Download "Getting Started with the Social Media Analytics Research Toolkit" (pdf, 1.25 megabytes) Download the Social Media Analytics Research Toolkit My Social Media Analytics Research Toolkit is about to move into private beta. What's in the release?...
Monthly Archives: March 2010
How ideological is Google?
Adam Bonica, a grad student in political science at NYU, recently published a ranking of the political slant of various professions, based on the amount and recipient (Republican or Democratic) of political donations by lawyers, lobbyists, physicians and many other occupations. This paper (PDF) gives the complete analysis, but the chart below (created using...
Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)?
I've been reading a few articles lately, lambasting ultra ETFs for not keeping up with markets and ascribing the problem to weird unexplainable reasons such as portfolio derivative re-balancing and negative drift. I thought it would be nice to revisit...
Predicting April month return
Bespoke blogged about average monthly returns of the DJI and emphasized April. Before jumping on that information, let’s check some weak points. In that post, only average returns are presented. We need at least extreme points (min;max) and confidence ranges. Second problem – the normal market have upward trend and we need to get rid...
Lotka-Volterra model ~ intro
So many know about the Lotka-Volterra model (i.e. the predator-prey model) in ecology. This model portrays two species, the predator (y) and the prey (x), interacting each other in limited space. The prey grows at a linear rate () and gets eaten by the predator at the rate of (). The predator gains a...
Some Code for Dumping Data from Twitter Gardenhose
Gardenhose is a Streaming API feed that continuously sends a sample (roughly 15% according to Ryan Sarver at the 140tc in September 2009) of all tweets to feed recipients. This is some code for dumping the tweets to files named by date and hour. It is in PHP which is not my favorite language,...
TTR_0.20-2 on CRAN
An updated version of TTR is now on CRAN. It fixes a couple bugs and includes a couple handy tweaks. Here's the full contents of the CHANGES file:TTR version 0.20-2 Changes from version 0.20-1NEW FEATURES:Added VWAP and VWMA (thanks to Brian Peterson...
Scientists misusing Statistics
In ScienceNews this month, there's controversial article exposing the fact that results claimed to be "statistically significant" in scientific articles aren't always what they're cracked up to be. The article -- titled "Odds Are, It's Wrong" is interesting, but I take a bit of an issue with the sub-headline, "Science fails to face the...
Example 7.30: Simulate censored survival data
To simulate survival data with censoring, we need to model the hazard functions for both time to event and time to censoring. We simulate both event times from a Weibull distribution with a scale parameter of 1 (this is equivalent to an exponential ra...
Smoothing time series with R
Smoothing is a statistical technique that helps you to spot trends in noisy data, and especially to compare trends between two or more fluctuating time series. It's a useful visualization tool that I'm pleased to see cropping up more and more in statistical graphics on the Web -- it's now a staple in econometric...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
