April 2020

Discounted expectations

April 14, 2020 | R on OSM

After our little detour into GARCHery, we’re back to discuss capital market expectations. In Mean expectations, we examined using the historical average return to set return expectations when constructing a portfolio. We noted hurdles to this approach due to factors like non-normal distributions, serial correlation, and ultra-wide confidence intervals. ...
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Discounted expectations

April 14, 2020 | R on OSM

After our little detour into GARCHery, we’re back to discuss capital market expectations. In Mean expectations, we examined using the historical average return to set return expectations when constructing a portfolio. We noted hurdles to this approach due to factors like non-normal distributions, serial correlation, and ultra-wide confidence intervals. ...
[Read more...]

Effective reproduction number estimation

April 14, 2020 | Theory meets practice...

Abstract: We discuss the estimation with R of the time-varying effective reproduction number during an infectious disease outbreak such as the COVID-19 outbreak. Using a single simulated outbreak we compare the performance of three different estimation methods. This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License. The markdown+... [Read more...]

Forecasting Best Practices, from Microsoft

April 14, 2020 | David Smith

Microsoft has released a GitHub repository to share best practices for time series forecasting. From the repo: Time series forecasting is one of the most important topics in data science. Almost every business needs to predict the future in order to make better decisions and allocate resources more effectively. This ...
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L is for Log Transformation

April 14, 2020 | Unknown

When visualizing data, outliers and skewed data can have a huge impact, potentially making your visualization difficult to understand. We can use many of the tricks covered so far to deal with those issues, such as using filters to remove extreme value...
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Paper Replication Petersen 2009

April 14, 2020 | R Tutorials

Quickstart The goal of this exercise is to replicate some of the results in Petersen (2009) using the R programming language. # load required packages library(lfe) Estimating Standard Errors with a Firm Effect OLS and Rogers Standard Errors In Petersen (2009), the author simulated a panel data set and then estimated the ... [Read more...]

Paper Replication Petersen 2009

April 14, 2020 | R Tutorials

Quickstart The goal of this exercise is to replicate some of the results in Petersen (2009) using the R programming language. # load required packages library(lfe) Estimating Standard Errors with a Firm Effect OLS and Rogers Standard Errors In Petersen (2009), the author simulated a panel data set and then estimated the ... [Read more...]

RcppArmadillo 0.9.860.2.0

April 14, 2020 | Thinking inside the box

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and... [Read more...]

gettz 0.0.4

April 14, 2020 | Thinking inside the box

A minor routine update 0.0.4 of gettz arrived on CRAN overnight. gettz provides a possible fallback in situations where Sys.timezone() fails to determine the system timezone. That happened when e.g. the file /etc/localtime somehow is not a link into ... [Read more...]

poorman: The Selectificator 2000!

April 13, 2020 | Random R Ramblings

Introduction Welcome to my series of blog posts about my data manipulation package, {poorman}. For those of you that don’t know, {poorman} is aiming to be a replication of {dplyr} but using only {base} R, and therefore be completely dependency free. What’s nice about this series is that ... [Read more...]

Saving R Graphics across OSs

April 13, 2020 | Colin Gillespie

R is known for it’s amazing graphics. Not only ggplot2, but also plotly, and the other dozens of packages at the graphics task view. There seems to be a graph for every scenario. However once you’ve created your figure, how do you export it? This post compares standard ...
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Dr. Julia Silge InteRview

April 13, 2020 | Pachá

Today I interviewed Dr. Julia Silge, the creator of janeaustenr::, tidytext::, qualtRics::, and author of Text Mining with R. I’m still recovering from a hand surgery, and this time the interview was done by using a voice-to-text app and email. Int... [Read more...]
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