January 2017

How to perform PCA on R

January 1, 2017 | Abbas Keshvani

This is a practical tutorial on performing PCA on R. If you would like to understand how PCA works, please see my plain English explainer here. Reminder: Principal Component Analysis (PCA) is a method used to reduce the number of variables in a dataset. We are using R’s USArrests ...
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My first post!

January 1, 2017 | R and Finance

A little bit about me and this blog - Hello everyone! This is the first (ever) post for a new blog about Finance and R. My name is Marcelo Perlin and my day job is assistant professor of Finance in Federal University of Rio Gran... [Read more...]

A Theory of Nested Cross Simulation

January 1, 2017 | John Mount

[Reader’s Note. Some of our articles are applied and some of our articles are more theoretical. The following article is more theoretical, and requires fairly formal notation to even work through. However, it should be of interest as it touches on some of the fine points of cross-validation that ...
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