Talking The R Journal latest release

June 24, 2011

Volume 3/1 of The R Journal has been released.

It of course has articles about using R.  In addition it has a feature that I highly support.  In preparation for the UseR! Conference 2011 August 16-18 in Coventry there are two Help Desk articles on making a good technical presentation.

Technical presentation

Rob Hyndman writes “Giving a UseR! Talk”.

Dianne Cook writes “Tips for Presenting Your Work”.

I do have one thing to add to their great advice.  Here is a test for your slides.  If you can post your slides on the internet and they will be understandable without any additional comment, then you need to revise your slides.

Having understandable slides means:

  • You will not be adding value to the slides during the talk
  • You have written a paper in an awkward form

Visual aids should be:

  • visual
  • aids, not the main event

UseR! talk

Speaking of the UseR! conference, I’m scheduled to give a talk there (along with a few other people).  My talk will be:

Random input testing with R

Abstract: Traditional software testing uses specific inputs and then sees if the results are correct.  This is necessary but not always sufficient to have faith that the software operates properly.  When the number of inputs is large, the combinatorial explosion means that full coverage is impossible.

An alternative form of testing is to create random inputs and then infer the suitability of the result.  This means many more combinations can be tested, and in particular avoids bias that may be in the traditional test suite.  Another advantage of this type of testing is that it exercises the code throwing errors and warnings, which is seldom the case for traditional tests.

R is an excellent environment both for generating random inputs, and for examining the resulting output.  We’ll highlight a specific example of portfolio optimization.

Subscribe to the Portfolio Probe blog by Email

Leave a Reply

Related posts

  • January 5, 2012

    Stumbling blocks on the trek from theory to practical optimization in fund management. Problem 1: portfolio optimization is too hard If you are using a spreadsheet, then this is [...]

  • January 2, 2012

    A review of market predictions and results for 2011, and a calibration for 2012 predictions (of 19 equity indices plus oil). Previously One year ago the post "Revised market [...]

  • December 28, 2011

    Most popular posts Two of the ten most popular posts during the year were completely about R: The R Inferno revised (number 6) Solve your R problems (number 9) [...]