Publications by Eran Raviv
Reproducible Finance with R – book review
Reproducible Finance with R is a clever book, with modern treatment of classical concepts. Here below is what I liked- and disliked about the book. Back when I was practicing Judo, there was a guy in my group who mastered that one exercise (called Uchi Mata). He could go fighting 20 consecutive fights without losing once, flooring all his oppone...
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R tips and tricks – higher-order functions
A higher-order function is a function that takes one or more functions as arguments, and\or returns a function as its result. This can be super handy in programming when you want to tilt your code towards readability and still keep it concise. Consider the following code:# Generate some fake data > eps <- rnorm(10, sd= 5) > x <- c(1:10) > y <- 2...
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R Journal publication
The R Journal is the open access, refereed journal of the R project for statistical computing. It features short to medium length articles covering topics that should be of interest to users or developers of R. Christoph Weiss, Gernot Roetzer and myself have joined forces to write an R package and the accompanied paper: Forecast Combinations in R...
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Matrix-style screensaver in R
This post shares short code snippet to make your own screen saver in R, The Matrix-style: The code takes a few seconds to complete.nx = 100 ny = 80 kk <- 110 x = sample(x = 1:nx, size = kk, replace = TRUE) y = seq(-1, -ny, length = kk) codes <- matrix(0:127, 8, 16, byrow = TRUE, dimnames = list(0:7, c(0:9, letters[1:6]))) library(magrittr) asci...
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Forecast Combination in R – slides
The useR! 2019 held in Toulouse ended couple of days ago. I spoke of the recent R journal publication about forecast combinations (joint work with Christoph Weiss and Gernot Roetzer). Slides for the talk can be found here. Related posts: R Journal publication The R Journal is the open access, refereed journal of… Forecast combinations in R ...
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Forecast Combination talk
Courtesy of R Consortium, you can view my forecast combination talk (16 mins) given in France few months ago, below. The slides for talk and the paper it’s based on can be found here Related posts: Forecast Combination in R – slides The useR! 2019 held in Toulouse ended couple of days… Backtesting trading strategies with R Few weeks bac...
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R tips and tricks – Paste a plot from R to a word file
In this post you will learn how to properly paste an R plot\chart\image to a word file. There are few typical problems that occur when people try to do that. Below you can find a simple, clean and repeatable solution. When you google how to paste a plot from R to a word file you find that there are some solutions. But they are not satisfactory. ...
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R tips and tricks – utilities
As the title reads, few more R-related tips and tricks. I hope you have not seen those before. Some utilities Methods are functions which are specifically written for particular class. In the post Show yourself (look “under the hood” of a function in R) we saw how to get the methods that go with a particular class. Now there are more mode...
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R + Python = Rython
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R tips and tricks – readClipboard
Here is a small utility function to save you some boring work. Say you have a file to read into R. The file path is C:\Users\folder1\folder2\folder3\mydata.csv. So what do you do? you copy the path, paste it to the editor, and start reversing the backslash into a forward slash so that R can read your file. With the help of the rstudioapi packag...
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