Monthly Archives: October 2011

Twitter updates on R Graph Gallery

October 3, 2011
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Twitter updates on R Graph Gallery

I've added a twitter search widget that searches for the #rgraphgallery hashtag or the url of the gallery on the front page.

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Predictability of kurtosis and skewness in S&P constituents

October 3, 2011
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Predictability of kurtosis and skewness in S&P constituents

How much predictability is there for these higher moments? Data The data consist of daily returns from the start of 2007 through mid 2011 for almost all of the S&P 500 constituents. Estimates were made over each half year of data.  Hence there are 8 pairs of estimates where one estimate immediately follows the other. … Continue reading...

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Model Exploration using K-sample Plot in Big Data

October 3, 2011
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Model Exploration using K-sample Plot in Big Data

Generically, error rate of predicting binary variable by a certain model becomes plateau increasing sample size. When the model fits training data , the error rate gains from 0 to true error. And when the model fits test data, the error rate decreases ...

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Visual Illusions: Google vs Facebook vs Yahoo

October 3, 2011
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Visual Illusions: Google vs Facebook vs Yahoo

The ability to visualize data, enabled by the advent of graphical computer tools, has been a great boon to Cap and Perf. The power derives from the way graphical displays provide an efficient impedance match to the visual system in our brain. The weakness derives from the way graphical displays provide an efficient impedance match to the visual system...

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Showing explained variance from multilevel models

October 2, 2011
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Showing explained variance from multilevel models

In this post I will show one way to display explained variance using a line chart. For the best of my knowledge, there is no a default plot for displaying the effect of a factor on the deviance of multilevel models; so this is going to be a tentative for showing such a statistic in my ongoing dissertation. The following...

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Jeff Augen Volatility Spike Code in R

October 2, 2011
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Jeff Augen Volatility Spike Code in R

Jeff Augen has written many excellent books on options trading, including&nb...

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Adding a volatility filter with VIX

October 2, 2011
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Adding a volatility filter with VIX

We saw in the basic system how we could add a factor, namely the 200 day moving average, to improve the overall performance of our system. You could spend a lot of time playing with different moving averages, and different combinations of crossovers if...

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vectorplot in rasterVis

October 2, 2011
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vectorplot in rasterVis

The function slopeAspect from raster provides the vector field (gradient) from a scalar field stored in a RasterLayer object. The magnitude (slope) and direction (aspect) of the vector field is usually displayed with a set of arrows (e.g. quiver in Matlab). rasterVis includes now a method, vectorplot, to calculate and display this vector field

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Modelling with R: part 2

October 2, 2011
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Modelling with R: part 2

I apologize for the delay in the second post (just in case anybody was waiting), I had been vary involved with work the past week. I shall try to be more regular. Well, in the previous post, we successfully imported data into R and got a basic "feel" o...

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Latent class mixed models – with graphics

October 2, 2011
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Latent class mixed models – with graphics

Foreword Apologies that the output isn’t showing well as far as spacing and alignment is concerned. Am working on fixing that! Background Generally when we have a set of data, we have known groupings. Be that three different treatment groups, … Continue reading →

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