similar to: Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY

Hi Eric, Thank you, that helps a lot. If I'm understanding correctly, if I?m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with my returns (i.e. daily returns with daily sharpe, monthly with monthly, etc). And I wouldn?t need to transform returns like the

Correct Sent from my iPhone > On 21 Nov 2017, at 22:42, Joe O <joerodonnell at gmail.com> wrote: > > Hi Eric, > > Thank you, that helps a lot. If I'm understanding correctly, if I?m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with

Wrong list. Post on r-sig-finance instead. Cheers, Bert On Nov 20, 2017 11:25 PM, "Joe O" <joerodonnell at gmail.com> wrote: Hello, I'm trying to understand how to use the pbo package by looking at a vignette. I'm curious about a part of the vignette that creates simulated returns data. The package author transforms his simulated returns in a way that I'm

[re-sending - previous email went out by accident before complete] Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That

Dear listers, I'm using gam(from mgcv) for semi-parametric regression on small and noisy datasets(10 to 200 observations), and facing a problem of overfitting. According to the book(Simon N. Wood / Generalized Additive Models: An Introduction with R), it is suggested to avoid overfitting by inflating the effective degrees of freedom in GCV evaluation with increased "gamma"

I am analyzing particulate matter data (PM10) on a small data set (147 observations). I fitted a semi-parametric model and am worried about overfitting. How can one check for model fit in GAM? Jean G. Orelien

I am accustomed to the LIBSVM package, which provides cross-validation on training with the -v option % svm-train -v 5 ... This does 5 fold cross validation while building the model and avoids over-fitting. But I don't see how to accomplish that in the e1071 package. (I learned that svm(... cross=5 ...) only _tests_ using cross-validation -- it doesn't affect the training.) Can

The subject is a Generalized Additive Model. Experts caution us against overfitting the data, which can cause inaccurate results. I am not a statistician (my background is in Computer Science). Perhaps some kind soul would take a look and vet the model for overfitting the data. The study estimated the ebb and flow of traffic through a voting place. Just one voting place was studied; the

Based on the original patch by Ilia Mirkin. Handle races between nouveau_bo_name_get, nouveau_bo_prime_handle_ref and unreffing. Because DRM_IOCTL_GEM_CLOSE is not refcounted, some special care was needed by holding the lock during some ioctls. Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> Signed-off-by: Maarten Lankhorst <maarten.lankhorst at canonical.com> --- ---

This isn't a question about R, but I'm hoping someone will be willing to help. I've been looking at calibration plots in multiple regression (plotting observed response Y on the vertical axis versus predicted response [Y hat] on the horizontal axis). According to Frank Harrell's "Regression Modeling Strategies" book (pp. 61-63), when making such a plot on new data

On 24 February 2015 at 09:01, Maarten Lankhorst <maarten.lankhorst at ubuntu.com> wrote: > While I've closed off most races in a previous patch, a small race still existed > where importing then unreffing cound cause an invalid bo. Add a test for this case. > > Racing sequence fixed: > > - thread 1 releases bo, refcount drops to zero, blocks on acquiring nvdev->lock.

On 25-02-15 15:14, Emil Velikov wrote: > On 24 February 2015 at 09:01, Maarten Lankhorst > <maarten.lankhorst at ubuntu.com> wrote: >> While I've closed off most races in a previous patch, a small race still existed >> where importing then unreffing cound cause an invalid bo. Add a test for this case. >> >> Racing sequence fixed: >> >> - thread 1

While I've closed off most races in a previous patch, a small race still existed where importing then unreffing cound cause an invalid bo. Add a test for this case. Racing sequence fixed: - thread 1 releases bo, refcount drops to zero, blocks on acquiring nvdev->lock. - thread 2 increases refcount to 1. - thread 2 decreases refcount to zero, blocks on acquiring nvdev->lock. At this

Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> --- nouveau/nouveau.c | 29 ++++++++++++++++++++++++++++- nouveau/private.h | 3 ++- 2 files changed, 30 insertions(+), 2 deletions(-) diff --git a/nouveau/nouveau.c b/nouveau/nouveau.c index ee7893b..72c31cf 100644 --- a/nouveau/nouveau.c +++ b/nouveau/nouveau.c @@ -85,6 +85,12 @@ nouveau_device_wrap(int fd, int close, struct

Hello everyone! As one might think from my subject line this thread seems to be about the usual no-32bit-OpenGL-libraries-installed issue, that Google is full of when you are looking for a solution. My problem is a bit different: My system is 64bit, indeed, but the 32 bit graphics libraries/drivers are installed. 32bit native games like Enemy Territory run fine. GuildWars starts with the

Only add wrapped bo's and bo's that have been exported through flink or dma-buf. This avoids a lock in the common case, and decreases traversal needed for importing a dma-buf or flink. Signed-off-by: Maarten Lankhorst <maarten.lankhorst at ubuntu.com> --- nouveau/nouveau.c | 47 +++++++++++++++++++++++------------------------ 1 file changed, 23 insertions(+), 24 deletions(-) diff

When nvc0_push_vbo calls nouveau_scratch_done it does not mean scratch buffers can be freed immediately. It means "when hardware advances to this place in the command stream the scratch buffers can be freed". The bug existed for a very long time. Nobody noticed, because "scratch runout" code path is rarely executed. Fixes "Serious Sam 3" on nve7/gk107. ---

On 24 February 2015 at 09:01, Maarten Lankhorst <maarten.lankhorst at ubuntu.com> wrote: > Only add wrapped bo's and bo's that have been exported through flink or dma-buf. > This avoids a lock in the common case, and decreases traversal needed for importing > a dma-buf or flink. > > Signed-off-by: Maarten Lankhorst <maarten.lankhorst at ubuntu.com> > --- >

Op 25-02-15 om 15:11 schreef Emil Velikov: > On 24 February 2015 at 09:01, Maarten Lankhorst > <maarten.lankhorst at ubuntu.com> wrote: >> Only add wrapped bo's and bo's that have been exported through flink or dma-buf. >> This avoids a lock in the common case, and decreases traversal needed for importing >> a dma-buf or flink. >> >> Signed-off-by: