Monthly Archives: September 2012

Violence along Mexico’s Southern Border and Central America

September 7, 2012
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Violence along Mexico’s Southern Border and Central America

Rates for Panama and Nicaragua are from 2009, all other countries 2010. Municipalities which are part of a metro area in Mexico are shown with the metro area homicide rate.Visit the interactive map of homicides Having just posted on violence along Mexico's northern border, I figured it's time to...

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Big Issue with System Backtests

September 7, 2012
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Big Issue with System Backtests

Almost always, when I see a system backtested, the backtest assumes a static portfolio with no contributions or withdrawals.  This assumption only covers an extremely limited subset of my clients.  Cash flows in and out of a portfolio or syst...

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In praise of ProjectTemplate for reproducible research

September 7, 2012
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In praise of ProjectTemplate for reproducible research

As you might know from some of my previous posts, I’m a big fan of making my scientific work reproducible. My main reasons for being so keen on this are: 1. Reproducibility is key to science – if it can’t be reproduced then it can not be verified (that is, the experiment can’t be tried again

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Simulation metamodeling with GNU R

September 7, 2012
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Simulation metamodeling with GNU R

I am one of the organizers of ESSA2013 conference that will take place in September 2013 in Warsaw, Poland. The conference scope is social simulation and in particular methods of statistical analysis of simulation output (metamodeling). As we have just issued Call for Papers for the conference so I decided to post a simple example of a metamodel.Recently I had...

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More on fixed and random effects: Plotting and interpreting

September 7, 2012
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More on fixed and random effects: Plotting and interpreting

In a recent post I showed how plotting model fits can help to interpret higher-order polynomial terms. The key comparison there was between a model that did and did not have the higher order fixed effect terms. If you're going to use this strategy, you need to...

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Video: R, RStudio, Rcmdr & rattle

September 7, 2012
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I did a screencast for my co-workers to show how to get started with R, specifically what a base installation of R looks like, then showing how to improve your workflow using RStudio, Rcmdr or rattle.  The examples are somewhat … Continue reading →Video: R, RStudio, Rcmdr & rattle is an article from randyzwitch.com, a...

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Coming up: Two weeks of awesome guest bloggers

September 7, 2012
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I'm heading out on vacation to my Australian homeland for the next two weeks, but fear not reader friends: we have an awesome lineup of guest bloggers to fill in while I'm away. I don't want to ruin the surprise, but you'll be seeing posts from: experts in data visualization about how they use R; members of the R...

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ggplot2 0.9.2 has been released!

September 7, 2012
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ggplot2 0.9.2 has been released!

The main changes in this version are to the theming system. There are also a number of enhancements to the theming system that make it easier to modify themes and we’ve renamed a number of functions to have more informative names. Your existing code should continue to work, although you may receive warnings about functions

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Conversion of Meucci’s MatLab Code

September 7, 2012
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Conversion of Meucci’s MatLab Code

You might remember a second proposal I put forward for this summer’s Google Summer of Code (GSoC). This project was ambitious, looking to convert a subset of Attillio Meucci’s MatLab code to R. Thankfully, Brian Peterson took the lead mentor position for this particular project. Coincidently, the day before GSoC started we received a very

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That damn R-squared !

September 7, 2012
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That damn R-squared !

Another post about the R-squared coefficient, and about why, after some years teaching econometrics, I still hate when students ask questions about it. Usually, it starts with "I have a _____ R-squared... isn't it too low ?" Please, feel free to fi...

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