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

Latest posts

Leave a Reply

Related posts

  • September 24, 2012

    What is variance targeting in garch estimation?  And what is its effect? Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on [...]

  • September 20, 2012

    The variability of garch estimates when the series has 100,000 returns. Experiment The post "Variability of garch estimates" showed estimates of 1000 series that were each 2000 observations long.  [...]

  • September 17, 2012

    Not exactly pin-point accuracy. Previously Two related posts are: A practical introduction to garch modeling garch and long tails Experiment 1000 simulated return series were generated.  The garch(1,1) parameters [...]