Not exactly pin-point accuracy. Previously Two related posts are: A practical introduction to garch modeling garch and long tails Experiment 1000 simulated return series were generated.  The garch(1,1) parameters were alpha=.07, beta=.925, omega=.01.  The asymptotic variance for this model is 2.  The half-life is about 138 days. The simulated series used a Student’... [Read more...]

Setting up a beamer slideshow is tedious. Creating new slideshows with the same header/footer/style files every week for your course lectures is very very tedious. To solve this problem I created a simple bash shell script. When you run the script in... [Read more...]

Metadata! Metadata is very cool. It's super hot right now - everybody is talking about it. Okay, maybe not everyone, but it's an important part of archiving scholarly work. We are working on a repo on GitHub rmetadata to be a one stop shop for quer... [Read more...]

Here's how I did it in 3 easy steps: (1) Set up a form in Google Docs/Drive. (2) Choose "Actions" and "Embed in Website" to get the URL for the iframe and put it in a post, like below. Then, go to the spreadsheet view of the form on Google Docs/Drive ... [Read more...]

Chris and I started this blog as an outlet for the work we were already doing every day: writing code and trying to avoid forgetting how we wrote it. To that end, gist.github.com is an extremely useful resource, and this blog allows us to add a little ... [Read more...]

The SPEC benchmarks came out a year after the first release of gcc (in fact gcc was and still is one of the programs included in the benchmark). Compiling the SPEC programs using the gcc option -O2 (sometimes -O3) has always been the way to measure gcc performance, but after 25 ... [Read more...]

I’m happy to present episode 10 of the R-Podcast! Season 1 of the R-Podcast concludes with part 2 of my series on data munging, in which I discuss issues surrounding importing data sets contained in HTML tables. I share how I used the XML and RCurl packages to validate and import data ... [Read more...]

My amazing, awesome wife often comes up with the little puzzles for our amazing children, and this one seemed destined to be solved in R. So, using up to 5 coins (1p, 2p, 5p, 10p, 20p and 50p) first she asked our kids whether they could make every val... [Read more...]

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Quite a while ago my amazing wife asked me if it was possible to find the time of the first goal for the 2006 FIFA World Cup matches.  I was using R at the time and thought it was possible.  Here are the scripts I wrote to scrape the info fro... [Read more...]

Abstract The California Deparment of Education recently (June 2012) had a news release on the increase in high school (grades 9-12) graduation rates and decrease in dropout rates. The data used by the Department was from two cohorts (4-year periods) o... [Read more...]

The square root of 2 can be written as an infinite continued fraction. \( \sqrt{2} = 1+\frac{1}{2+\frac{1}{2+\frac{1}{2+\frac{1}{2+?}}}} \) \sqrt{2} = 1+\frac{1}{2+\frac{1}{2+\frac{1}{2+\frac{1}{2+?}}}} The infinite continued fraction can be written, √2 = [1;(2)], (2) indicates that 2 repeats ad infinitum. In a similar way, √23 = [4;(1,3,1,8)]. Read More: 1030 Words Totally [Read more...]

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I am currently taking the networked life course on Coursera.org offered by Professor Michael Kearns from the University of Pennsylvania.  I have been took several courses including machine learning, natural language processing since the platf... [Read more...]

N-Way ANOVA example Two-way analysis of variance is where the rubber hits the road, so to speak. This extends the concepts of ANOVA with only one factor to two factors. When there are two factors this means that there can be an interaction between the two factors that should be ... [Read more...]

Today, we write a small piece of C/C++ code that implements the well-known Newton-Raphson algorithm (see, Mathworld). We also provide the R code. Exercise: Find the unique root of the function  using the Newton-Raphson method. Notice that we choose a function … Continue reading → [Read more...]

I became interested in sentiment analysis a few months ago as a matter of pure practicality. The company I work for does a lot of customer-satisfaction surveys. Respondents rate various aspects of our products, but they also have the opportunity to answer a bunch of open-ended questions in their own ... [Read more...]

I've been meaning to post something about R for a while, but never got started, and now have a pile of things I'd like to post, so it's time to get started. I first started using R during my Master Dissertation where I had to do some stats.  I've ... [Read more...]

Today's guest post comes from Garrett Grolemund, a software developer at RStudio — ed. I think of graphs as a type of visual summary for data. Yet I rarely see graphs used this way within visualizations. Consider tile plots. They group data into 2d bins and then summarize each group with ... [Read more...]