Saturday, January 14, 2012

Welcome Back, Me

It's been a few weeks since I last posted.  Sorry about that.  Unfortunately, sometimes you come home from work just not wanting to look at a computer.

I'm working on a series of posts requested by a few friends.  They would like to see me build a time series simulation framework.  I've done this in the past with SAS for clients (using ETS, IML, and Risk Dimensions); doing it in R will be new.  I've got a bit of a learning curve to get up.  So far, R seems to have a lot of functionality built in.  The later posts will focus on building a platform for automating the simulation. If performance becomes a problem, we'll introduce some multiprocessing, Python, and/or GPU programming.  So stay tuned.

I also want to welcome the audience at  Tal, who runs the site, has graciously agreed to syndicate this blog over there.  I've found his site to be a great resource for learning R.

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