Monthly Archives: December 2011

Comparing model selection methods

December 2, 2011
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Comparing model selection methods

The standard textbook analysis of different model selection methods, like cross-validation or validation sample, focus on their ability to estimate in-sample, conditional or expected test error. However, the other interesting question is to compare the...

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O’Reilly’s Data Science Kit – Books

December 2, 2011
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O’Reilly’s Data Science Kit – Books

It is not as if I don't have enough books (and material on the web) to read. But this list compiled by the O'Reilly team should make any data analyst salivate.http://shop.oreilly.com/category/deals/data-science-kit.doThe Books and Video included in the...

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Easy cell statistics for factorial designs

December 2, 2011
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Easy cell statistics for factorial designs

A common task when analyzing multi-group designs is obtaining descriptive statistics for various cells and cell combinations. There are many functions that can help you accomplish this, including aggregate() and by() in the base installation, summaryBy() in the doBy package, and … Continue reading →

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Applications of R in Business Contest: Final Entries

December 2, 2011
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The revision period for the Applications of R in Business Contest is now at a close, and the competitors have finalized their entries for a chance at $20,000 in prizes from Revolution Analytics. We're now in the judging phase, where the finalists will be rated on applicability to business, innovation and persuasiveness by an independent panel of judges from...

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Week in Review 021211 R Language

Week in Review 021211 R Language

Happy last month of 2011. I will fly to Sydney to present a paper at the 24th Australasian Finance & Banking Conference on next Thursday, so we may not have a review next week. However, feel free to contact me @a_biao for sharing any useful post. This week's review is highly concentrated on

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Working with Wisconsin Voter Data in Access 2007; Analysis with R.

December 2, 2011
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Computer Assisted Reporting This technical note describes manipulation/analysis of Wisconsin voter registration data from June 2011. Wisconsin voter registration data can be purchased from the Wisconsin Government Accountability Board for $12,500, whic...

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Wasting away again in Martingaleville

December 1, 2011
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Wasting away again in Martingaleville

Alright, I better start with an apology for the title of this post. I know, it’s really bad. But let’s get on to the good stuff, or, perhaps more accurately, the really frightening stuff. The plot shown at the top of this post is a simulation of the martingale betting strategy. You’ll find code for

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Backtesting with Short positions

December 1, 2011
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Backtesting with Short positions

I want to illustrate Backtesting with Short positions using an interesting strategy introduced by Woodshedder in the Simple, Long-Term Indicator Near to Giving Short Signal post. This strategy was also analyzed in details by MarketSci in Woodshedder’s Long-Term Indicator post. The strategy uses the 5 day rate of change (ROC5) and the 252 day rate

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Interviews on Revolution R Enterprise 5.0

December 1, 2011
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For those looking for more background behind the updates in Revolution R Enterprise 5.0, there are now a couple of interviews online where I talk about the new release. At IT Business Edge ("Revolution Analytics' Goal: Make R Analysis Enterprise-Friendly"), I had a chat with Loraine Lawson about how Revolution R Enterprise fits within the analytics stack, its big-data...

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A Friday round-up

December 1, 2011
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A Friday round-up

Just a brief selection of items that caught my eye this week. Note that this is a Friday as opposed to Friday, lest you mistake this for a new, regular feature. 1. R/statistics ggbio A new Bioconductor package which builds on the excellent ggplot graphics library, for the visualization of biological data. R development master

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