Tag Archives: challenge

Computer

When “learning Python” becomes “practicing R” (spoiler)

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15 years ago, a student of mine told me that I should start learning Python, that it was really a great language. Students started to learn it, but I kept postponing. A few years ago, I started also Python for Kids, which is really nice actually, with my son. That was nice, but not really challenging. A few weeks ago, I also started a crash course in Python, taught by Pierre. The truth is I think I will probably give up. I keep telling myself (1) I can do anything much faster in R (2) Python is not intuitive, especially when you’re used to practice R for almost 20 years… Last week, I also had to link Python and R for our pricing game : Ali wrote some template codes in Python, and I had to translate them in R. And it was difficult…

Anyway, since it was a school break this week, I said to my son that we should try to practice together, with a nice challenge. For those willing to try it, you’d better stop here, because I will spoil it.

Continue reading When “learning Python” becomes “practicing R” (spoiler) →

Blogosphere, Internet, Statistics, Time Series

I really need to find hot (and sexy) topics

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50 days ago (here), I was supposed to be very optimistic about the probability that I could reach a million viewed pages on that blog (over a bit more than two years). Unfortunately, the wind has changed and today, the probability is quite low…

 base=read.table("millionb.csv",sep=";",header=TRUE)
X1=cumsum(base$nombre)
base=read.table("million2b.csv",sep=";",header=TRUE)
X2=cumsum(base$nombre)
X=X1+X2
 D=as.Date(as.character(base$date),"%m/%d/%Y")
kt=which(D==as.Date("01/06/2010","%d/%m/%Y"))
D0=as.Date("08/11/2008","%d/%m/%Y")
D=D0+1:length(X1)
P=rep(NA,(length(X)-kt)+1)
for(h in 0:(length(X)-kt)){
model  <- arima(X[1:(kt+h)],c(7 1,7),method="CSS") 
 forecast <- predict(model,200)
u=max(D[1:kt+h])+1:300
k=which(u==as.Date("01/01/2011","%d/%m/%Y"))
(P[h+1]=1-pnorm(1000000,forecast$pred[k],forecast$se[k]))
}
plot( D[length(D)-length(P)]+1:220,c(P,rep(NA,220-length(P))),
ylab="Probability to reach 1,000,000",xlab="",
type="l",col="red",ylim=c(0,1))
So, I guess my posts on multiple internal rates of return, or Young’s inequality will have to wait next year… I really need to find some more sexy post to attract readers.. Challenge accepted !