March 2020

The 9 concepts and formulas in probability that every data scientist should know

March 2, 2020 | R on Stats and R

What is probability? 1. A probability is always between 0 and 1 2. Compute a probability 3. Complement of an event 4. Union of two events 5. Intersection of two events 6. Independence of two events 7. Conditional probability Bayes’ theorem Example 8. Accuracy measures False negatives False positives Sensitivity Specificity Positive predictive value Negative predictive value 9. Counting techniques Multiplication ...
[Read more...]

The 9 concepts and formulas in probability that every data scientist should know

March 2, 2020 | R on Stats and R

What is probability? 1. A probability is always between 0 and 1 2. Compute a probability 3. Complement of an event 4. Union of two events 5. Intersection of two events 6. Independence of two events 7. Conditional probability Bayes’ theorem Example 8. Accuracy measures False negatives False positives Sensitivity Specificity Positive predictive value Negative predictive value 9. Counting techniques Multiplication ...
[Read more...]

Displaying time series with R

March 2, 2020 | R on Coding Club UC3M

by Oscar Perpiñán Lamigueiro Introduction A time series is a sequence of observations registered at consecutive time instants. The visualization of time series is intended to reveal changes of one or more quantitative variables through time, and to display the relationships between the variables and their evolution through time. ...
[Read more...]

RcppAnnoy 0.0.15

March 2, 2020 | Thinking inside the box

A few days ago, a new release 0.0.15 of RcppAnnoy got onto CRAN while I was traveling / attending the wonderful celebRtion 2020 for the 20th anniversary of the R 1.0.0 release. RcppAnnoy is the Rcpp-based R integration of the nifty Annoy library by ... [Read more...]

