tdunning

require(Matrix)

read.svmlight2 <- function( filename ) {
    f <- file( filename, "r")
    lines = readLines( f )
    close(f)
    temp = strsplit(lines,'[: ]')
    target = sapply(temp, function(row){as.numeric(row[1])})
    raw = lapply(temp, function(row){
        n = length(row);

tdunning

{"t":[100.44380099679421,200.7658959087325,301.6982003576183],"v1":[-3.2124876152877886,-17.9729521628487,-11.10212822944568],"v2":[20.668968387311498,39.70574384652023,33.97732641377096]}
{"t":[402.02369599592936,500.361291107067,601.0570362962695],"v1":[-10.357254868666516,-15.358599092346992,-18.17981637433697],"v2":[28.14680001787952,24.449514473332897,36.90232317832954]}
{"t":[700.3591871348365,801.7683561318721,901.3906331330202],"v1":[-4.184888093902327,2.266724195547855,1.8027188779133356],"v2":[43.63398291814092,37.96260382309654,34.558440299721525]}
{"t":[998.8508331065062,1097.1401685144158,1198.1819481032155],"v1":[-1.3711844607134631,5.5027134050661735,5.111544086242255],"v2":[34.518652181145356,39.89433181166691,44.621036340105604]}
{"t":[1298.1931737425077,1398.9874465151283,1498.3317303744573],"v1":[5.597833929076392,23.21742527898042,20.160346681365283],"v2":[46.6957213571881,36.773578638699526,26.80096644321689]}
{"t":[1598.4807447946152,1698.0002145693118,1797.9744831102964],"v1":[30.550780

tdunning

{"t":100.44380099679421,"v1":-3.2124876152877886,"v2":20.668968387311498}
{"t":200.7658959087325,"v1":-17.9729521628487,"v2":39.70574384652023}
{"t":301.6982003576183,"v1":-11.10212822944568,"v2":33.97732641377096}
{"t":402.02369599592936,"v1":-10.357254868666516,"v2":28.14680001787952}
{"t":500.361291107067,"v1":-15.358599092346992,"v2":24.449514473332897}
{"t":601.0570362962695,"v1":-18.17981637433697,"v2":36.90232317832954}
{"t":700.3591871348365,"v1":-4.184888093902327,"v2":43.63398291814092}
{"t":801.7683561318721,"v1":2.266724195547855,"v2":37.96260382309654}
{"t":901.3906331330202,"v1":1.8027188779133356,"v2":34.558440299721525}
{"t":998.8508331065062,"v1":-1.3711844607134631,"v2":34.518652181145356}

tdunning

[
    {"name":"t", "class":"sequence", "lengthDistribution": 3, "base":{
	"class":"random-walk", "sd": 1, "mean": 100}},
    {"name":"v1", "class":"sequence", "lengthDistribution": 3, "base":{
	"class":"random-walk", "sd": 10, "mean": 0}},
    {"name":"v2", "class":"sequence", "lengthDistribution": 3, "base":{
	"class":"random-walk", "sd": 10, "mean": 0}}
]

tdunning

tdunning

public class RandomNumberGenerator {
    @FunctionTemplate(name = "random", scope = FunctionTemplate.FunctionScope.SIMPLE, nulls = FunctionTemplate.NullHandling.NULL_IF_NULL)
    public static class Uniform implements DrillSimpleFunc {
        @Param
        Float8Holder low;
        @Param
        Float8Holder high;

        @Output
        Float8Holder output;

tdunning

from collections import Counter
 
exchange_codes = {
    'A': 'NYSE MKT Stock Exchange',
    'B': 'NASDAQ OMX BX Stock Exchange',
    'C': 'National Stock Exchange',
    'D': 'FINRA',
    'I': 'International Securities Exchange',
    'J': 'Direct Edge A Stock Exchange',
    'K': 'Direct Edge X Stock Exchange',

tdunning

#define _GNU_SOURCE

#include <time.h>
#include <stdio.h>
#include <stdlib.h>
#include <fcntl.h>
#include <sys/uio.h>
#include <sys/file.h>
#include <unistd.h>
#include <errno.h>

tdunning

### x is either a vector of numbers or a data frame with sums and weights. Digest is a data frame.
merge = function(x, digest, compression=100) {
    ## Force the digest to be a data.frame, possibly empty
    if (!is.data.frame(digest) && is.na(digest)) {
        digest = data.frame(sum=c(), weight=c())
    }
    ## and coerce the incoming data likewise ... a vector of points have default weighting of 1
    if (!is.data.frame(x)) {
        x = data.frame(sum=x, weight=1)
    }

tdunning