Monthly Archives: October 2012

Montreal R User Group meetup Nov. 14th

October 29, 2012
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After a bit of a summer lull, the Montreal R User Group is meeting up again! We’re trying out a new venue this time. Notman House is the home of the web in Montreal. They hold hackathons and other tech user group meetups, and they are all around great people in an all around great

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Terrain Attributes with the raster package

October 29, 2012
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Terrain attributes can be derived by elevation values on a small neighbourhood of each DEM point.The major attributes can be calculated from the derivatives of the topographic surface. These derivatives measure the rate of change in elevation in relati...

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Installing Routino under OSX

October 29, 2012
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Routino is a set of libraries that enable road based route calculations to be conducted over OpenStreetMap data. I have been using them extensively over the past six months for a project looking at CO2 emissions and the commute to school. Although Routino was designed to run under Linux, it can also be compiled and installed under OSX (sorry...

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Generate stock option prices – How to simulate a Brownian motion

October 29, 2012
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The Brownian motion is certainly the most famous stochastic process (a random variable evolving in the time). It has been the first way to model a stock option price (Louis Bachelier's thesis in 1900).The reason why is easy to understand, a Brownian mo...

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Computing for Data Analysis (Simply Statistics Edition)

October 29, 2012
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As the entire East Coast gets soaked by Hurricane Sandy, I can’t help but think that this is the perfect time to…take a course online! Well, as long as you have electricity, that is. I live in a heavily tree-lined … Continue reading →

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Computing for Data Analysis (Simply Statistics Edition)

October 29, 2012
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As the entire East Coast gets soaked by Hurricane Sandy, I can’t help but think that this is the perfect time to…take a course online! Well, as long as you have electricity, that is. I live in a heavily tree-lined area and so it’s onl...

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Example 10.7: Fisher vs. Pearson

October 29, 2012
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In the early days of the discipline of statistics, R.A. Fisher argued with great vehemence against Egon Pearson (and Jerzy Neyman) over the foundational notions supporting statistical inference. The personal invective recorded is somewhat amusing an...

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More football

October 29, 2012
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Given that Sampdoria have lost their fourth game in a row, I am not really interested in football any more (as of yesterday, I actually find it a very boring game and think we should focus on real sports $-$ of course if we manage to break the cra...

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‘Sandy’ Code Up On Github

October 29, 2012
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UPDATE: As indicated in the code comments, Google took down the cone KML files. I’ll be changing the code to use the NHC archived cone files later tonight I will (most likely) not be littering the blog with any more updates to the ‘Sandy’ code unless they are really significant. You can follow along at

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Volatility from daily or monthly: garch evidence

October 29, 2012
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Should you use daily or monthly returns to estimate volatility? Does garch explain why volatility estimated with daily data tends to be bigger than if it is estimated with monthly data? Previously There are a number of previous posts — with the variance compression tag — that discuss the phenomenon of volatility estimated with daily … Continue reading...

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