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 R-bloggers.com. 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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