tomaskrehlik

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I hereby claim:

• I am tomaskrehlik on github.
• I am tkrhlk (https://keybase.io/tkrhlk) on keybase.
• I have a public key ASD1cPESRfDE76MuVyWvWzcERmG9gpfjlf6gVQGnl-W-Xgo

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tomaskrehlik

#
# 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

# 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

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

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

# 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"