The new R 2.15.0 is out! You know the drill! Get the source code from here.

Blogs on the R software.

David Varadi have recently wrote two posts about Gini Coefficient: I Dream of Gini, and Mean-Gini Optimization. I want to show how to use Gini risk measure to construct efficient frontier and compare it with alternative risk measures I discussed previously. I will use Gini mean difference risk measure – the mean of the difference [...]