Monthly Archives: May 2010

useR-2010 is looking for a T-shirt design

May 19, 2010
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useR-2010 is looking for a T-shirt design

Katharine Mullen has just published on the R mailing list a call for designeRs who might be willing to design a T-shirt aRt design for the shirt that will be given in useR 2010. I consider such contests as one of those good-for-the-community things, and hope regular useRs, R bloggers, and companies that are based on R – will...

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Updated R code and data for ARM

May 19, 2010
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Patricia and I have cleaned up some of the R and Bugs code and collected the data for almost all the examples in ARM. See here for links to zip files with the code and data....

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Mining and Analyzing Online Social Graph Data

May 19, 2010
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Drew Conway, PhD student in NYU's Department of Politics, provides an introduction to mining social graph data from the Internet that focuses on the technical, substantive and ethical concerns related to this type of analysis.

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Random [uniform?] sudokus [corrected]

May 19, 2010
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Random [uniform?] sudokus [corrected]

As the discrepancy in the sum of the nine probabilities seemed too blatant to be attributed to numerical error given the problem scale, I went and checked my R code for the probabilities and found a choose(9,3) instead of a choose(6,3) in the last line… The fit between the true distribution and the

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RcppArmadillo 0.2.1

May 19, 2010
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Armadillo Armadillo is a C++ linear algebra library aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matr...

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Random [uniform?] sudokus

May 19, 2010
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Random [uniform?] sudokus

A longer run of the R code of yesterday with a million sudokus produced the following qqplot. It does look ok but no perfect. Actually, it looks very much like the graph of yesterday, although based on a 100-fold increase in the number of simulations. Now, if I test the adequation with a basic chi-square

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LSPM Joint Probability Tables

May 18, 2010
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LSPM Joint Probability Tables

I've received several requests for methods to create joint probability tables for use in LSPM's portfolio optimization functions.  Rather than continue to email this example to individuals who ask, I post it here in hopes they find it via a Google...

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MLB Baseball Pitching Matchups ~ downloading pitch f/x data using the XML package in R [updatedx6]

May 18, 2010
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MLB Baseball Pitching Matchups ~ downloading pitch f/x data using the XML package in R [updatedx6]

Update x6 (Jul 27): so I guess people want pitch counts. The data @ MLB seems to only give the pitch count of the end result and the strikes/balls/outs of the particular pitch. Of course you can combine them to get the pitch count. Stupid WordPress comments strip out necessary HTML to properly display code,

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robot (SPX) DNA Management Techniques

May 18, 2010
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robot (SPX) DNA Management Techniques

Yes, this is related to trading, but no, it is not my thesis on why the Euro is going to parity. Instead, it is sort of a workshop for robot(SPX) developers on how to organize their digital DNA. As you begin to use programming as a money extraction tool on the markets, you'll soon find...

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Confusing slice sampler

May 18, 2010
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Confusing slice sampler

Most embarrassingly, Liaosa Xu from Virginia Tech sent the following email almost a month ago and I forgot to reply: I have a question regarding your example 7.11 in your book Introducing Monte Carlo Methods with R.  To further decompose the uniform simulation by sampling a and b step by step, how you determine the

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