January 2020

Introducing nse2r

January 16, 2020 | Rsquared Academy Blog

We are excited to announce the nse2r package. NSE (National Stock Exchange) is the leading stock exchange of India, located in the city of Mumbai. While users can manually download data from NSE through a browser, importing this data into R becomes cumbersome. The nse2r R package implements ...
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Le Monde puzzle [#1127]

January 16, 2020 | xi'an

A permutation challenge as Le weekly Monde current mathematical puzzle: When considering all games between 20 teams, of which 3 games have not yet been played, wins bring 3 points, losses 0 points, and draws 1 point (each). If the sum of all points over all teams and all games is 516, was is the […]
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My newyeaRs resolution: slimming down (Seurat)

January 15, 2020 | Matt.0

I’m currently developing a single-cell RNA Sequencing pipeline for NetworkAnalyst; an open source, web-based platform for comprehensive gene expression profiling & meta-analysis. The website uses mostly R code (via {RServe}???? ), Java for the he...
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Using summarise_at(). Weighted mean Tidyverse approach

January 15, 2020 | R | TypeThePipe

Supose you are analysing survey data. You are asked to get the mean in a representative way, weighting your individuals depending on the number of members of their segment. library(tidyverse) survey_data % group_by(region1, region2, gender) %__% mutate(weight = 1/n()) %__% ungroup() %__% summarise_at(vars(contains("q")), funs(weighted_mean = ... [Read more...]

On Cochran Theorem (and Orthogonal Projections)

January 15, 2020 | arthur charpentier

Cochran Theorem – from The distribution of quadratic forms in a normal system, with applications to the analysis of covariance published in 1934 – is probably the most import one in a regression course. It is an application of a nice result on quadratic forms of Gaussian vectors. More precisely, we can prove ...
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A guide to Data Transformation

January 15, 2020 | Tim M. Schendzielorz

Learn when and how to transform your variables for better insights.Photo by Arseny Togulev on UnsplashWhat is Data Transformation?Data Transformation in a statistics context means the application of a mathematical expression to each point in the data....
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RQuantLib 0.4.11: More polish

January 15, 2020 | Thinking inside the box

New year, new RQuantLib! A new release 0.4.11 of RQuantLib arrived overnight on CRAN; and a Debian upload will follow shortly. QuantLib is a very comprehensice free/open-source library for quantitative finance; RQuantLib connects it to the R environm... [Read more...]

What Do The Ramones Want?

January 14, 2020 | Outsider Data Science

Recently I saw a tweet that shared this hilarious poster of Ramones “wants”. Dan Gneiding (aka Grayhood) is the graphic designer who created this. You can buy it here Very cool, but how accurate is it? I asked Dan and says he took some artistic license, as he should! You ...
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Skew who?

January 14, 2020 | R on OSM

In our last post on the SKEW index we looked at how good the index was in pricing two standard deviation (2SD) down moves. The answer: not very. But, we conjectured that this poor performance may be due to the fact that it is more accurate at prici...
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Skew who?

January 14, 2020 | R on OSM

In our last post on the SKEW index we looked at how good the index was in pricing two standard deviation (2SD) down moves. The answer: not very. But, we conjectured that this poor performance may be due to the fact that it is more accurate at pricing larger moves, ...
[Read more...]
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