Paul Teetor
@pteetor.bsky.social
Quant developer, software engineer, would-be futures trading genius, so-so musician
Yes! It took me 6 months to figure out, okay, now what? But when I did it was great.
January 19, 2025 at 2:45 PM
Yes! It took me 6 months to figure out, okay, now what? But when I did it was great.
The R Cookbook is available on-line. It contains useful recipes, oriented towards beginners. #rstats
rc2e.com
rc2e.com
R Cookbook, 2nd Edition
Second edition of R Cookbook
rc2e.com
January 15, 2025 at 4:19 AM
Wait a minute. Over Christmas holiday, people had something better to do?
January 11, 2025 at 7:03 PM
Wait a minute. Over Christmas holiday, people had something better to do?
Gotta say, the {ellmer} package is robust and pretty darn easy to use. Nicely done, Dr. Wickham!
January 10, 2025 at 2:41 AM
Gotta say, the {ellmer} package is robust and pretty darn easy to use. Nicely done, Dr. Wickham!
@matloff.bsky.social @datavisfriendly.bsky.social I have a "small-ish n" problem, the covariance of short-ish time series. The EWMA cov estimate worked pretty well, but the matrix was not invertible ("uncooperative"). The cov.shrink function gave an invertible matrix; and the shrinkage was a bonus.
January 7, 2025 at 9:03 PM
@matloff.bsky.social @datavisfriendly.bsky.social I have a "small-ish n" problem, the covariance of short-ish time series. The EWMA cov estimate worked pretty well, but the matrix was not invertible ("uncooperative"). The cov.shrink function gave an invertible matrix; and the shrinkage was a bonus.
OMG. @eddelbuettel.com points out that the correct spelling of the function is `cov.shrink`. Thank you, Dirk! #mybad
January 5, 2025 at 6:55 PM
OMG. @eddelbuettel.com points out that the correct spelling of the function is `cov.shrink`. Thank you, Dirk! #mybad
Yes! Thank you, Norm.
January 5, 2025 at 6:52 PM
Yes! Thank you, Norm.
Thank you! Your comments and code example are very useful. This whole S7 thing is looking quite good. Time to get my hands dirty.
December 29, 2024 at 6:57 PM
Thank you! Your comments and code example are very useful. This whole S7 thing is looking quite good. Time to get my hands dirty.
Thank you. That is quite helpful, actually. Seeing someone work thru their use-case is great.
December 29, 2024 at 6:56 PM
Thank you. That is quite helpful, actually. Seeing someone work thru their use-case is great.