Publications by R - datawookie
Updates to the Big Book of R
The Big Book of R provides a comprehensive and ever-growing overview of a broad selection of R programming books. It was created and is maintained by Oscar Baruffa. The collection began with approximately 100 books and, with the help of contributions from the R community, has subsequently expanded to over 400. The books are grouped into topics such...
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Creating Email Threads
The ability to specify a message ID in emails sent from the {emayili} package makes it possible to create email threads. Create a Server First set up the SMTP server details. Credentials are stored in environment variables. library(emayili) GMAIL_USERNAME = Sys.getenv("GMAIL_USERNAME") GMAIL_PASSWORD = Sys.getenv("GMAIL_PASSWORD") smtp <- gmail( ...
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{emayili} Support for Mailtrap
The {emayili} package has adapters which make it simple to send email via a variety of services. For example, it caters specifically for ZeptoMail, MailerSend, Mailfence and Sendinblue. The latest version of {emayili}, 0.8.0 published on 23 April 2024, adds an an adapter for Mailtrap. Account Setup Before you can send emails via Mailtrap you will n...
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Asset Allocation
The Two-Fund Separation Theorem introduced by James Tobin, a Nobel Prize-winning economist, is a fundamental concept in investment theory. It addresses how investors can optimally allocate their assets. In an efficient market an optimal portfolio is a combination of a risk-free asset and a market portfolio. Asset Allocation Let’s build a portfoli...
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Parameter Constraints & Significance
Setting the values of one or more parameters for a GARCH model or applying constraints to the range of permissible values can be useful. The art of the econometrician consists in finding the set of assumptions which are both sufficiently specific and sufficiently realistic to allow him to take the best possible advantage of the data available to h...
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Leverage Effect
The models we have been looking at do not differentiate between positive and negative residuals: both errors are treated the same. However, this does not align with reality, where the volatility resulting from a large negative return is higher than that for the corresponding positive return. The reason for this is that a large negative return produ...
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Loading Financial Time Series
I’m going to be writing a series of posts which will look at some applications of R (and perhaps Python) to financial modelling. We’ll start here by pulling some stock data into R, calculating the daily returns and then looking at correlations and simple volatility estimates. Data I was looking for a chunky set of stock data, preferably someth...
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Weekly Digest — 2023/12/01
Some things that got my attention this week: Titan Image Generator in AWS Bedrock AWS Transcribe Supports 100+ Languages Cron Jobs in Vercel R v4.3.2 Spark v3.4.2 Keras v3.0.0 and Oceanography Gift. Titan Image Generator in AWS Bedrock — AWS Bedrock now includes the Titan Image Generator, which will rapidly create and refine studio-quality,...
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Weekly Digest — 2023/11/24
My information highlights for the week: CodeWhisperer on the Command Line Jobs with Higher Income and Fewer Hours and httr2 v1.0.0. CodeWhisperer on the Command Line — CodeWhisperer is a general purpose code generator powered by Machine Learning. It provides real time code recommendations as you code. You’re most likely to have encountere...
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{pagedown} Page Size & Margins
At Fathom Data we have been doing a lot of automated documentation and automated reporting. Although many of these documents are rendered to HTML, there’s an increasing demand for PDF documents. So we’ve had to raise out game in that department. The {pagedown} package has become invaluable. This is a short note showing how we tweak the page s...
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