R-specific review of blog year 2011

December 28, 2011

Most popular posts

Two of the ten most popular posts during the year were completely about R:

R played a role in the other eight top ten, and many of the rest of the posts as well.

R

The R Inferno was revised in the spring. Amazingly, this blog got the world-wide scoop. Here is the advertisement.

useR!2011 inspired three posts.

There were reports on R/Finance and a LondonR meeting.

Also there was a particular post that I think is a great example of some of the power of R.

Complete review

The complete review for the year (including the soundtrack) is at “Blog year 2011 in review”.

Subscribe to the Portfolio Probe blog by Email

Leave a Reply

Related posts

  • November 19, 2012

    An introduction to estimating Value at Risk and Expected Shortfall, and some hints for doing it with R. Previously "The basics of Value at Risk and Expected Shortfall" provides [...]

  • November 12, 2012

    Specifics of statistical factor models and of a particular implementation of them. Previously Posts that are background for this one include: Three things factor models do Factor models of [...]

  • November 5, 2012

    When aggregating over both time and assets, the order of aggregation matters. Task We have the weights for a portfolio and we want to use those and a matrix [...]