Analyzing Relational Contracts with R: Part 2

March 2, 2020 | Economics and R - R posts

This post continues my first post on game theoretic analysis with the package RelationalContacts in R. Here we look at more complex infinite horizon games with endogenous states. I also illustrate how one can explicitly combine relational contracting and hold-up concerns. The following code specifies a game with 3 states: 
<span class="n">library</span><span class="p">(</span><span class="n">RelationalContracts</span><span class="p">)</span><span class="w">
</span><span class="n">g</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="n">rel_game</span><span class="p">(</span><span class="s2">"Mutual Gift Game with Endogenous Vulnerability"</span><span class="p">)</span><span class="w"> </span><span class="o">%>%</span><span class="w">
  </span><span class="n">rel_param</span><span class="p">(</span><span class="n">vul</span><span class="o">=</span><span class="m">1</span><span class="p">,</span><span class="w"> </span><span class="n">delta</span><span class="o">=</span><span class="m">0.3</span><span class="p">)</span><span class="w"> </span><span class="o">%>%</span><span class="w">
  </span><span class="n">rel_state</span><span class="p">(</span><span class="s2">"x_0"</span><span class="p">,</span><span class="w">
    </span><span class="n">A1</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="nf">list</span><span class="p">(</span><span class="n">move</span><span class="o">=</span><span class="nf">c</span><span class="p">(</span><span class="s2">"vul"</span><span class="p">,</span><span class="s2">"not"</span><span class="p">)),</span><span class="w">
    </span><span class="n">pi1</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="m">0</span><span class="p">,</span><span class="w">
    </span><span class="n">pi2</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="m">0</span><span class="w">
  </span><span class="p">)</span><span class="w"> </span><span class="o">%>%</span><span class="w">
  </span><span class="n">rel_transition</span><span class="p">(</span><span class="s2">"x_0"</span><span class="p">,</span><span class="s2">"x_not"</span><span class="p">,</span><span class="n">move</span><span class="o">=</span><span class="s2">"not"</span><span class="p">,</span><span class="n">prob</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="m">1</span><span class="p">)</span><span class="w"> </span><span class="o">%>%</span><span class="w">
  </span><span class="n">rel_transition</span><span class="p">(</span><span class="s2">"x_0"</span><span class="p">,</span><span class="s2">"x_vul"</span><span class="p">,</span><span class="n">move</span><span class="o">=</span><span class="s2">"vul"</span><span class="p">,</span><span class="n">prob</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="m">1</span><span class="p">)</span><span class="w"> </span><span class="o">%>%</span><span class="w">
  </span><span class="n">rel_state</span><span class="p">(</span><span class="s2">"x_not"</span><span class="p">,</span><span class="w">
    </span><span class="n">A1</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="nf">list</span><span class="p">(</span><span class="n">e1</span><span class="o">=</span><span class="n">seq</span><span class="p">(</span><span class="m">0</span><span class="p">,</span><span class="m">1</span><span class="p">,</span><span class="n">by</span><span class="o">=</span><span class="m">0.1</span><span class="p">)),</span><span class="w">
    </span><span class="n">A2</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="nf">list</span><span class="p">(</span><span class="n">e2</span><span class="o">=</span><span class="n">seq</span><span class="p">(</span><span class="m">0</span><span class="p">,</span><span class="m">1</span><span class="p">,</span><span class="n">by</span><span class="o">=</span><span class="m">0.1</span><span class="p">)),</span><span class="w">
    </span><span class="n">pi1</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="o">~</span><span class="w"> </span><span class="n">e2</span><span class="w"> </span><span class="o">-</span><span class="w"> </span><span class="m">0.5</span><span class="o">*</span><span class="n">e1</span><span class="o">^</span><span class="m">2</span><span class="p">,</span><span class="w">
    </span><span class="n">pi2</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="o">~</span><span class="w"> </span><span class="n">e1</span><span class="w"> </span><span class="o">-</span><span class="w"> </span><span class="m">0.5</span><span class="o">*</span><span class="n">e2</span><span class="o">^</span><span class="m">2</span><span class="w">
  </span><span class="p">)</span><span class="w"> </span><span class="o">%>%</span><span class="w">
  </span><span class="n">rel_state</span><span class="p">(</span><span class="s2">"x_vul"</span><span class="p">,</span><span class="w">
    </span><span class="n">A1</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="nf">list</span><span class="p">(</span><span class="n">e1</span><span class="o">=</span><span class="n">seq</span><span class="p">(</span><span class="m">0</span><span class="p">,</span><span class="m">1</span><span class="p">,</span><span class="n">by</span><span class="o">=</span><span class="m">0.1</span><span class="p">)),</span><span class="w">
    </span><span class="n">A2</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="nf">list</span><span class="p">(</span><span class="n">e2</span><span class="o">=~</span><span class="nf">c</span><span class="p">(</span><span class="o">-</span><span class="n">vul</span><span class="p">,</span><span class="n">seq</span><span class="p">(</span><span class="m">0</span><span class="p">,</span><span class="m">1</span><span class="p">,</span><span class="n">by</span><span class="o">=</span><span class="m">0.1</span><span class="p">))),</span><span class="w">
    </span><span class="n">pi1</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="o">~</span><span class="w"> </span><span class="n">e2</span><span class="w"> </span><span class="o">-</span><span class="w"> </span><span class="m">0.5</span><span class="o">*</span><span class="n">e1</span><span class="o">^</span><span class="m">2</span><span class="p">,</span><span class="w">
    </span><span class="n">pi2</span><span class="w"> </span><span class="o">=</span><span class="w"> </span><span class="o">~</span><span class="w"> </span><span class="n">e1</span><span class="w"> </span><span class="o">-</span><span class="w"> </span><span class="m">0.5</span><span class="o">*</span><span class="n">pmax</span><span class="p">(</span><span class="n">e2</span><span class="p">,</span><span class="m">0</span><span class="p">)</span><span class="o">^</span><span class="m">2</span><span class="w">
  </span><span class="p">)</span><span class="w">
</span>
... [Read more...]

Something is wrong with realized volatility

March 2, 2020 | cleschinski

If you own stocks of a company, how big is the risk to lose at least 5 percent of your money tomorrow? To answer that question, you need to know the variance of that stock. The problem with stock market variances is that they change a lot over time. They are ... [Read more...]

apply family functions – Part 4

March 1, 2020 | Posts on

eapply function Using environments In R, an Environment is a site to assign variables or values that we assign to objects. Each time a new R session begins, all created objects stay in the global environment. If we create the object x, it will then... [Read more...]

Function basis and regression

March 1, 2020 | arthur charpentier

In the first part of the course on linear models, we’ve seen how to construct a linear model when the vector of covariates is given, so that is either simply (for standard linear models) or a functional of (in GLMs). But more generally, we can consider transformations of the ...
[Read more...]

Using R: 10 years with R

March 1, 2020 | mrtnj

Yesterday, 29 Feburary 2020, was the 20th anniversary of the release R 1.0.0. Jozef Hajnala’s blog has a cute anniversary post with some trivia. I realised that it is also (not to the day, but to the year) my R anniversary. Today is the 20th anniversary of the release of R 1.0.0. pic.... [Read more...]
1 … 12 13 14

Copyright © 2022 | MH Corporate basic by MH Themes

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)