The Marcos Lopez de Prado Hierarchical Risk Parity Algorithm
This post will be about replicating the Marcos Lopez de Prado algorithm from his paper building diversified portfolios that outperform … Continue reading → [Read more...]
May 2017
Instrumental Variables in R exercises (Part-2)
This is the second part of the series on Instrumental Variables. For other parts of the series follow the tag instrumental variables. In this exercise set we will build on the example from part-1. We will now consider an over-identified case i.e. we have multiple IVs for an endogenous ... [Read more...]
Slides, videos, and tweets from the 2017 New York R Conference
In April I attended the 2017 New York R conference, hosted by Lander Analytics and Work-Bench. It was both the third time the conference was held and the third time I’ve attended, and it gets more fun each year, especially because this year eight of us attended from Stack Overflow (...
The End of the Honeymoon: Falling Out of Love with quantstrat
Introduction I spent good chunks of Friday, Saturday, and Sunday attempting to write another blog post on using R and the quantstrat package for backtesting, and all I have to show for my work is frustration. So I’ve started to fall out of love with quantstrat and am thinking ...
R vs Python: Different similarities and similar differences
A debate about which language is better suited for Datascience, R or Python, can set off diehard fans of these languages into a tizzy. This post tries to look at some of the different similarities and similar differences between these languages. To a large extent the ease or difficulty in ...
Bagging, the perfect solution for model instability
By Gabriel Vasconcelos Motivation The name bagging comes from boostrap aggregating. It is a machine learning technique proposed by Breiman (1996) to increase stability in potentially unstable estimators. For example, suppose you want to run a regression with a few … Continue reading →
Connecting R to an Oracle Database
R is a very popular language for doing analytics, and particularly statistics, on your data. There are a number of R functions for reading in data, but most of them take a delimited text file (such as .CSV) for input. […]
Sunflowers for COLOURlovers
Andar, lo que es andar, anduve encima siempre de las nubes (Del tiempo perdido, Robe) If you give importance to colours, maybe you know already COLOURlovers. As can be read in their website, COLOURlovers is a creative community where people from around the world create and share colors, palettes and ...
Exploring Instacart Dataset with PCA
Recently, Instacart released a dataset of ~3 million orders made by ~200,000 users at different days of week and times of day. There is also an ongoing Kaggle competition to predict which products a user will buy again. My goal here is more modest where I just wanted to explore the dataset ...
Add Authentication to Shiny Server With Nginx
Shiny Server is a great tool, but I’ve always found it odd that there was no built-in password authentication. Sure, the Shiny Pro edition has SSL auth., but even for open source projects, I’m not really crazy about just anyone hitting my server wh...
Finally, Four Backticks on Github
It is always the little things…
Over the years, I have been totally happy with almost everything about Github, but I have also been waiting for one little thing: I wish we could enclose text that contains N backticks with a pair of N + 1 backticks in Github issues/comments, i.... [Read more...]
Arranging subplots with ggplot2
For my recently published paper, I produced not-so-standard figures that show the two step decomposition used in the analysis. Have a look:
Manipulate Biological Data Using Biostrings Package Exercises (Part 1)
Bioinformatics is an amalgamation Biology and Computer science.Biological Data is manipulated using Computers and Computer software’s in Bioinformatics. Biological Data includes DNA; RNA & Protiens. DNA & RNA is made of Nucleotides which are our genetic material in which we are coded.Our Structure and Functions are done by protein, ... [Read more...]
A Very Palette-able Post
Many of my posts seem to begin with a link to a tweet, and this one falls into that pattern: And @_inundata is already working on a #rstats palette. https://t.co/bNfpL7OmVl— Timothée Poisot (@tpoi) May 21, 2017 I’d seen the Ars Tech post about the named color ...
Using R: When using do in dplyr, don’t forget the dot
There will be a few posts about switching from plyr/reshape2 for data wrangling to the more contemporary dplyr/tidyr. My most common use of plyr looked something like this: we take a data frame, split it by some column(s), and use an anonymous function to do something useful. ... [Read more...]
Shiny Applications Layouts Exercises (Part-9)
Shiny Application Layouts – Update Input In the ninth part of our series we will see the updated input scenario. This is different from the Dynamic UI example we met in part 8, where the UI component is generated on the server and sent to the UI, where it replaces an existing ... [Read more...]
New series: R and big data (concentrating on Spark and sparklyr)
Win-Vector LLC has recently been teaching how to use R with big data through Spark and sparklyr. We have also been helping clients become productive on R/Spark infrastructure through direct consulting and bespoke training. I thought this would be a good time to talk about the power of working ...
Sankey charts for swinging voters
Continuing my examination of the individual level voting behaviour from the New Zealand Election Study, I wanted to look at the way individuals swap between parties, and between “did not vote” and a party, from one election to another. How much an... [Read more...]
R Weekly Bulletin Vol – IX
This week’s R bulletin will cover topics on how to list files, extracting file names, and creating a folder using R. Hope you like this R weekly bulletin. Enjoy reading! Shortcut Keys 1. Run the current chunk – Ctrl+Alt+C 2. Run the next chunk – Ctrl+Alt+N 3. Run the current ...
Which science is all around? #BillMeetScienceTwitter
I’ll admit I didn’t really know who Bill Nye was before yesterday. His name sounds a bit like Bill Nighy’s, that’s all I knew. But well science is all around and quite often scientists on Twitter start interesting campaigns. Remember the #actua... [Read more...]
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