Poor, Poor Hillary

December 16, 2011 | Command-Line Worldview

This will be the last baby name related post but this came out of part two web scrapping post last month. I was looking for the fastest rising Names. I flip the logic and looked for the fastest declining names in relative popularity. Out of that exerci... [Read more...]

A Tale of Two Frontiers

December 9, 2011 | klr

In a follow up to Evolving Domestic Frontier, I wanted to explore the efficient frontier including international indexes since 1980.  Life is great when your primary indexes (Barclays Aggregate and S&P 500) lie on the frontier as they did 1980...
[Read more...]

My Favorite Graphs

December 5, 2011 | Nina Zumel

The important criterion for a graph is not simply how fast we can see a result; rather it is whether through the use of the graph we can see something that would have been harder to see otherwise or that could not have been seen at all. – William Cleveland, The ... [Read more...]

Improved Moving Average?

December 4, 2011 | klr

When @quantfblog started following me on Twitter, I was delighted to discover their papers Papailias, Fotis and Thomakos, Dimitrios D., An Improved Moving Average Technical Trading Rule (September 11, 2011). Available at SSRN:
[Read more...]

Ulam Spirals in R and ggplot

November 29, 2011 | Command-Line Worldview

Having seen a twitter post speed by about Ulam Spirals I started to read up.  As the story goes in 1963 Stanislaw Ulam was bored at conference and started scribbling numbers in a spiral. What he discovered was a strange diaginal pattern of Prime Nu... [Read more...]

Spatial correlation in designed experiments

October 20, 2011 | Luis

Last Wednesday I had a meeting with the folks of the New Zealand Drylands Forest Initiative in Blenheim. In addition to sitting in a conference room and having nice sandwiches we went to visit one of our progeny trials at … Continue reading → [Read more...]

Large applications of linear mixed models

October 18, 2011 | Luis

In a previous post I summarily described our options for (generalized to varying degrees) linear mixed models from a frequentist point of view: nlme, lme4 and ASReml-R†, followed by a quick example for a split-plot experiment. But who is really … Continue reading → [Read more...]

Lattice when modeling, ggplot when publishing

October 17, 2011 | Luis

When working in research projects I tend to fit several, sometimes quite a few, alternative models. This model fitting is informed by theoretical considerations (e.g. quantitative genetics, experimental design we used, our understanding of the process under study, etc.) but … Continue reading → [Read more...]

Setting plots side by side

October 11, 2011 | Luis

This is simple example code to display side-by-side lattice plots or ggplot2 plots, using the mtcars dataset that comes with any R installation. We will display a scatterplot of miles per US gallon (mpg) on car weight (wt) next to … Continue reading → [Read more...]

Performance with ggplot2

September 16, 2011 | klr

Now after Reporting Good Enough to Share, let’s use ggplot2 and PerformanceAnalytics to turn this into this From TimelyPortfolio I have been notified that the colors aren’t great.  How does everyone like this? R code (click to download)...
[Read more...]

Join the Reserves

July 27, 2011 | klr

Most forget that the tremendous macro imbalances caused by the 10 Trillion in foreign reserves are just 14 years old phenomenon but the results have been and will be profound.  The buying started after the Asia Pacific collapse of 1997, and the As...
[Read more...]

Shorting Mebane Faber

July 19, 2011 | klr

Although I do not personally know Mebane Faber, I know enough that I do not want to short him. However, I thought it would be insightful to see how the short side of his “A Quantitative Approach To Tactical Asset Allocation” might look.  Once ...
[Read more...]

Kenneth French Gift to the Finance World

June 29, 2011 | klr

Kenneth French gives one of the best gifts to the finance world at his website  I am surprised I have waited so long to write a post about this wonderful resource.  Aft...
[Read more...]
1 2 3 4

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)