July 21, 2011 — Jeffrey Breen


R reminds me a lot of English. It’s easy to get started, but very difficult to master. So for all those times I’ve spent… well, forever… trying to figure out the “R way” of doing something, I’m glad to share these quick wins.

My recent R tutorial on mining Twitter for consumer sentiment wouldn’t have been possible without Jeff Gentry’s amazing twitteR package (available on CRAN). Continue reading »

Posted: 18 Jul 2011 04:31 AM PDT

This article was first published on Coffee and Econometrics in the Morning

Yesterday, I found myself wanting to compute a large subset of the second order principal minors of a matrix (diagonal-preserving minors; the ones for which the rows and columns kept are the same). Don’t judge me for wanting to do this, and bear with me, there is a lesson about R programming here.

If you don’t know what a principal minor is or forgot what it was (because most of us don’t spend much time with principal minors), here is a short refresher on how to get a second-order principal minor (other orders are possible and there’s a lot of related theory, but let’s try to focus on this one task for now).

Continue reading »

Posted: 18 Jul 2011 08:10 AM PDT

This article was first published on SAS and R



To install, extract the .zip file and run:

C:\Users\vzhang>cd C:\Users\vzhang\Desktop\textmining-1.0\textmining-1.0

C:\Users\vzhang\Desktop\textmining-1.0\textmining-1.0>python setup.py install
running install
running build

…. Continue reading »

Posted on 2011/07/11 by Pat

If a particular prediction comes true, how surprised should we be?

The prediction

The page that sparked my curiosity tells of a prediction made a year ago that the S&P 500 would beat its historic high by the end of 2011.  It says that at the point the prediction was made, the level of the index was about 1010.

According to Wikipedia the all-time high close was 1565.15 on 2007 October 09, and the all-time intraday high was 1576.09 on 2007 October 11. Continue reading »


Posted on 2010/10/04 by Pat

It was the best of times, it was the worst of times.

As you may have guessed, this is a mashup of a novel by Charles Dickens and an explanation of financial returns.

The key plot element of A Tale of Two Cities is that there are two men, Charles Darnay and Sydney Carton, who look almost identical.  They are different, but in some respects interchangeable.

Continue reading »

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