Data Science. TileDB. Open Source. Quant Research. R. C++. Debian. Linux. Adjunct Clinical Professor, University of Illinois. Lots of coffee. And some running.
Most exciting data science book I have read in some time: "Modern Business Analytics" by @MattTaddy : current, modern, accessible, rigorous, awesome.
Near-final draft out later this year; my commits may have fixed some typos. Content below as teaser---but you've got to read it.
I am now a free agent on 'garden leave', open for "interesting" work in the quant / data science / ml space.
Chicago, or possibly remote. Strong preference for compatibility with my adjunct position at U of Illinois.
Any pointers? Please email edd@debian.org. Thanks!
From a very recent @lifehacker post. But you have to take my word that there was no pot involved in either preparation or consumption.
Came out well though. We may do this again.
skillet.lifehacker.com/this-…
A good day: One thank-you email for my Open Source work from a "Lt-Col" of the Ecole Militaire of the country where I went to grad school, plus one from an ecology post-doc in the province I once called home.
#sayThanksOnceInAWhile
That is a prime example of "volatility clustering": high values predict high values, low values predict low values.
See Rob Engle (1982) and the very voluminous literature that followed (and rightly earned him a Nobel).
Ever need to read or write R Data files from C / C++ ?
Ie access / create RData or rds but without R itself ?
librdata by @EvMill has you covered, and he and I just cleaned up some build and usage issues. Take it for a spin.
github.com/WizardMac/librdat…
RVowpalWabbit 0.0.12 on CRAN: Stricly Maintenance
R Interface to the 'Vowpal Wabbit' fast out-of-core learner
R Core / CRAN requested maintenance change
goo.gl/onjtcc#rstats
digest 0.6.15 and RVowpalWabbit 0.0.11 on CRAN: Mostly Maintenance
- Create Compact Hash Digests of R Objects
- R Interface to the 'Vowpal Wabbit' fast out-of-core learner
Two R Core / CRAN requested maintenance changes
goo.gl/usjWqv#rstats
Rblpapi 0.3.8 on CRAN: Mostly maintenance
Direct and efficient R interface to Bloomberg Terminal
goo.gl/mhfKvJ#rstats#rcpp
Also, Dirk can't add ones. Should have been 0.3.7. My bad for the typo.
R^4 #15: tidyverse and data.table, sitting side-by-side ... (part 1)
Using a simple example to compare and contrast two approaches
goo.gl/o92xJe#rstats
h/t @gelliottmorris
Yes it was but you *really* want the second segment with Kate McKinnon *killing it* as Robert Mueller. 4:55 into this clip:
youtube.com/b60iiT4VWKc?t=4m55s