Monthly Archives: August 2012

More on Exploring Correlations in R

August 28, 2012
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More on Exploring Correlations in R

About a year ago I wrote a post about producing scatterplot matrices in R. These are handy for quickly getting a sense of the correlations that exist in your data. Recently someone asked me to pull out some relevant statistics (correlation coefficient ...

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R-Studio

August 28, 2012
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R-Studio

A post over on Dang, another error (show me yours and I’ll show you mine) has a method of working with R which uses an IDE called Eclipse in conjunction with a plugin called StatET. Eclipse is one of a number of IDEs that I’m aware of (Tinn-R being another, but this Sciviews pages has

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A shrinkage estimator for beta

August 28, 2012
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A shrinkage estimator for beta

In the post pairs trading issues one of the problems raised was the unstable estimates of the stock’s beta with respect to the market. Here is a suggestion for a possible solution, which is not really a solution but more … Continue reading

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COMPSTAT2012

August 28, 2012
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This week I’m in Cyprus attending the COMPSTAT2012 conference. There’s been the usual interesting collection of talks, and interactions with other researchers. But I was struck by two side comments in talks this morning that I’d like to mention. Stephen Pollock: Don’t imagine your model is the truth Actually, Stephen said something like “economists (or was it econometricians?) have...

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Are career motivations changing?

August 28, 2012
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Are career motivations changing?

The German news magazine Der Spiegel published a series of articles around career developments. The stories suggest that career aspirations of young professionals today are somewhat different to those of previous generations in Germany. Apparen...

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Horizon on ggplot2

August 27, 2012
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Horizon on ggplot2

SocialDataBlog’s kind reference in post Horizon plots with ggplot (not) motivated me to finish what the post started.  I knew that ggplot2 would be a little more difficult to use for the purpose of a horizon plot, but I felt compelled to provide...

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Addendum to yesterday’s post on custom CSS and R Markdown

August 27, 2012
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Addendum to yesterday’s post on custom CSS and R Markdown

Updates from RStudio support: (1) “Thanks for reporting and I was able to reproduce this as well. I’ve filed a bug and we’ll take a look.” (2) Taking a further look, this is actually a bug in the Markdown package and we’ve asked the maintainer (Jeffrey Horner) to look into it. As juejung points out

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Two R community milestones

August 27, 2012
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Two significant R community milestones were achieved over the weekend. Firstly, the number of community-contributed R packages on CRAN is now above 4000. (As of this writing, it's 4004.) Figure 10 of The Popularity of Data Analysis Software charts the exponential growth of R packages: at the end of last year the figure stood at 3500, and the number...

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Horizon plots with ggplot (not)

August 27, 2012
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Horizon plots with ggplot (not)

The Timely Portfolio blog via R-bloggers has recently published some interesting entries about the value of horizon plots for visual comparison of a number of time series. Very nice it looks too. You can read more about them here. The trick to understanding them is to imagine that each row was orginally a line chart

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Heatmap tables with ggplot2, sort-of

August 27, 2012
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Heatmap tables with ggplot2, sort-of

I wrote before about heatmap tables as a better way of producing frequency or other tables, with a solution which works nicely in latex. It is possible to do them much more easily in ggplot2, like this library(Hmisc) library(ggplot2) library(reshape) data(HairEyeColor) P=t(HairEyeColor) Pm=melt(P) ggfluctuation(Pm,type="heatmap")+geom_text(aes(label=Pm$value),colour="white")+ opts(axis.text.x=theme_text(size = 15),axis.text.y=theme_text(size = 15)) Note that ggfluctuation will also take

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