Monthly Archives: July 2012

Universal portfolio, part 9

July 25, 2012
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Universal portfolio, part 9

Part 8 was discussing the distribution of the absolute wealth of the Universal Portfolio across all possible tuples of length 2, 3 and 4.However, comparing the absolute wealth against some reference, especially against simple portfolio selection algor...

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Getting rasters into shape from R

July 25, 2012
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Getting rasters into shape from R

Today I needed to convert a raster to a polygon shapefile for further processing and plotting in R. I like to keep my code together so I can easily keep track of what I’ve done, so it made sense to … Continue reading →

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Another R mention in the NYT

July 25, 2012
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The R language gets a brief mention in an article in yesterday's New York Times on automated bond trading: The traders here are mostly educated in math or physics, often outside the United States, and their desks are piled high with textbooks like the “R Graphs Cookbook,” for working with obscure computer programming languages. R an obscure programming language?...

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Hierarchical Cluster Analysis (ChemoSpec) – 03

July 25, 2012
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Hierarchical Cluster Analysis (ChemoSpec) – 03

It is clear that we can discriminate between olive oil and sunflower oil, but let´s see the reason for the sub-clusters in the sunflower oil.Samples sflw6da, sflw7da, sflw8da, sflw9da, sflw10da are refined sunflower, so it is filtered and processed, t...

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Heaviside Signal Detection Part 1: Informed non-parametric testing

July 25, 2012
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Heaviside Signal Detection Part 1: Informed non-parametric testing

Steps may be frequently found in geophysical datasets, specifically timeseries (e.g. GPS).  A common approach to estimating the size of the offset is to assume (or estimate) what the statistical structure of the noise is and estimate the size and … Continue reading →

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Inspirational Stack Overflow Dendrogram Applied to Currencies

July 25, 2012
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Inspirational Stack Overflow Dendrogram Applied to Currencies

When I saw the answer to this Stack Overflow question, I immediately remembered working on my old post Clustering with Currencies and Fidelity Funds and just had to try to apply this technique.  As I should have guessed, it worked with only a mini...

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Revolution Newsletter: July 2012

July 25, 2012
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full July edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Quick Start Program for Hadoop: Revolution Analytics makes it easy for data analysts and...

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Long-vector kludge in R

July 25, 2012
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Long-vector kludge in R

Just recently, I found out that R is limited to 32-bit integers, even on 64-bit hardware. Bummer, huh? As a consequence, the maximum size of a vector is 2^31-1. To be fair, dealing with numeric types across machine architectures is hard. A fixed repr...

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The housing bubble: Where are we?

July 25, 2012
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The housing bubble: Where are we?

Last spring we looked at the state of the housing bubble in the US. The question of readers' minds then was "where is it going next"?It's been more than a year, so let's have a look, above. The post The housing bubble: Where are we? appeared first on Decision Science News.

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Learning R has really made me appreciate SAS

July 25, 2012
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For the past 18 months, it seems like all I’ve heard about in the digital marketing industry is “big data”, and with that, mentions of using Hadoop and R to solve these sorts of problems.  Why are these tools the … Continue reading →Learning R has really made me appreciate SAS is an article from randyzwitch.com,...

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