Monthly Archives: July 2011

Getting to know multivariate data

July 25, 2011
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Getting to know multivariate data

psych::pairs.panels and corrgram::corrgram using mtcars data Core Ideas: multivariate modeling is challenging pair plots make it easy to get a quick understanding of each variable and the relationships between them Multivariate analysis and modeling can be really challenging. Getting the job done well requires you to know your data really well. People often use the

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Scatterplot matrices in R

July 25, 2011
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Scatterplot matrices in R

I just discovered a handy function in R to produce a scatterplot matrix of selected variables in a dataset. The base graphics function is pairs(). Producing these plots can be helpful in exploring your data, especially using the second method below.Try...

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Nick Stoke’s Improvements

July 25, 2011
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Nick Stoke’s Improvements

Fast on the heels of getting RomanM’s code up and running in RghcnV3,  Nick Stokes whipped out a version of his approach which he covered on his blog here: We exchanged code and few mails thrashing through details and I’m now in a position to start the integration work of his approach into Rghcnv3. In

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The Road To Default: Still No Agreement

July 25, 2011
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The Road To Default: Still No Agreement

Another day and yet another failed agreement. The u.s. Is in trouble folks. Even if a debt deal is reached there is still widespread consensus that the u.s. will lose its AAA credit rating. More to come later.Keep dancin'Steven J.

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The R-Files: Jeff Ryan

July 25, 2011
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The R-Files: Jeff Ryan

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Jeff Ryan Profession: Owner/Principal at Lemnica; Committee Member at R/Finance Nationality: American Years Using R: 8 Known for: R/Finance Conference, quantmod and xts packages Jeffrey Ryan is a Chicago-based quantitative software analyst and avid R user. He is perhaps best...

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sas7bdat reader ported to ActionScript

July 25, 2011
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By Brian Kimball: http://code.google.com/p/sasquatch

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Creating svg graphics for web publishing

July 25, 2011
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<p><p><p><p><p><p><p><p>This is an error message. If you are reading this, something broke. You may need to upgrade your browser. </p></p></p></p></p></p></p></p> Thanks to the nice post from Revolution Analytics I was finally able to get an svg device working on my Windows OS version of R. It took some additional tips from a fellow user of blogger to...

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Welcome to the CV blog!

July 25, 2011
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Welcome to the CV blog!

It is almost a year since CrossValidated was launched. Today we start a new activity at CrossValidated – a community blog. It is the fourth (after the main site, meta and chat) place for getting in touch with the community and contributing to it. To get started, we plan to post series of posts about the

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Ternary sorting

July 24, 2011
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Ternary sorting

The last Le Monde puzzle made me wonder about the ternary version of the sorting algorithms, which all seem to be binary (compare x and y, then…). The problem is, given (only) a blackbox procedure that returns the relative order of three arbitrary numbers, how many steps are necessary to sort a series of n

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Crazy RUT

July 24, 2011
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Crazy RUT

I have noticed that the Russell 2000 (RUT) acts very differently from most of the other indexes that I have studied.  If we apply the system shown in Shorting Mebane Faber to RUT and then extend it with a simple slope, we notice something very dif...

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