# Monthly Archives: September 2012

## Project Euler — problem 19

September 3, 2012
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I’ve been working overtime last weekend. Although I suffered little from the Monday syndrome, I still need a break. So, I’m back to the Project Euler after days of Olympic data digging. Today, I’m gonna to solve the 19th problem. You are given the following … Continue reading →

## A look at Bayesian statistics

September 3, 2012
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An introduction to Bayesian analysis and why you might care. Fight club The subject of statistics is about how to learn.  Given that it is about the unknown, it shouldn’t be surprising that there are deep differences of opinion on how to go about doing it (in spite of the stereotype that statisticians are accountants … Continue reading...

## Fixing non positive definite correlation matrices using R

September 3, 2012
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Problem When a correlation or covariance matrix is not positive definite (i.e., in instances when some or all eigenvalues are negative), a cholesky decomposition cannot be performed. Sometimes, these eigenvalues are very small negative numbers and occ...

## Descriptive statistics of some Agile feature characteristics

September 2, 2012
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The purpose of software engineering research is to figure out how software development works so that the software industry can improve its quality/timeliness (i.e., lower costs and improved customer satisfaction). Research is hampered by the fact that companies are not usually willing to make public good quality data about the details of their software development

## Faster creation of binomial matrices

September 2, 2012
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Scott Chamberlain blogged about faster creation of binomial matrices the other day, and even referred to our RcppArmadillo package as a possible solution (though claiming he didn't get it to work, tst tst -- that is what the rcpp-devel list is here to help with). The post also fell short of a good aggregated timing comparison for which we love...

## Bar Charts and Segmented Bar Charts in R

September 2, 2012
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Here are a couple of tutorials I’ve written to help anyone who’s interested in learning how to produce simple bar charts or simple segmented bar charts in R, given that you have

## Stan

September 2, 2012
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Andrew Gelman has announced the release of Stan version 1.0.0 and its R interface RStan.  Stan – named after Stanislaw Ulam, the inventor of the Monte Carlo method – is a new MCMC program that represents a major technological leap … Continue reading →

## Call for contribution: the RDataMining package – an R package for data mining

September 2, 2012
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Join the RDataMining project to build a comprehensive R package for data mining http://www.rdatamining.com/package We have started the RDataMining project on R-Forge to build an R package for data mining. The package will provide various functionalities for data mining, with … Continue reading →

## Discrete colors in ggplot

September 1, 2012
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Have you ever wanted an easy way to generate continuous color pallettes for a discrete factor? I came across a question over on Stackoverflow about how add color to a ggplot figure. I often find myself with lot’s of categories that are discrete when I want a continuous color plot. This can be achieved by writing a quick...

## New Attribution Functions for PortfolioAnalytics

September 1, 2012
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Another Google Summer of Code (GSoC) project this summer focused on creating functions for doing returns-based performance attribution. I’ve always been a little puzzled about why this functionality wasn’t covered already, but I think that most analysts do this kind of work in Excel. That, of course, has its own perils. But beyond the workflow