Monthly Archives: January 2010

Typos in Chapter 3

January 7, 2010
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Typos in Chapter 3

Here are two more typos in the exercises of Chapter 3 of “Introducing Monte Carlo Methods with R”. – due to the (later) inclusion of an extra-exercise in the book, the “above exercise” in Exercise 3.5 actually means Exercise 3.3. – in Exercise 3.11, question c, a line got commented by mistake in the LaTeX file and

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R’s exponential package growth, ctd.

January 7, 2010
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R’s exponential package growth, ctd.

Reader SK has collected the most recent data on R's package growth, through the latest 2.10 release. The three most recent releases fall slightly below the exponential growth line, which isn't altogether surprising (that's a lot of growth to sustain!). Another interesting thing to look at would be the combined rate of new packages submitted to CRAN and packages...

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Survey question biases and crowdsourcing

January 7, 2010
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It's common knowledge that the way you ask a question in a survey can bias the results you get. (It's been a staple of political pollsters since the dawn of time.) But Aaron Shaw from Dolores Labs has used an interesting technique to demonstrate that bias: crowdsourcing. He asked the same question of crowdsourced respondents assigned randomly to one...

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subsetting a matrix/array in R

January 7, 2010
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From the R-devel svn log. Nice addition… r50896 | falcon | 2010-01-05 12:05:31 -0800 (Tue, 05 Jan 2010) | 7 lines Changed paths: M /trunk/NEWS M /trunk/src/include/Defn.h M /trunk/src/library/base/man/Extract.Rd M /trunk/src/main/subassign.c M /trunk/src/main/subscript.c M /trunk/src/main/subset.c M /trunk/tests/Makefile.common A /trunk/tests/array-subset.R Allow n-dim arrays to be subsetted by an n-column character matrix The character matrix is converted

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Scatter plot with 4 axes labels and grid

January 7, 2010
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Scatter plot with 4 axes labels and grid

Ravi from this post (via Revolutions blog) wanted to check the code that produces the left panel of the Figure 3 from this article taken from the current issue of the R Journal. Below my attempt to reproduce the plot: rv <- seq(1.3, 2.9, .1)...

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Scatter plot with 4 axes labels and grid

January 7, 2010
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Scatter plot with 4 axes labels and grid

Ravi from this post (via Revolutions blog) wanted to check the code that produces the left panel of the Figure 3 from this article taken from the current issue of the R Journal. Below my attempt to reproduce the plot: rv <- seq(1.3, 2.9, .1)...

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R Journal, Volume 1/2, December 2009

January 7, 2010
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The issue 1/2 of the R Journal has been published. It features an article that I co-authored with Spencer Graves and Sundar Dorai-Raj about the sospackage.

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3d scatter plot using R

January 6, 2010
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3d scatter plot using R

The other day I saw a three dimensional scatterplot in Montgomery's Regression book. I wanted to redraw the graph using the provided data. A simple google search revealed that there is a package called scatterplot3d. The scatterplot3d() can be used to draw a 3-dimensional scatter plot. Here is what the steps are: Download and install the package from your nearest...

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3d scatter plot using R

January 6, 2010
By
3d scatter plot using R

The other day I saw a three dimensional scatterplot in Montgomery's Regression book. I wanted to redraw the graph using the provided data. A simple google search revealed that there is a package called scatterplot3d. The scatterplot3d() can be used to draw a 3-dimensional scatter plot. Here is what the steps are: Download and install the package from your nearest...

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Programming a custom Backtest Profile in R

January 6, 2010
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Programming a custom Backtest Profile in R

One of the many issues with systems trading is trying to make sense of the vast amounts of data you accumulate with the backtest of a system. Historical backtesting is the first step in testing your trading idea. If it is a trading idea that ought to w...

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