# Monthly Archives: December 2010

## Interesting volatility measurement

December 10, 2010
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Long time ago I stumbled across interesting volatility measurement at quantifiableedges.blogspot.com. The idea is following: take 3-day historical volatility of S&P 500 index and divide that by 10-day historical volatility. Then mark all points which are less that 0.25 and measure the volatility of 3 following days. On average, the volatility of following 3 days

## R: Basic R Skills – Splitting and Plotting

December 10, 2010
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I am giving a short R course next year, so I am going to make a series of blog posts to help get my thoughts and example code in order. The aim is to introduce people with little or no experience of R to the language with self contained examp...

## R: Basic R Skills – Splitting and Plotting

December 10, 2010
By

I am giving a short R course next year, so I am going to make a series of blog posts to help get my thoughts and example code in order. The aim is to introduce people with little or no experience of R to the language with self contained examp...

## Once again, chart critics and graph gurus welcome

December 10, 2010
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HOW TO DISPLAY A LINE PLOT WITH COUNT INFORMATION? In a previously-mentioned paper Sharad and your DSN editor are writing up, there is the above line plot with points. The area of each point shows the count of observations. It’s done in R with ggplot2 (hooray for Hadley). We generally like this type of plot,

## Truly random [again]

December 9, 2010
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“The measurement outputs contain at the 99% confidence level 42 new random bits. This is a much stronger statement than passing or not passing statistical tests, which merely indicate that no obvious non-random patterns are present.” arXiv:0911.3427 As often, I bought La Recherche in the station newsagent for the wrong reason! The cover of the

## Illustrating CFAs – Graphviz

December 9, 2010
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So after yesterdays post you probably ran this fancy new confirmatory factor analysis (CFA) – showed your friends all the cool fit stats and… nothing. As important as doing things right is being able to let others know that. For CFA the method of choice to illustrate the connections between variables are path diagrams these

## Choosing colors for your charts with RColorBrewer

December 9, 2010
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If you're creating a bar chart in R, how do you decide what colors the bars should be? Or if you're creating an image plot, what range of images should you use? The colors you choose can not only affect the viewer's interpretation of the graphic, it can also determine its aesthetic appeal, too. That's where the RColorBrewer package...

## Choosing colors for your charts with RColorBrewer

December 9, 2010
By

If you're creating a bar chart in R, how do you decide what colors the bars should be? Or if you're creating an image plot, what range of images should you use? The colors you choose can not only affect the viewer's interpretation of the graphic, it can also determine its aesthetic appeal, too. That's where the RColorBrewer package...

## Learning R

December 9, 2010
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I have had to be primarily self taught in R and I still have a long way to go.  I like R way better than SAS but the documentation in SAS is way better (that's what happens when you pay people to do it full time).  However, there are innumera...

## New version of solaR (0.21)

December 9, 2010
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The version 0.21 of the solaR package is now available at CRAN. This package provides a set of calculation methods of solar radiation and performance of photovoltaic systems. The package has been uploaded to CRAN under the GPL-3 license. solaR is now able to calculate from both daily and sub-daily irradiation values. Besides, there are