Algorithm Whisperer

April 6, 2011 | Milk Trader

I was staring at my favorite trading algorithm the other day and I could swear it wanted to tell me something. I've made contact with it in the past, but our conversations pretty much ran along the lines of "What position are you in the market?" to whi...
[Read more...]

Subsampling for dummies

July 8, 2010 | Timothée

A little piece of code dealing with the subsampling of matrices, in R. Useful if you want to use something akin to bootstrap, or just check the size of your sample with regard to various statistics. [Read more...]

A von Mises variate…

March 25, 2010 | M. Parzakonis

Inspired from a mail that came along the previous random generation post the following question rised : How to draw random variates from the Von Mises distribution? First of all let’s check the pdf of the probability rule, it is , for . Ok, I admit that Bessels functions can be a ... [Read more...]

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)