Monthly Archives: July 2012

Heaviside Signal Detection Part 1: Informed non-parametric testing

July 25, 2012
By
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 

Read more »

Inspirational Stack Overflow Dendrogram Applied to Currencies

July 25, 2012
By
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...

Read more »

Revolution Newsletter: July 2012

July 25, 2012
By

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...

Read more »

Long-vector kludge in R

July 25, 2012
By
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...

Read more »

The housing bubble: Where are we?

July 25, 2012
By
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.

Read more »

Learning R has really made me appreciate SAS

July 25, 2012
By

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,...

Read more »

Really Big Objects Coming to R

July 25, 2012
By

I noticed in the development version of R the following note in the NEWS file: There is a subtle change in behaviour for numeric index values 2^31 and larger.  These used never to be legitimate and so were treated as NA, sometimes with a warning.

Read more »

Measuring persistence in a time series : Application of rolling window regression

Measuring persistence in a time series : Application of rolling window regression

During my final semester at IGIDR I did a project paper in macroeconomics involving timeseries econometrics. The concept that I focused on my study was unit root, which I have touched upon in my earlier posts. This study presents a novel...

Read more »

Displaying time series, spatial and space-time data with R

Displaying time series, spatial and space-time data with R

During next months I will be working on the book “Displaying time series, spatial and space-time data with R: stories …

Continuar leyendo »

Read more »

Plotting 95% Confidence Bands in R

July 24, 2012
By
Plotting 95% Confidence Bands in R

I am comparing estimates from subject-specific GLMMs and population-average GEE models as part of a publication I am working on. As part of this, I want to visualize predictions of each type of model including 95% confidence bands. First I … Continue reading

Read more »