by Patrick Burns.
Abstract: A recent Barron’s article examined the efficacy of stock recommendations on the television show Mad Money. Statistical analyses of stock recommendations are scrutinized here in detail, and a powerful analysis using random portfolios is suggested. Differences between simple returns and log returns are discussed, as is the usefulness of the statistical bootstrap. The cost to individuals of trading stocks can easily overwhelm even quite good recommendations.
jun 25, 26
Several packages on CRAN provide (or relate to) interfaces between databases and R. Here is a summary, mostly in the words of the package descriptions. Remember that package names are [...]
jun 25, 26
Chapter 32 of Tao Te Programming advises you to make bricks instead of monoliths. Here is an example. The example is written with the syntax of R and is a [...]
jun 25, 26
There is a mechanism that allows variability in the arguments given to R functions. Technically it is ellipsis, but more commonly called ”…”, dots, dot-dot-dot or three-dots. Basics The three-dots [...]