Monthly Archives: August 2011

The indices understate the carnage

August 9, 2011
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The indices understate the carnage

The first 6 trading days of August have been bad for the major indices, but how variable is that across portfolios? To answer that, two sets of random portfolios were generated from the constituents of the S&P 500.  The trading days are 2011 August 1 — 5 and 8. The returns of the indices for … Continue reading...

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Blog planets are like conferences… (aka R-bloggers.com)

August 8, 2011
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Blog planets are like conferences… (aka R-bloggers.com)

Blog planets are websites that aggregate blog feeds around a particular topic or project. It is probably called after one of its first implementations, the Planet software. These planets are like conferences, rather than journals. Like conferences with...

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Installing Rmpi with OpenMPI on Mac OS X Lion

August 8, 2011
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For whatever reason, Apple decided not to include OpenMPI in Mac OS X Lion (it was supported in Leopard and Snow Leopard). I found this out the hard way after doing a clean install of Lion. Here are steps to install OpenMPI and get it working with the Rmpi package in R. One benefit of

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How ANZ uses R for credit risk analysis

August 8, 2011
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How ANZ uses R for credit risk analysis

At last month's R user group meeting in Melbourne, the theme was "Experiences with using SAS and R in insurance and banking". There, Hong Ooi from ANZ (Australia and New Zealand Banking Group) gave a presentation on "Experiences with using R in credit risk". I didn't get to see the presentation myself, but the slides tell a great story...

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FII and DII turnover with effect on Nifty Downloader

August 8, 2011
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FII and DII turnover with effect on Nifty Downloader

My thirst for statistics has been increasing. IV had another requirement, which would eventually be useful to me as well. He currently downloads FII and DII buy and sell values and its impact on Nifty manually in Excel. He suggested me to try and autom...

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Power of running world records

August 8, 2011
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Power of running world records

Followinga few entries on sports here and there, I was wondering what kind of law follow the running records with respect to the distance. The data are available on Wikipedia, or here for a tidied version. It collects 18 distances, from 100 meters to 100 kilometers. A log-log scale is in order: It is nice

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Slides from Rocky Mtn SABR Meeting

August 8, 2011
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Slides from Rocky Mtn SABR Meeting

Last Saturday I had the good fortune to present a talk on finding, gathering, and analyzing some sports-related data on the web at the local SABR group meeting.  In case you’re not familiar with the “SABR” acronym, it stands for … Continue reading →

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Two-Way PERMANOVA (with Vegan-Function adonis) Using Customized Contrasts

August 8, 2011
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Two-Way PERMANOVA  (with Vegan-Function adonis) Using Customized Contrasts

...say you have a multivariate dataset and a two-way factorial design - you do a PERMANOVA and the aov-table (adonis is using ANOVA or "sum"-contrasts) tells you there is an interaction - how to proceed when you want to go deeper into the ana...

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The Open Governing Index: How open is the R project?

August 8, 2011
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The Open Governing Index is a new measure developed by VisionMobile, that rates open-source projects regarding their governance process. The index has four facets, described thoroughly in the "Open Governance Index" publication, and briefly below. access - These criteria assess the availability of source code, a permissive license, developer support mechanisms, a roadmap, and openness

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Win-Vector starts submitting content to r-bloggers.com

August 8, 2011
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We have been consistently impressed by and enjoyed the wealth of R wisdom available on the R-bloggers aggregation site. Therefore Win-Vector LLC is granting the right to reformat and redistribute (with attribution and link) our blog‘s R content in the R-bloggers site and feeds. We hope to see our R content shared through this network. Related posts:

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