Monthly Archives: February 2012

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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Implementing Circles example

February 4, 2012
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Implementing Circles example

This week I reimplemented part of Conic Sections 1 model from NetLogo. In the model turtles seek to to be in target distance from center.My code takes only one center point, so only circles can be obtained. Apart from turtle location plot giv...

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Berlin’s children

February 4, 2012
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Berlin’s children

Few years ago, a newspaper claimed the block I live in — Prenzlauer Berg in Berlin — is the most fertile region in Europe. It was a hoax, as this (German) newspaper article points out. (The article has become quite famous because it coined the term Bionade Biedermeier to describe the life style in this area.)However,...

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Coming R meetings in Paris

February 4, 2012
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Coming R meetings in Paris

If you live in Paris and are interested in R, there will be two meetings for you this week. First a Semin-R session, organized at the Muséum National d’Histoire Naturelle on Tuesday 7 Feb (too bad, the Museum is closed on Tuesdays). Presentations will be about colors, phylogenies and maps, while I will speak about

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"R": PLS Regression (Gasoline) – 003

February 3, 2012
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"R": PLS Regression  (Gasoline) – 003

The gasoline data set has the spectra of 60 samples acquired by diffuse reflectance from 900 to 1700 nm. We saw how to plot the spectra in the previous post.Now, following the tutorial of Bjorn-Helge Mevik published in "R-News Volume 6/3, August 2006", we will do the PLS regression:gas1 <- plsr(octane~NIR, ncomp = 10,data = gasoline, validation...

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Accelerating analytics at MSU with Revolution R Enterprise

February 3, 2012
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Erik Sigur, Information Technologist for the Department of Statistics and Probability at Michigan State University, writes at ReadWriteWeb about using Revolution R Enterprise to provide high-performance computation in R to the researchers in his department: Our search for a more effective version of R ultimately brought us to a product called Revolution R Enterprise by Revolution Analytics, which provides...

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Monty Hall by simulation in R

February 3, 2012
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Monty Hall by simulation in R

(Almost) every introductory course in probability introduces conditional probability using the famous Monte Hall problem. In a nutshell, the problem is one of deciding on a best strategy in a simple game. In the game, the contestant is asked to select one of three doors. Behind one of the doors is a great prize (free

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Forbes: Top 20 influencers in Big Data

February 3, 2012
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Haydn Shaughnessy at The Forbes blog provides a list of the "Top 20 Influencers in Big Data", and I'm humbled to report that yours truly is listed there at #2. It's an instantaneous ranking based on the social-media tracking tool Traakr, but it's still great to be listed alongside writers for SiliconAngle, GigaOM, and KDNuggets (and even Mashable!). I...

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