Coding

Levenshtein distance in C++ and code profiling in R

March 25, 2012 | Dzidorius Martinaitis

At work, the client requested, if existing search engine could accept singular and plural forms equally, e. g. “partner” and “partners” would lead to the same result. The first option – stemming. In that case, search engine would use root of a word, e. g. “partn”. However, stemming has many weaknesses: ... [Read more...]

C++ is dead. Long live C++

December 1, 2011 | Dzidorius Martinaitis

During the summer I was contacted by a hedge fund from Bahamas. The fund was looking for someone with R language skills on-site and insisted for phone interview. Besides obvious questions about finance, statistics, coding and how many tennis balls can fit in Boeing 747 (ok, this question was omitted), they ... [Read more...]

ARMA Models for Trading, Part III

May 2, 2011 | The Average Investor

In the last post I showed how to pick the parameters for the ARMA model. The next step is to determine the position at the close. One way to do that is by a one day ahead prediction, if the prediction comes negative (remember the series we are operating on ... [Read more...]

R annoyances

March 20, 2010 | John Mount

Readers returning to our blog will know that Win-Vector LLC is fairly “pro-R.” You can take that to mean “in favor or R” or “professionally using R” (both statements are true). Some days we really don’t feel that way. Consider the following snippet of R code where we create ... [Read more...]

R examine objects tutorial

November 21, 2009 | John Mount

This article is quick concrete example of how to use the techniques from Survive R to lower the steepness of The R Project for Statistical Computing‘s learning curve (so an apology to all readers who are not interested in R). What follows is for people who already use R ... [Read more...]

Sometimes, you just need to use a plyr

July 10, 2009 | jebyrnes

I haven’t posted anything about R-nerdery in quite some time. But I have to pause for a moment, and sing the praises of a relatively new package that has made my life exponentially easier. The plyr package. R has the capability to apply a single function to a vector ...
[Read more...]

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