Monthly Archives: April 2011

Schelling’s Neighborhood Model

April 30, 2011
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Schelling’s Neighborhood Model

The New York Times has created a beautiful visualization of the Census Bureau's 2005-2009 American Community Survey data. The distribution of racial and ethnic groups in New York City is particularly fascinating:Chinatown appears in red toward the sou...

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Produce Authentic Math Formulas in R Graphics

April 30, 2011
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Produce Authentic Math Formulas in R Graphics

I remember a few weeks ago, there was a challenge in the R-help list to make the prime symbol in R graphics. In LaTeX, we simply write $X'$ or $X^\prime$. R has a rough support for math expressions (see demo(plotmath)) and they are certainly unsatisfactory for LaTeX users. In fact we can write native LaTeX

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Filtering for English Tweets: Unsupervised Language Detection on Twitter

April 30, 2011
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Filtering for English Tweets: Unsupervised Language Detection on Twitter

(See a demo here.) While working on a Twitter sentiment analysis project, I ran into the problem of needing to filter out all non-English tweets. (Asking the Twitter API for English-only tweets doesn’t seem to work, as it nonetheless returns tweets in Spanish, Portuguese, Dutch, Russian, and a couple other languages.) Since I didn’t have any...

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Hofstader’s Chaotic Sequence

April 30, 2011
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Hofstader’s Chaotic Sequence

About a year ago I was reading Godel, Escher, Bach by Douglas Hofstadter. In a section on recursion he presents a sequence that he calls "A Chaotic Sequence" defined as:Q(n) = Q(n - Q(n - 1)) + Q(n - Q(n - 2)) for n > 2Q(1) = Q(2) =1It's sim...

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Visualizing Terrain Surface Indicies with Scaled Arrows

April 30, 2011
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Visualizing Terrain Surface Indicies with Scaled Arrows

Hamish Bowman recently posted a new GRASS module (d.barb) that can be used to depict the direction and magnitude components of some vector (e.g. wind field) along a raster surface or at points in space. An example (c/o Hamish): read more

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Bootstrap Confidence Intervals for Diversity Indices

April 30, 2011
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Bootstrap Confidence Intervals for Diversity Indices

Here's the bootstrap refinement of the normal asymptotic interval (Mills and Zandvakili, 1997; Dixon et al., 1987; Efron and Tibshirani, 1997) - where Diversity (div, g) is the Simpson Index calculated from the observed sample, k is the number boot...

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Produce Authentic Math Formulas in R Graphics

April 30, 2011
By
Produce Authentic Math Formulas in R Graphics

I remember a few weeks ago, there was a challenge in the R-help list to make the prime symbol in R graphics. In LaTeX, we simply write $X'$ or $X^\prime$. R has a rough support for math expressions (see demo(plotmath)) and they are certainly unsatisfac...

Read more »

Friday function triple bill: with vs. within vs. transform

April 29, 2011
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Friday function triple bill: with vs. within vs. transform

When you first learnt about data frames in R, I’m sure that, like me, you thought “This is a lot of hassle having to type the names of data frames over and over in order to access each column”. library(MASS) anorexia$wtDiff <- anorexia$Postwt - anorexia$Prewt #I have to type anorexia how many times? Indeed, any

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Another Use of LSPM in Tactical Portfolio Allocation

April 29, 2011
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Another Use of LSPM in Tactical Portfolio Allocation

After the slightly unconventional use of LSPM presented in Slightly Different Use of Ralph Vince’s Leverage Space Trading Model, I thought I should follow up with something that more closely resembles my interpretation of Ralph Vince’s book. LSPM s...

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Rcpp Workshop slides

April 29, 2011
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Dirk and I gave a full day Rcpp workshop yesterday in Chicago before the R in Finance conference. The pdfs of the slides are available here: part 1 (intro), part 2 (details), part 3 (modules) and part 4 (applications)

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