Blogs on the R software.
Read Part 1 When making a statement of the form “1/2 is the correct probability that this coin will land tails”, there are a few things which are left unsaid, but which are typically implied. The statement is one about the probability of an unknown event occurring, and it would seem reasonable to write this […]
I often want to quickly create a lag or lead variable in an R data frame. Sometimes I also want to create the lag or lead variable for different groups in a data frame, for example, if I want to lag GDP for each country in a data frame. I've found ...
The steps taken to fix an R problem. Task To prepare for the Portfolio Probe blog post called “Implied alpha and minimum variance”, I tried to update a matrix of daily stock prices using a function I had written for the purpose. Error When I tried to do what I wanted, I got: > univclose130518 [...]The post An R debugging example appeared first on Burns Statistics.
I was trained as a mathematician and it was only last year, when I attended the Royal Statistical Society conference and met many statisticians that I understood how different the two groups are. In mathematics you often start with some axioms, things...
I have just returned from the R/Finance conference and want to share with you my slides and examples. The Cluster Risk Parity portfolio allocation method is an example of Cluster Portfolio Allocation methods that focuses on diversification or more specifically diversification of your risk bets. (i.e. portfolio that distributes risk equally both within clusters and […]
Matt Maenner asked about the sawtooth pattern in the figure in my last post on Chutes & Ladders. Damn you, Matt! I thought I was done with this. Don’t feed my obsession. My response was that if the game ends early, it’s even more likely that it’ll be the kid who went first who won. […]
Recently I have run an exam where the following question had risen many problems for students (here I give its shortened formulation). You are given the data generating process y = 10x + e, where e is error term. Fit linear regression using lm, ne...
I’m very pleased to announce the release of qdap 0.2.2 This is the third installment of the qdap package available at CRAN. The qdap package automates many of the tasks associated with quantitative discourse analysis of transcripts containing discourse, including … Continue reading →
Under the covers of strange bedfellows. Previously The idea of implied alpha was introduced in “Implied alpha — almost wordless”. In a comment to that post Jeff noticed that the optimal portfolio given for the example is ever so close to the minimum variance portfolio. That is because there is a problem with the example … Continue reading →
I’m very pleased to announce the release of qdap 0.2.2 This is the third installment of the qdap package available at CRAN. The qdap package automates many of the tasks associated with quantitative discourse analysis of transcripts containing discourse, including … Continue reading →
