Monthly Archives: April 2011

Job Search Part 5: It’s Policy Time!

April 27, 2011
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Job Search Part 5: It’s Policy Time!

This is the last post of this special mini-series on the job search and matching theory of unemployment. I will probably be extremely distracted for the next few months, including a month-long vacation in Europe to shake the horrors of undergrad off me...

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“Inside” Functors — Multiple Arguments

April 27, 2011
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“Inside” Functors — Multiple Arguments

Again for HTML reasons this has been taken to http://strugglingthroughproblems.blogspot.com/2011/04/inside-functors-multiple-arguments.html

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A test of Ledoit-Wolf versus a factor model

April 27, 2011
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A test of Ledoit-Wolf versus a factor model

Statistical factor models and Ledoit-Wolf shrinkage are competing methods for estimating variance matrices of returns.  So which is better?  This adds a data point for answering that question. Previously There are past blog posts on: the idea of variance matrices factor models of variance The data in this post are from the blog posts: “Weight … Continue reading...

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How to make 3-D graphics from SAS data

April 27, 2011
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How to make 3-D graphics from SAS data

The blog SAS Analysis shows how to create 3-D images from SAS data ... using R: Some SAS programmers like to use SAS/IML to call R’s functions . However, it seems that SAS/IML fails to work with the latest versions of R since 2.12 . Others tend to play tricks to call R into SAS’s data step...

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DST is a b!tch, be careful with POSIX in a stupid timezone

April 27, 2011
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DST is a b!tch, be careful with POSIX in a stupid timezone

At the department we have been analyzing some transaction data for some time. We got a new dataset with lots of transactions. Once you need interpurchase (IPT) times, posix is quite useful, as you can easily difference transactions to generate IPTs.So ...

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VideoLectures.net Recommender System Competition

April 27, 2011
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VideoLectures.net Recommender System Competition

A Guest post to R-bloggers by Bart Blaszczyk. * * * * * * * * This week a new data competition for the best recommendation system begins. Similar in a form to the famous Netflix Prize, asks data scientists, algorithm geeks and statisticians to devise the most accurate algorithm that suggests in personalized way what movies may be of interest for visitors...

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Day #28 ggplot2 in knime

April 27, 2011
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If you haven’t read yesterday’s post, I advise you to do so, because this is the fix of yesterday. Day #27: A lot of graphics in one place I found out how to use ggplot2 in knime. Say, for example, your code is this: library(ggplot2) myplot...

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Day #30-31 errorbars here, errorbars there

April 27, 2011
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Today I have been playing with the errorbars from knime. To recreate the plot from http://flyordie.sin.khk.be/2011/04/20/day-27-a-lot-of-graphics-in-one-place/ I had to be able to create 2 y-axis, and multiple plots on 1 graph. At the end of the day I ...

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Bug Collector

April 26, 2011
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Bug Collector

Most are quite unamused to find an ant infestation in their kitchen around this time of year. Time to start spraying that stuff that's not supposed to be harmful to humans but that you always wonder if it is anyway. Some bugs, such as ant attacks or so...

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Plotting Maps with R

April 26, 2011
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Plotting Maps with R

I stumbled upon this tutorial while not studying and I thought it would be fun to try and plot maps of the San Francisco Bay Area household income, education, population density, poverty, etc...To do this I needed a Shapefile for the Bay Area zip codes similar to the London borough file used in...

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