2012

Shootout 2012: Test & Val Sets proyections

November 7, 2012 | jrcuesta

It is obvious (after seeing the spectra of the calibration set), that we have at least three clusters, and that this can be related with the concentration of the active ingredient in the tablets. If we see the scores in the PC1-PC2 score map we will se...
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Cash–Opportunity Lost or Opportunity Gained

November 7, 2012 | klr

Tom Brakke from http://researchpuzzle.com/ wrote a great thought piece Cash as Trash, Cash as King, and Cash as a Weapon for the CFA Institute blog.  My favorite part comes in the last paragraph: “That’s the kind of analysis that should be br...
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Make your own electoral map

November 7, 2012 | is.R()

You’ve already seen everyone else’s electoral map (see this amazing array of maps from 2008), how would you like to make your own? Today’s Gist allows you to do just that — input (manually!) state-by-state results, and output a... [Read more...]

Project Euler — problem 22

November 7, 2012 | Tony

Just had my supper. Stomach is full of stewed beef and potato.  I’d like to solve the 22nd Euler problem before tonight work (right, I’ll work late in my office). Using names.txt (right click and ‘Save Link/Target As…’), a 46K text file containing over … Continue reading → [Read more...]

Gotcha!

November 7, 2012 | Gianluca Baio

I should start this with a disclaimer, ie that I'm not really claiming any "success" with this post. But I find it quite interesting that the estimations I produced with this very, very simple model turned out to be quite good.The idea was to use the e... [Read more...]

2012-9 Writing grid Extensions

November 6, 2012 | akoh003

New hook functions, makeContext() and makeContent(), have been added to the grid graphics package. These functions allow an alternative approach to developing custom grobs when a grob can only decide what to draw at drawing time rather than when the … Continue reading → [Read more...]

rfigshare tutorial

November 6, 2012 | Ted Hart

Recently we at rOpenSci released our rfigshare package up on cran (or you can check out the most up to date version on github. So what’s so great about being able to create figshare articles through R? For some time now I’ve been advocating the use of a ... [Read more...]

R BLAS: GotoBLAS2 vs OpenBLAS vs MKL

November 6, 2012 | f3lix

Short update to Speed up R by using a different BLAS implementation/: MKL is overall the fastest OpenBLAS is faster than its parent GotoBLAS and comes close to MKL A = matrix(rnorm(n*n),n,n) A %*% A solve(A) svd(A) [Read more...]

Reverse engineering the SAS data file format

November 6, 2012 | Robert

I think it’s rather marvellous that a few expert coders are working on dispelling the cloud of mystery around the proprietary file format used by SAS software. Essentially, saving your data in a SAS format (with a name like mydata.sas7bdat) … Continue reading → [Read more...]

EPS Market Map in R

November 6, 2012 | btibert3

There are a few minor tweaks renaming on this map before it is complete, but I wanted to share the EPS Market Map I put together.  It can be downloaded using this link. This file is meant to be used with R and divides the lower 48 states into the CollegeBoard’... [Read more...]

ggplot graphs in publications?

November 6, 2012 | nzcoops

The grey background and/or default choice of colours for groups makes a ggplot graph stand out to any R user when seen in a presentation. But ggplot graphs get all ninja when it comes to publications, either that or not … Continue reading → [Read more...]

Forest plots in R (ggplot) with side table

November 6, 2012 | nzcoops

A friend asked me to help with a forest plot recently. After chatting about what she wanted the end result to look like, this is what I came up with. grid.arrange(data_table, p, ncol=2) ## Warning: Removed 1 rows containing missing … Continue reading → [Read more...]

Simulating Multiple Asset Paths in R

November 5, 2012 | systematicinvestor

I recently came across the Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios by W. Sun, A. Fan, L. Chen, T. Schouwenaars, M. Albota paper that examines the cost of different rebablancing methods. For example, one might use calendar rebalancing: i.e. rebalance every month / quarter / year. Or one ... [Read more...]
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