Monthly Archives: April 2012

A variance campaign that failed

April 23, 2012
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A variance campaign that failed

they ought at least be allowed to state why they didn’t do anything and also to explain the process by which they didn’t do anything. First blush One of the nice things about R is that new statistical techniques fall into it.  One such is the glasso (related to the statistical lasso) which converts degenerate … Continue reading...

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Visualising the Path of a Genetic Algorithm

April 23, 2012
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Visualising the Path of a Genetic Algorithm

We quite regularly use genetic algorithms to optimise over the ad-hoc functions we develop when trying to solve problems in applied mathematics. However it’s a bit disconcerting to have your algorithm roam through a high dimensional solution space while not being able to picture what it’s doing or how close one solution is to another. … Continue reading...

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Intraday Backtest

April 22, 2012
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Intraday Backtest

I came across a free source of Intraday Forex data while reading Forex Trading with R : Part 1 post. You can download either Daily or Hourly historical Forex data from the FXHISTORICALDATA.COM. The outline of this post: Download and Import Forex data Reference and Plot Intraday data Daily Backtest Intraday Backtest First,I created a

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118 years of US State Weather Data

April 22, 2012
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118 years of US State Weather Data

A recent post on the Junkcharts blog looked at US weather dataand the importance of explaining scales (which in this case went up to 118). Ultimately, it turns out that 118 is the rank of the data compared to the previous 117 years of data (in ascending order, so that 118 is the highest). At … Continue reading...

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Meielisalp, Mar 2012 – Abstract Submission

April 22, 2012
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Machine learning for identification of cars

April 22, 2012
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Machine learning for identification of cars

There are plenty of data on internet, however it is raw data. Think for a second about public surveillance cameras - useful to check the traffic on the route or busy place, but anything else? What if you want to know how many cars are on the route? How many car were yesterday at the same time?

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Fancy HTML5 Slides with knitr and pandoc

April 22, 2012
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Fancy HTML5 Slides with knitr and pandoc

Karthik Ram gave an Introduction to R a couple of weeks ago, and I strongly recommend you to take a look at his cool HTML5 slides. I started trying HTML5 slides last year, and now it is difficult for me to go back to beamer, which I have used for a few...

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Phase space plot of the kicked rotor

April 21, 2012
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Phase space plot of the kicked rotor

In the idealized physical world, a rotor is simply a mass attached to an axis of length , free to move in the plane. Gravity and friction are absent. Such a rotor becomes a kicked rotor if it is periodically hit with a hammer. Every kick transfers momentum to the rotor and the time between

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David Olive’s median confidence interval

David Olive’s median confidence interval

As I have discussed in a number of previous posts, the median represents a well-known and widely-used estimate of the “center” of a data sequence.  Relative to the better-known mean, the primary advantage of the median is its much reduced outlier sensitivity.  This post briefly describes a simple confidence interval for the median that is discussed in a paper...

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Rewriting My Code to Run in Parallel (1)

April 21, 2012
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As I have mentioned in my previous post I am about to make my code for finding co-integrated pairs run in parallel and more efficient. But before I do so in the actual co-integration code I would like to run some tests to see whether it would improve t...

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