Monthly Archives: December 2010

Le Monde puzzle [52]

December 31, 2010
By
Le Monde puzzle [52]

The last puzzle of the year in Le Monde reads as follows (as far as I understand its wording!): Iter(n,x,y) is the function Iter=function(n,x,y){ if (n==1){ output=trunc(y/10)+x*(y%%10) }else{ output=Iter(n-1,x,Iter(1,x,y))} return output } Find the seven-digit number z such that Iter(6,1,z)=12, Iter(6,2,z)=19, Iter(6,3,z)=29, and Iter(6,-1,z)=Iter(6,-2,z)=Iter(6,-3,z)=0. Obviously, the brute-force solution of listing all 90 million seven digit

Read more »

R Journal 2/2

December 31, 2010
By
R Journal 2/2

The last gift of 2010: R Journal 2/2 is out! Get it from here.

Read more »

R Journal 2/2

December 31, 2010
By
R Journal 2/2

The last gift of 2010: R Journal 2/2 is out! Get it from here.

Read more »

Empirical Bayes Estimation of On Base Percentage

December 30, 2010
By
Empirical Bayes Estimation of On Base Percentage

I guess you could call this On Bayes Percentage. *cough*Fresh off learning Bayesian techniques in one of my classes last quarter, I thought it would be fun to try to apply the method. I was able to find some examples of Hierarchical Bayes being used to...

Read more »

Plotting Atmospheric Temperature Structure and Lapse Rate

December 30, 2010
By
Plotting Atmospheric Temperature Structure and Lapse Rate

This post presents an RClimate script to develop a temperature sounding profile and calculate the ambient lapse rate using University of Wyoming atmospheric sounding data. Understanding atmospheric structure and lapse rate is essential to a full unders...

Read more »

R Packages for Social Search

December 30, 2010
By

Jesse Bridgewater works on "social search awesomeness" for the Bing search engine, and is setting up his dev environment with the necessary tools including python, vim, and R. Jesse has shared a handy script he uses to install all the specialty packages he uses for his data analysis. This is a handy script to modify for your own purposes,...

Read more »

Blog year 2010 in review

December 30, 2010
By
Blog year 2010 in review

The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk returns: A tale … Continue reading...

Read more »

Analysis of Facebook status updates

December 29, 2010
By
Analysis of Facebook status updates

The Facebook Data Team has published an analysis of the status updates of Facebook users, by categorizing words according to the 68 categories of the Linguistic Inquiry and Word Count Dictionary, and tabulating the frequencies of their use. It's fairly interesting to see this kind of analysis applied to Facebook, but unfortunately doesn't reveal much in the way of...

Read more »

Temporal Trends in Soil Science Jargon — via Google Ngram Viewer

December 29, 2010
By
Temporal Trends in Soil Science Jargon — via Google Ngram Viewer

read more

Read more »

More typos in Chapter 5

December 29, 2010
By
More typos in Chapter 5

Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate  uses lower and upper rather than

Read more »