Monthly Archives: April 2010

Example 7.31: Contour plot of BMI by weight and height

April 5, 2010
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Example 7.31: Contour plot of BMI by weight and height

A contour plot is a simple way to plot a surface in two dimensions. Lines with a constant Z value are plotted on the X-Y plane.Typical uses include weather maps displaying "isobars" (lines of constant pressure), and maps displaying lines of constant e...

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Le Monde rank test (cont’d)

April 5, 2010
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Le Monde rank test (cont’d)

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) that the ranks are reordered for

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

April 4, 2010
By

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 th...

Read more »

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

April 4, 2010
By

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 ...

Read more »

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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