Monthly Archives: April 2010

UCLA and LA RUG talks on R and C++ integration

April 4, 2010
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We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing ...

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Le Monde rank test

April 4, 2010
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Le Monde rank test

In the puzzle found in Le Monde of this weekend, the mathematical object behind the silly story is defined as a pseudo-Spearman rank correlation test statistic, where the difference between the ranks of the paired random variables and is in absolute value instead of being squared as in the Spearman rank test statistic. I don’t

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Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)? Part 2

April 3, 2010
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Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)? Part 2

I created an example to show how the theory from part 1 might be applied using S&P500 as a proxy for performance. Just in case anyone viewing is not familiar with terminal wealth, it is the final (usually compounded) ending value (hence, terminal) of ...

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R-Node: a web front-end to R with Protovis

April 3, 2010
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R-Node: a web front-end to R with Protovis

Update (April 6 – 2010) : R-Node now has it’s own a website, with a dedicated google group (you can join it here) * * * * The integration of R into online web services is (for me) one of the more exciting prospects in R’s future. That is way I was very excited coming across Jamie...

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embed images in Rd documents

April 3, 2010
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The new help system that was introduced in R 2.10.0 and documented in an article of the R journal is very promising. One thing that is planned for future versions of R (maybe 2.12.0) is some way to include images into Rd documents using the fig option of the Sexpr macro Another way is to use data...

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Demonstrating the Power of F Test with gWidgets

April 2, 2010
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e know the real distribution of the F statistic in linear models — it is a non-central F distribution. Under H0, we have a central F distribution. Given 1 – α, we can compute the probability of (correctly) rejecting H0. I created a simple demo to illustrate how the power changes as other parameters vary,

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Because it’s Friday: Chatroulette

April 2, 2010
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Yesterday, Drew Conway posted an analysis of the survival time to events on Chatroulette. If you're familiar with Chatroulette, you'll know what kind of events you can expect to occur when using it. (If you're not, here's a hint: don't try it now if you're at work.) Sadly, it was all an April Fool's Day joke. But Drew takes...

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A free book on Geostatistical Mapping with R

April 2, 2010
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A free book on Geostatistical Mapping with R

Tomislav Hengl of the University of Amsterdam has published new book, A Practical Guide to Geostatistical Mapping. It's jam-packed with 291 pages on mapping and analyzing spatial data using free software including R, SAGA, GRASS, ILWIS and Google Earth, and freely-available map data. The book itself is also available for free, as an Open Access Publication. You can order...

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How to Produce Fake Data Analysis in R: 3 Easy Steps

April 2, 2010
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How to Produce Fake Data Analysis in R: 3 Easy Steps

Did you really think that a team of researchers spent their weekends counting the number of shirtless adolescent men and exposed penises they could find on charoulette.com? Perhaps you should not answer that, as it may be a better measure of your opinion of sociologist than gullibility. It is true, sociologist do say the

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CLT Standard Normal Generator

April 2, 2010
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CLT Standard Normal Generator

I’ve found this standard normal random number generator in a number of places, one of which being from one of Paul Wilmott’s books. The idea is that we can use the Central Limit Theorem (CLT) to easily generate values distributed according to a standard normal distribution by using the sum of 12 uniform random

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