Monthly Archives: February 2012

The US market will absolutely positively definitely go up in 2012

February 6, 2012
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The US market will absolutely positively definitely go up in 2012

The Super Bowl tells us so. The Super Bowl Indicator The championship of American football decides the direction of the US stock market for  the year.  If a “National” team wins, the market goes up; if an “American” team wins, the market goes down. Yesterday the Giants, a National team, beat the Patriots. The birth … Continue reading...

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googleVis 0.2.14 is released

February 5, 2012
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googleVis 0.2.14 is released

Version 0.2.14 of the googleVis package was released on CRAN today.ChangesThe help files have been checked against changes of the Google Visualisation API, typos in the vignette have been ironed out (thanks to Pat Burns for pointing them out), a new se...

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Comparing correlations update

February 5, 2012
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I have just published R code for calculating CIs for differences between correlations on the Serious stats book blog. This covers independent correlations (taken from chapter 6 of the book) and dependent correlations (new R code written as a suppl...

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Comparing correlations: independent and dependent (overlapping or non-overlapping)

February 5, 2012
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Comparing correlations: independent and dependent (overlapping or non-overlapping)

In Chapter 6 (correlation and covariance) I consider how to construct a confidence interval (CI) for the difference between two independent correlations.  The standard approach uses the Fisher z transformation to deal with boundary effects (the squashing of the distribution and increasing asymmetry as r approaches -1 or 1). As zr is approximately normally distributed

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Rstudio and asreml working together in a mac

February 5, 2012
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December and January were crazy months, with a lot of travel and suddenly I found myself in February working in four parallel projects involving quantitative genetics data analyses. (I’ll write about some of them very soon) Anyhow, as I have … Continue reading →

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RStudio Server part 2: pros of using RStudio server for a remote connection

February 5, 2012
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After playing around with R studio server for a while, I decided to write a followup to my previous blog post. I want to go over a few of the strong points of using RStudio server to access a remote… See more ›

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rjags

February 5, 2012
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Running 64 bit R, JAGS and rjags on EC2Winbugs and Jags free Item Response Theory from the dot matrix plots of proprietary software and open up a multicoloured world of posterior predictive model checking. Fitting IRT models using brute force is not ...

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Influential People in the "Big Data" Field

February 4, 2012
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Yesterday, Haydn Shaughnnessy wrote a piece for Forbes titled, Who are the Top 20 Influencers in Big Data?Fans of R will be delighted to see David Smith of Revolution Analytics up there at number 2!Congratulations!© 2012, David E. Giles

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Measuring associations between non-numeric variables

Measuring associations between non-numeric variables

It is often useful to know how strongly or weakly two variables are associated: do they vary together or are they essentially unrelated?  In the case of numerical variables, the best-known measure of association is the product-moment correlation coefficient introduced by Karl Pearson at the end of the nineteenth century.  For variables that are ordered but not necessarily numeric...

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Multiple Factor Model – Building Fundamental Factors

February 4, 2012
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Multiple Factor Model – Building Fundamental Factors

This is the second post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Fundamental Data, and I will show how to build Fundamental factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework please read

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