the form on Google Docs/Drive a...

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Etymology

September 16, 2012
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Chris and I started this blog as an outlet for the work we were already doing every day: writing code and trying to avoid forgetting how we wrote it. To that end, gist.github.com is an extremely useful resource, and this blog allows us to add a little ...

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Changes in optimization performance of gcc over time

September 16, 2012
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Changes in optimization performance of gcc over time

The SPEC benchmarks came out a year after the first release of gcc (in fact gcc was and still is one of the programs included in the benchmark). Compiling the SPEC programs using the gcc option -O2 (sometimes -O3) has always been the way to measure gcc performance, but after 25 years does this way

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The R-Podcast Episode 10: Adventures in Data Munging Part 2

September 16, 2012
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I’m happy to present episode 10 of the R-Podcast! Season 1 of the R-Podcast concludes with part 2 of my series on data munging, in which I discuss issues surrounding importing data sets contained in HTML tables. I share how I used the XML and RCurl packages to validate and import data from hockey-reference.com for

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What’s the smallest amount you can’t make with 5 coins ?

September 16, 2012
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What’s the smallest amount you can’t make with 5 coins ?

My amazing, awesome wife often comes up with the little puzzles for our amazing children, and this one seemed destined to be solved in R. So, using up to 5 coins (1p, 2p, 5p, 10p, 20p and 50p) first she asked our kids whether they could make every val...

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New version of devtools: 0.8

September 16, 2012
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New version of devtools: 0.8

We’re pleased to announce a new version of devtools, the package that makes R package development easy. The main features in this version are: A complete rewrite of the code loading system which simulates namespace loading much more accurately – this means using load_all is much closer to installing and loading the package. It also

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Confidence Regions for Regression Coefficients

September 16, 2012
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Confidence Regions for Regression Coefficients

Let’s consider the usual linear regression model, with the full set of assumptions:                     y = Xβ + ε ;    ε ~ N , (1)where X is a non-random (n × k) mat...

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