EIAdata R Package

My EIAdata R package is now available on CRAN.  This means you can install the package with a simple, install.packages("EIAdata") from within R.

A development version of the package is available on GitHub.  This package gives you programmatic access, from within R, to over a million energy related time series available through the Energy Information Administration's API.

R Package: EIAdata

I just put my functions to interact with the EIA's API into a R package which I've called 'EIAdata'.  The package is available here: EIAdata_0.1.tar.gz. Once downloaded, you can install it with R CMD INSTALL EIAdata_0.1.tar.gz while in the same directory.

The package contains the functions getCatEIA and getEIA which will get data categories/series IDs, and the time series data for a given series ID, respectively.

New Working Paper: How Consistent are the Judges of Portfolio Performance?

I posted a new working paper HERE. It is a short letters type paper---so it is a quick read. In the paper we show four standard portfolio performance measures (Sharpe Ratio, Jensen's alpha, Information Ratio, and Treynor Ratio) all rank portfolios consistently (all measures have a preference for portfolios with a greater number of stocks).  The implication is, it doesn't matter which portfolio measure you use, each will afford a very similar ranking for a given set of portfolios.

Streaming the World Cup in HD for free: Thanks to Univision

You can watch the World Cup live (or should I say 'en vivo') at Univision here: http://deportesenvivo.univision.com/.  Of course, the play by play is in Spanish. If you want to English play by play, a Bloomberg article has a work around.

I just listen to the Spanish announcers -- if you know a bit of Spanish you can generally get the idea of what they are saying.  And anyway, they are much more fun to listen to when a goal is scored.

CDs then USB won't mount: Debian sid (unstable)

A little while ago, my Debian sid system stopped mounting CDs.  Shortly thereafter it stopped mounting USB devices also. After searching around a bit I found a solution here (the problem was with Consolekit):  https://lists.debian.org/debian-user/2011/10/msg01252.html

The solution is to create a file etc/polkit-1/localauthority/50-local.d/consolekit.pkla with the contents:


Identity=unix-user:your username here

of course replacing your username here. Also create /etc/polkit-1/localauthority/50-local.d/udisks.pkla with the contents:


Hope this helps if you run into the same issue.