Monthly Archives: February 2012

Revolution Analytics at Strata 2012

February 27, 2012
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One of my favourite conferences, Strata: Making Data Work, starts tomorrow in Santa Clara, CA. Revolution Analytics is a proud sponsor, and I'll be there with the team to listen to some great talks and to meet other R users at our booth in the exhibition hall. There will be several R-related talks and tutorials during the conference, including...

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Subsetting made easy

February 27, 2012
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Calculating characteristics such as median, mean,… of a subset of data is quite straightforward in R: For a data set containing results from several “models”, a subset for the model “base” is created by Then, the median of the variable … Continue reading →

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Testing the Effect of a Factor within each Level of another Factor with R-Package {contrast}

February 27, 2012
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Testing the Effect of a Factor within each Level of another Factor with R-Package {contrast}

This is a small example of how custom contrasts can easily be applied with the contrast-package. The package-manual has several useful explanations and the below example was actually grabbed from there.This example can also be applied to a GLM but I ch...

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Realized efficient frontiers

February 27, 2012
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Realized efficient frontiers

A look at the distortion from predicted to realized. The idea The efficient frontier is a mainstay of academic quant.  I’ve made fun of it before.  This post explores the efficient frontier in a slightly less snarky fashion. Data The universe is 474 stocks in the S&P 500.  The predictions are made using data from … Continue reading...

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Show me the data! Or how to digitize plots

February 27, 2012
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Show me the data! Or how to digitize plots

I had mentioned the Guardian's data blog and the need for more data journalism earlier here. What I really like about the Guardian's approach in particular is that they share the data of their articles and encourage readers to use it.Of course there ar...

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The R-Podcast Episode 2: Getting Ready to Use R

February 26, 2012
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In this episode: A couple of site updates, our first listener feedback, an overview of installing R on each major platform, and an overview of R IDEs and helpful resources for getting started with R. If you would like to provide feedback, please send an email or audio comment to [email protected] or leave us a

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Portfolio Optimization – Why do we need a Risk Model

February 26, 2012
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Portfolio Optimization – Why do we need a Risk Model

In the last post, Multiple Factor Model – Building Risk Model, I have shown how to build a multiple factor risk model. In this post I want to explain why do we need a risk model and how it is used during portfolio construction process. The covariance matrix is used during the mean-variance portfolio optimization

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PCA for NIR Spectra_part 004: "Projections"

February 26, 2012
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PCA for NIR Spectra_part 004: "Projections"

This plot in 2D, help us to decide the number of PCs, it is easy to create in R, once we have discompose the X matrix into a P matrix (loadings) and a T matrix (scores).For this plot, we just need the T matrix.> CPs<-seq(1,10,by=1)>  matp...

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Music player in R (Linux)

February 26, 2012
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Yesterday I found out about ‘mplayer’, which is a movie/music player for Unix that can be completely controlled from the terminal (http://www.mplayerhq.hu/). I started playing around with it while at the same time learning reference classes. The result, a music … Continue reading →

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Sensual marimba sunspots

February 25, 2012
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Here's the numbers of yearly sunspots, 1700-1988, brought to you by the nimble marimba of R: See ?sunspot.year in R for more information about the data. I did this last spring and just discovered it again. I've been so caught up in the current sound world of playitbyr (see this post for an example) that

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