Much has been said about the decline in volatility. At the moment I am very active in FX spot trading and as a generalization do better the more vol there is. I wanted to see how things stood on the crosses I am most active in, namely EUR/USD, GBP/USD and USD/JPY. I took hourly data from FxPro (not my broker, nor...
A few days ago, version 0.2.1 of RcppGSL---our interface package between R and the GNU GSL using our Rcpp package for seamless R and C++ integration---appeared on CRAN making it the first release in some time. And it turned that this version tickle...
A number of people have asked me about the amount of time and effort involved in writing a book as I just completed one for O'Reilly (published in April and is available on Amazon). The process at O'Reilly is unique in that a book is written and initially formatted on an application called Atlas. Ilya Grigorik also wrote...
Cohort analysis is one of the most powerful and demanded technique available to marketers for assessing long-term trends in customer retention and calculating life-time value. If you studied custora’s university, you could be interested by amazing “layer-cake graph” they propose for Cohort analysis. Custora says: “The distinctive “layer-cake graph” produced by looking at cohorts in calendar time can... Read More »
Almost 2 years ago, I made a post on creating digital elevation map using R. For that post, I used the basic R plotting function to create the map. Recently, I started learning to use ggplot2 package for visualizing data. Today, I created the same map ...
Last semester (Fall 2014), I organized and taught an interdisciplinary, collaborative class titled Probability for Scientists. Getting 4 separate teachers on the same page was a challenge, but as scientists we're used to communicating over email, and ...
Gitbook is rather a relatively new concept on the web. It provides a user-friendly framework for authors to write and produce online books with beautiful illustrations and responsive interactions. It allows authors to write in Markdown syntax, which is very easy to learn and use, so that they can focus more on the contents they try to produce than...
One of the attractive aspects of logistic regression models (and linear models in general) is their compactness: the size of the model grows in the number of coefficients, not in the size of the training data. With R, though, glm models are not so concise; we noticed this to our dismay when we tried to Related posts: Generalized linear models...
I’m pleased to announce the completion of the second chapter of my book, Modeling data with functional programming in R. …Continue reading →
If you learned R in its early days (say, the early 2000's or even the late 1990's) you may still be using some — ahem — old-fashioned ways to accomplish some tasks better served by newer functions and packages. To help those of us who have may missed some of R's more recent innovations, Karl Broman created hipsteR, a...
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