I recently came across the Kaeppel’s Sector Seasonality Strategy which is described in Kaeppel’s Corner: Sector Seasonality and updated in Kaeppel’s Corner: Get Me Back, Clarence. Today I want to show how to back-test the Kaeppel’s Sector Seasonality Strategy using the Systematic Investor Toolbox. Following are ... [Read more...]

It looks increasingly likely that Gareth Bale will transfer from Tottenham to Real Madrid for a world record transfer fee. Negotiations are ongoing, with both parties keen to get the best deal possible deal with the transfer fee. Reports speculate that this transfer fee will be anywhere in the very ... [Read more...]

I’m writing a post on how to draw a in 95% confidence interval in R by hand. I spent an hour or so trying to figure this out, and most message threads point someone to the ellipse() function. However, I wanted … Continue reading → [Read more...]

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Percentage change of median price per square foot from July 2012 to July 2013: Percentage change of median price from July 2012 to July 2013: Last November I made a  choropleth of median rental prices in the San Francisco Bay Area using data from my company, Kwelia.  I have wanted to figure out how ... [Read more...]

Last time we downloaded data from quandl.com.  This was privately-owned homes completed in a month in thousands of units(not seasonally adjusted).  Now, let's take a look at some basic R functions to examine time series along with my first ex... [Read more...]

A bug-fix release 3.900.7 of Armadillo was provided by Conrad a few days ago. It has been rolled into a new RcppArmadillo release 0.3.900.7 which, after a brief delay, is now on CRAN and in Debian. The main bug fix is a change in the in-place vers... [Read more...]

I wanted to have a look at various REML methods for a long time. The rainfall data seemed a nice example. On top of that, FreshBiostats had a blog post 'Mixed Models in R: lme4, nlme, or both?'. So lme4 it is.The data  As described before; th... [Read more...]

What were going to be talking about today are dynamic argument lists for functions. Specifically, how to unpack and prepare them in R using ..., list(), and do.call()Biased by Matlab and varargin Initially, I based my use of ... in R on my experience w... [Read more...]

IntroductionThis is the second part of my post series related to hyper-spectral and LiDAR imagery using R. See other parts: Part 1: Result Evaluation. In this part I will describe my general approach to classification process and then I will show you how to create cool spectral response plots like this: ... [Read more...]

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With a new actor being announced tomorrow, it got me pondering about the good Doctor. Specifically, who is the longest serving doctor? IMDB has the data: Let’s plot it to see how it changes over time. There was a definite shift after Tom Baker towards a shorter term as ... [Read more...]

David Hsu writes: I have a (perhaps) simple question about uncertainty in parameter estimates using multilevel models — what is an appropriate threshold for measure parameter uncertainty in a multilevel model? The reason why I ask is that I set out to do a crossed two-way model with two varying intercepts, ... [Read more...]

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Job-tracking site indeed.com shows the rate at which certain terms appear in job advertisements. As you can see from the chart below, demand for R language skills is on the rise, while the number of SAS-related job postings peaked in late 2010 and has been declining steadily since early 2012. I ... [Read more...]

Previously on this post, I introduced limitedly some features of the Shiny package. However, I felt the need of doing a new post related to Dashboards due to many reasons: a) Shiny has changed most of its functions and the … Continue reading → [Read more...]

As i learn more and more about machine learning and AI algorithms in general, i came across this book by Sutton & Barto, which is all about reinforcement learning. As i read through the action-value topic, it seemed a nice R-challenge, so here's the complete code: To test one greedy player ... [Read more...]

A comma-separated values (CSV) file is a typical way to store tabular/rectangular data. If a data cell contain a comma, then the cell with the commas is typically wrapped with quotes. However, what if a data cell contains a comma … Continued [Read more...]

This will be a quick one.  I was trying to sort my dataframe so that it went in ascending order on one variable and descending order on another variable.  This was really REALLY bothersome to try to figure out with … Continue reading → [Read more...]

I recently came across a very interesting paper by Y. Yu and X. Meng[1] who present an interweaving strategy between different model parameterizations to improve mixing. It is well known that different model parameterizations can perform better than others under certain conditions. Papaspiliopoulos, Roberts and Sköld [2] present a general ... [Read more...]