R

London 2012 Olympics — Lead, tin and zinc

August 17, 2012 | Tony

Folks at WSJ were funny. They gave another medal list of London 2012 Olympic Games, not for the first place but for the last place. They replaced Gold, Silver and Bronze with  Lead, Tin and Zinc. No matter who came up to this idea, it’s … Continue reading → [Read more...]

Predictive analytics: Some ways to waste time

August 17, 2012 | Christoph

I am starting to take part at different competitions at kaggle and crowdanalytics. The goal of most competitions is to predict a certain outcome given some covariables.  It is a lot of fun trying out different methods like random forests, boosted ...
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Horizon Plots with plot.xts

August 17, 2012 | klr

Anyone who has read 48 Industries (Dendrogram Ordered) Over 50 Years 48 Industries Since 1963 “Trend is Not Your Friend” Applied to 48 Industries Horizon Plots in Base Graphics More on Horizon Charts Application of Horizon Plots Horizon Plo...
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plot.xts is wonderful

August 16, 2012 | klr

As mentioned in FOSS Trading post A New plot.xts yesterday “The Google Summer of Code (2012) project to extend xts has produced a very promising new plot.xts function. Michael Weylandt, the project's student, wrote R-SIG-Finance to request impressio...
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New Revolution Analytics office in Singapore

August 15, 2012 | David Smith

We're excited to announce the latest outpost of the Revolution Analytics team, with the opening of a new office in Singapore! This office will serve as the local HQ for Revolution Analytics serving our customers in the Asia-Pacific region. It was opened with the support of the support of the ... [Read more...]

Project Euler — problem 18

August 15, 2012 | Tony

The 18th Euler problem is sorta a route finding problem. It has occupied my mind for two days. Finally I came up to a clever solution. Find the maximum total from top to bottom of the triangle below: 75 95 64 17 … Continue reading → [Read more...]

Is gas cheaper than it used to be?

August 14, 2012 | David Smith

Biostatistician and R user Matt Cooper noticed recently that the price he pays for petrol (gasoline) at the pump in Perth, Australia was about the same as he was paying four years ago. Nonetheless, inflation has marched on over the years, so does that mean petrol is effectively cheaper now ... [Read more...]

Math Constants in C++

August 14, 2012 | QuantTrader

Some of my colleagues didn't know that you can use mathematical constants that are part of "cmath". Here is the small snippet that shows how to use PI from cmath library. Be aware that you need to write "#define _USE_MATH_DEFINES" before you include cm... [Read more...]

London 2012 Olympics — medal statistics

August 14, 2012 | Tony

The 2012 Olympic Games officially ended this Sunday in London. Although I missed most of the games, I was still entertaining myself with some hilarious news, such as Thomas’s re-diving. So much fun. I would remember this for years :) Games ended. … Continue reading → [Read more...]

Adaptive Asset Allocation

August 13, 2012 | systematicinvestor

Today I want to highlight a whitepaper about Adaptive Asset Allocation by Butler, Philbrick and Gordillo and the discussion by David Varadi on the robustness of parameters of the Adaptive Asset Allocation algorithm. In this post I will follow the steps of the Adaptive Asset Allocation paper, and in the ... [Read more...]

User Input using tcl/tk

August 13, 2012 | Jason Bryer

I was inspired by Kay Cichini  recent post on creating a a tcl/tk dialog box for users to enter variable values. I am going to have a use for this very soon so took some time to make it a bit more generic. What I wanted is a function ... [Read more...]

In case you missed it: July 2012 Roundup

August 10, 2012 | David Smith

In case you missed them, here are some articles from June of particular interest to R users. The Environmental Performance Index website uses R to rank countries by measures like environmental health and ecosystem vitality. A log-linear regression in R predicted the gold-winning Olympic 100m sprint time to be 9.68 seconds (... [Read more...]

48 Industries (Dendrogram Ordered) Over 50 Years

August 9, 2012 | klr

Thanks to reader AHWest for the comment on post 48 Industries Since 1963. “I think it would be interesting to see the industries ordered by some sort of similarity of returns.” I think this is a great suggestion, and I would like to see it also.&n...
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