I use the Open Source photo management Software Digikam (along with other tools such as Gimp and DarkTable). I obviously need very little encouragement to combine my geeky hobbies, so I quickly tried to interrogate Digikam with R, which is easy, ...
Monthly Archives: October 2012
Summarizing Circular Data in R: Aspect Angle
The orientation of terrain surface (aspect) can have dramatic effects on landscape-scale variation in soil temperature and moisture. Summarizing aspect angle is complicated by the fact that sampled values are measured on a circular scale. The circular ...
Simple marimekko/mosaic plots
I don’t really care for the name “marimekko” or “mosaic,” but I do like this type of plot as a means of illustrating proportions in nested categorical data, or as an alternative to the parallel time series plots discussed...
S&P 500 sector strengths
Which sectors are coherent, and which aren’t? Previously The post “S&P 500 correlations up to date” looked at rolling mean correlations among stocks. In particular it looked at rolling mean correlations of stocks within sectors. Of importance to this post is that the sectors used are taken from Wikipedia. Relative correlations The thought is that … Continue reading...
Review: Kölner R Meeting 5 October 2012
The third Cologne R user meeting took place last Friday, 5 October 2012, at the Institute of Sociology. The evening was sponsored by Revolution Analytics, who provided funding which went towards the Kölner R user group Meetup page. We had a good tur...
Exploring phylogenetic tree balance metrics
I need to simulate balanced and unbalanced phylogenetic trees for some research I am doing. In order to do this, I do rejection sampling: simulate a tree -> measure tree shape -> reject if not balanced or unbalanced enough. But what is enough? We ne...
A brief script on Geographical data analysis in R
I saw this post and I decided to replicated that good example but with data closer to me, particulary data of my country. So, I've got the shape data of the capital of my country (You can download the data from here). The data comes from the 2002 CENSO...
Permanent Portfolio – Transaction Cost and better Risk Parity
I want to address comments that were asked in my last post, Permanent Portfolio – Simple Tools, about Permanent Portfolio strategy. Specifically: The impact of transaction costs on the perfromance and Create a modified version of risk allocation portfolio that distributes weights across 3 asset classes: stocks(SPY), gold(GLD), and treasuries(TLT), and only invests into cash(SHY) 
Revised graph for BAC 1% cash rewards
Thanks to Anthony Damico who alerted me to an error in the Bank of America's 1% cash rewards figure in my last post. The plot shows the true reward percentage as a function of purchase amount. A key "feature" of the BoA reward program is that the full 1% is only awarded for purchases in
Age-Period-Cohort models and the decline of violence
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
