May 2016

rfoaas 0.1.9

May 26, 2016 | Thinking inside the box

Time for new release! We just updated rfoaas on CRAN, and it now corresponds to version 0.1.9 of the FOAAS API. The rfoaas package provides an interface for R to the most excellent FOAAS service--which provides a modern, scalable and RESTful web ser... [Read more...]

Hierarchical Risk Parity Implementation in Rcpp and OpenMP

May 26, 2016 | Rcpp Gallery

Summary Recent research by Marcos Lopez de Prado aims to improve Markowitz’s Critical Line Algorithm (CLA). The (currently patent-pending) methodology proposes the Hierarchical Risk Parity (HRP) approach which aims to tackle several issues with the original CLA: instability, concentration, and underperformance. HRP applies modern mathematics (graph theory and machine ... [Read more...]

DH Box – Digital Humanities Virtual Workbench

May 26, 2016 | Tony Hirst

As well as offering digital application shelves, should libraries offer, or act as instituional sponsors of, digital workbenches? I’ve previously blogged about things like SageMathCloud, and application based learning environment, and the IBM Data Scientist Workbench, and today came across another example: DHBox, CUNY’s digital humanities lab in ...
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another riddle with a stopping rule

May 26, 2016 | xi'an

A puzzle on The Riddler last week that is rather similar to an earlier one. Given the probability (1/2,1/3,1/6) on {1,2,3}, what is the mean of the number N of draws to see all possible outcomes and what is the average number of 1’s in those draws? The second question is straightforward, ...
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Stop Shiny and Close Browser Together

May 26, 2016 | data_steve

I’ve been playing with shiny at work for a project Tyler and I have been pushing forward. My Goal We wanted to be able to deploy local instances of shiny app and then when user is done with session, the user can close out the session by closing t... [Read more...]

Stop Shiny and Close Browser Together

May 26, 2016 | data_steve

I’ve been playing with shiny at work for a project Tyler and I have been pushing forward. My Goal We wanted to be able to deploy local instances of shiny app and then when user is done with session, the user can close out the session by closing the ... [Read more...]

ggplot2 docs completely remade in D3.js

May 26, 2016 | Riddhiman

Carson Sievert from Plotly recreated Hadley Wickam’s entire ggplot2 documentation using Plotly’s open-source ggplotly converter – http://ropensci.github.io/plotly/ggplot2/. This makes every ggplot2 graph interactive and drawn in D3.js ! position_jitterdodge scale_color_brewer stat_summary_hex geom_violin geom_smooth geom_polygon geom_point ... [Read more...]

Power Curves in R Using Plotly ggplot2 Library

May 26, 2016 | Sahir Bhatnagar

When performing Student’s t-test to compare the difference in means between two groups, it is a useful exercise to determine the effect of unequal sample sizes in the comparison groups on power. Formally, power can be defined as the probability of rejecting the null hypothesis when the alternative hypothesis ... [Read more...]

Gerber Statistic Implementation in Rcpp and OpenMP

May 25, 2016 | Rcpp Gallery

Summary Recently new research has appeared on using a co-movement measure to construct the covariance matrix as part of the Modern Portfolio Theory (MPT) style portfolio construction. Below is the abstract of the Gerber, Markowith and Pujara (2015) paper whose methodology is also currently patent pending: Markowitz’s mean-variance MPT has ... [Read more...]

Gerber Statistic Implementation in Rcpp and OpenMP

May 25, 2016 | Next Level Analytics

By Yi, Nico, and Chris Summary Recently new research has appeared on using a co-movement measure to construct the covariance matrix as part of the Modern Portfolio Theory (MPT) style portfolio construction. Below is the abstract of the Gerber, Markowith and Pujara (2015) paper whose methodology is also currently patent pending: ... [Read more...]
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