R for Quantitative Finance
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Recent content on R for Quantitative FinanceHugo -- gohugo.ioen-usMon, 02 Apr 2018 00:00:00 +0000tidyr for finance
/2018/04/02/tidyr-for-finance/
Mon, 02 Apr 2018 00:00:00 +0000/2018/04/02/tidyr-for-finance/In this post I’ll show how to use tidyr package which is one of the core tidyverse packages. Throughout this post I will use three messy datasets, stocks1, stocks3, stocks4, and I’ll point out the underlying problem for each dataset and show how to tidy them using most used functions (gather, spread, separate and unite) from tidyr package.
tidyr is written by Hadley Wickham and he specifies the tidy data concept as:Forecasting time series with R using forecast package
/2018/03/31/forecasting-time-series-with-r-using-forecast-package/
Sat, 31 Mar 2018 00:00:00 +0000/2018/03/31/forecasting-time-series-with-r-using-forecast-package/# install & load required packages # install.packages("forecast") # for feracasting time series # install.packages("ggplot2") library(forecast) library(ggplot2) # alternatively you can install & load fpp2 package where forecast and ggplot2 packages will be installed and loaded by default. # install.packages("fpp2") library(fpp2) ## Loading required package: fma ## Loading required package: expsmooth library(xts) ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.About
/about/
Thu, 15 Mar 2018 21:48:51 -0700/about/I am Mehmet! I am an R enthusiastic and this is my website where I post R related topics for Quantitative Finance. This is a static website which I have built via “blogdown” package fully inside R Studio. The main R technologies I use;
rmarkdown blogdown shiny learnr StatisticsR
/2018/03/16/statisticsr/
Fri, 16 Mar 2018 00:00:00 +0000/2018/03/16/statisticsr/Installing required libraries
# library(devtools) # install.packages("openintro") # install.packages("tidyverse") # install.packages("nycflights13") library(nycflights13) library(openintro) # for data sets in the text book ## Please visit openintro.org for free statistics materials ## ## Attaching package: 'openintro' ## The following objects are masked from 'package:datasets': ## ## cars, trees library(tidyverse) ## -- Attaching packages -------------------------------------------------------------- tidyverse 1.2.1 -- ## <U+221A> ggplot2 2.2.1 <U+221A> purrr 0.2.4 ## <U+221A> tibble 1.4.2 <U+221A> dplyr 0.7.4 ## <U+221A> tidyr 0.