Monthly Archives: November 2019

Advent Calendar of Football Trivia Analyses

November 30, 2019
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One of the most consistent fonts of posts on this blog is The Guardian’s football trivia page The Knowledge. A particular reason for this is that the small contained questions lend themselves to small blogposts that I can turn around in an hour or two, as opposed to being endlessly redrafted until I lose interest. However, I still sometimes don’t...

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Advent of Code 2019-01 with R & JavaScript

November 30, 2019
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Solving Advent of Code 2019-01 with R and JavaScript. Obviously, this post contains a big spoiler about Advent of Code, as it gives solutions for solving day 1. I’m no JavaScript expert so this might not be the perfect...

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Evaluation of the new palette() for R

Evaluation of the new palette() for R

R version 4.0 is just around the corner. One of the changes in the new version is the improved default color palette using the palette() function. Proposed colors The new proposed palette() default is less saturated and more balanced, while at the same time, it follows the same basic pattern of colors (hues). You can read more about it at https://developer.r-project.org/Blog/public/2019/11/21/a-new-palette-for-r/. col_ver3 = c("#000000",...

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Patch it up and send it out

November 30, 2019
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Patch it up and send it out

I am super, super thrilled to finally be able to announce that patchwork has been released on CRAN. Patchwork has, without a doubt, been my most popular unreleased package and it is great to finally make it available to everyone. Patchwork is a package for composing plots, i.e. placing multiple plots together in the same figure. It is not the only package that tries...

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An introduction to Causal inference

November 30, 2019
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An introduction to Causal inference

Causal inference goes beyond prediction by modeling the outcome of interventions and formalizing counterfactual reasoning. In this blog post, I provide an introduction to the graphical approach to causal inference in the tradition of Sewell Wright, Judea Pearl, and others. We first rehash the common adage that correlation is not causation. We then move on to climb what Pearl calls...

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How You Measure Months Matters — A Lot. A Look At Two Implementations of KDA

November 29, 2019
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How You Measure Months Matters — A Lot. A Look At Two Implementations of KDA

This post will detail a rather important finding I found while implementing a generalized framework for momentum asset allocation backtests. … Continue reading →

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GRNN with Small Samples

November 29, 2019
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After a bank launches a new product or acquires a new portfolio, the risk modeling team would often be faced with a challenge of how to estimate the corresponding performance, e.g. risk or loss, with a limited number of data points conditional on business drivers or macro-economic indicators. For instance, it is required to project

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Updates on RSpectra: new “center” and “scale” parameters for svds()

November 28, 2019
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Per the suggestion by @robmaz, RSpectra::svds() now has two new parameters center and scale, to support implicit centering and scaling of matrices in partial SVD. The minimum version for this new feature is RSpectra __= 0.16-0. These two parameters are very useful for principal component analysis (PCA) based on the covariance or correlation matrix, without actually forming them. Below we...

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Froebenius coin problem

November 28, 2019
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Froebenius coin problem

A challenge from The Riddler last weekend came out as the classical Frobenius coin problem, namely to find the largest amount that cannot be obtained using only n coins of specified coprime denominations (i.e., with gcd equal to one). There is always such a largest value. For the units a=19 and b=538, I ran a

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Gold-Mining Week 13 (2019)

November 28, 2019
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Week 13 Gold Mining and Fantasy Football Projection Roundup now available. The post Gold-Mining Week 13 (2019) appeared first on Fantasy Football Analytics.

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