Tomáš Křehlík tomaskrehlik

tomaskrehlik / gist:5262087

Last active December 15, 2015 12:39

Data.table: apply window function by index variable

	# Lag-function lags the given variable by the date_variable

	lag_variable <- function(data, variable, lags, date_variable = c("Date")) {
	if (lags == 0) {
	return(data)
	}
	if (lags>0) {
	name <- "lag"
	} else {
	name <- "forward"

tomaskrehlik / citations_export

Created May 13, 2013 18:38

Exporting citations for all the packages from R that you have used in some work.

	temp <- lapply(c("data.table","reshape","ggplot2","wavelets", "Rcpp", "compiler", "base", "stringr", "RSNNS", "forecast", "rugarch", "parallel"),function(x) toBibtex(citation(x)))
	cat(str_join(unlist(temp), "\n"), file="~/.../R.bib")

tomaskrehlik / jordan_caret.R

Created November 19, 2013 17:23

A cusom function to use jordan recurrent neural network from RSNNS package with caret.

	grid <- expand.grid(.size=5:10)

	modelFunc <- function(data, parameter, levels, last, ...)
	{
	library(RSNNS)
	list(fit = jordan(data[,setdiff(names(data),".outcome")], data$.outcome, size = parameter$.size, initFuncParams = c(1,-1, 0.3, 1, 0.5)))
	}
	predFunc <- function(object, newdata)
	{
	library(RSNNS)

tomaskrehlik / gist:ce7ac48a523e7b7a0895

Created August 25, 2014 07:31

Miscellaneous tests for time series.

	# Critical values for the Augmented Dickey-Fuller test.
	# http://home.cerge-ei.cz/petrz/GDN/crit_values_ADF_KPSS_Perron.pdf
	# The p-vals are 0.01, 0.025, 0.05, 0.1
	# Number of observations is in the Ts

	# Small test only for the df test
	# Should print something close to critical value
	# using Distributions
	# mean([sort([df(cumsum(rand(Normal(), 1000)), "None")[1] for i=1:500])[25] for j=1:200])

tomaskrehlik / julialinter.py

Last active August 29, 2015 14:09

Settings for Julia linter

	#
	# linter.py
	# Linter for SublimeLinter3, a code checking framework for Sublime Text 3
	#
	# Written by Tomas Krehlik
	# Copyright (c) 2014 Tomas Krehlik
	#
	# License: MIT
	#

tomaskrehlik / keybase.md

Created May 17, 2019 08:08

I hereby claim:

To claim this, I am signing this object: