shabbychef

# * Fri Feb 24 2012 09:09:10 PM Steven E. Pav <shabbychef@gmail.com>
#
# computation of moments and moment-based statistics
# 
# see also: 
# * http://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/
# * http://www.johndcook.com/standard_deviation.html
# * J. Bennett, et. al., 'Numerically Stable, Single-Pass,
#   Parallel Statistics Algorithms,' Proceedings of IEEE
#   International Conference on Cluster Computing, 2009.

shabbychef

require(quantmod)
getSymbols(c("SPY","TLT","GLD","AAPL"))
allofem <- merge(SPY[,"SPY.Adjusted"],TLT[,"TLT.Adjusted"],GLD[,"GLD.Adjusted"],AAPL[,"AAPL.Adjusted"])
mo.pry <- to.monthly(allofem,OHLC=FALSE)
mo.ret <- diff(log(mo.pry))
sub.ret <- mo.ret[(dim(mo.ret)[1]-59):dim(mo.ret)[1],]
mu <- apply(sub.ret,2,mean,na.rm=TRUE)
Sg <- cov(sub.ret,use="complete.obs")
w <- solve(Sg,mu)
n <- dim(sub.ret)[1]

shabbychef

shabbychef

Entity	Name	Title	Base	Overtime	Other (vacation, sick, bonus, etc)	Medical/Dental/Visual	Employeer Contribution to Pension	Employee Contribution to Pension Paid By Employer	Employer Contribution to Deferred Compensation (401k)	Misc	Total Cost of Employment
Bay Area Rapid Transit	Dugger, Dorothy	General Mgr	298700	0	34500	14951	39521	23324	1869	6796	419661
Bay Area Rapid Transit	Crunican, Grace	General Mgr	312461	0	3846	19141	37513	17500	1869	7591	399921
Bay Area Rapid Transit	Tietz, Forrest	Police Sergeant	136746	111902	33921	18200	60630	156	0	1107	362662
Bay Area Rapid Transit	Pangilinan, Edgardo	Asst Controller	107785	0	214322	10903	13017	7650	1869	5734	361279
Bay Area Rapid Transit	Lucarelli, Frank	Police Lieutenant	173811	46280	33422	23364	76427	233	0	5019	358556
Bay Area Rapid Transit	Collier, Roberta	Asst Treasurer	33971	0	289534	1797	4072	2378	1869	4897	338518
Bay Area Rapid Transit	Parker, Thomas	Exec Mgr Transit System Compl	136544	0	145633	19139	16863	9923	1869	5584	335554
Bay Area Rapid Transit	Rai

shabbychef

# see 
# http://climateecology.wordpress.com/2013/08/19/r-vs-python-speed-comparison-for-bootstrapping/

# first version#FOLDUP
set.seed(101)

# generate data
x <- 0:100
y <- 2*x + rnorm(101, 0, 10)
 

shabbychef

shabbychef

" code to place in .vimrc to make Conque play nicely with R
" (or other languages, though you would have to generalize the
" commands to allow different syntax and filetypes)
"
" to use, place in .vimrc, resource, and issue
" 
" :RConque
"
" this will give you a screen session named 'r';
" use R in this session;

shabbychef

#!/bin/bash -e
#
# Created: 2016.02.05
# Copyright: Steven E. Pav, 2016
# Author: Steven E. Pav
# Comments: Steven E. Pav

function finish() {
        echo doing cleanup here
}

shabbychef

# Created: 2015.05.18
# Copyright: Steven E. Pav, 2015
# Author: Steven E. Pav <shabbychef@gmail.com>
# Comments: Steven E. Pav

library(shiny)
library(ggplot2)
library(reshape2)
library(hypergeo)

shabbychef

library(Rcpp)
source('yunoparallel.cpp')
x <- rnorm(1e5)
dumbCount_int(x)
dumbCount_int(x)

# seems fine, except ... 
replicate(10,dumbCount_int(x))

sd(replicate(100,dumbCount_int(x)))