Monthly Archives: December 2012

The EasyABC package for Approximate Bayesian Computation in R

December 2, 2012
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The EasyABC package for Approximate Bayesian Computation in R

A comment on a recent post gave me the motivation to try out the new EasyABC package for R, developed by Franck Jabot, Thierry Faure, Nicolas Dumoulin and maintained by Nicolas Dumoulin. Approximate Bayesian Computation (ABC) is a relatively new method that allows treating any stochastic model (IBM, stochastic population model, …) in a statistical…

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Rolling means (and other functions) with zoo

December 2, 2012
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Rolling means (and other functions) with zoo

The zoo package is designed for use with (potentially irregular) time series data. It is widely used for any number of applications, but among its most frequently useful functions are the roll* functions, such as rollmean, rollmedian, rollmax, rollapp...

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Triangle tests

December 2, 2012
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Triangle tests

IntroductionA triangle test is a test beloved by sensory scientists for its simplicity and general use in detecting presence of product differences. The principle is simple. Test subjects get served three samples. One of these contains A, two of these ...

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Financial Turbulence Example

December 1, 2012
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Financial Turbulence Example

Today, I want to highlight the Financial Turbulence Index idea introduced by Mark Kritzman and Yuanzhen Li in the Skulls, Financial Turbulence, and Risk Management paper. Timely Portfolio did a great series of posts about Financial Turbulence: Part 1, Part 2, Part 3. As example, I will compute Financial Turbulence for the equal weight index

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Pro Football Data

December 1, 2012
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Pro Football Data

I’ve made the acquaintance of a group of data analysts here in the triangle and have agreed to arrange an outing to the Durham Bulls minor league baseball team. Because it’s for stat nerds and because I was curious, I went looking for some baseball data to analyze. I found loads of it here, but

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ExCytR Concept

December 1, 2012
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ExCytR Concept

The concept is to make a GUI to provide a static and dynamic linking between data and its network representations. Static access will involve making networks based on data and metadata stored in some table or spreadsheet. Dynamic control will provide interactive access to network construction and annotation properties. Together, these will provide rapid generation of information rich networks, based

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Using XML to grab tables from the web

December 1, 2012
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Using XML to grab tables from the web

We’re going to try, this December, to bring you an “Advent CalendaR,” for each of the 24 days leading up to Christmas. Each day, our hope is to unwrap a useful R package to show you a useful or interesting function inside! Today&#821...

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1 + 1 = 3, the proof in R

December 1, 2012
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Discussing with some friends the other day, one of them mentioned a supposedly famous quote from Einstein saying that 1 + 1 = 3. Despite my best efforts, Google couldn’t find that particular quote. Anyway, we were trying to understand how could have Einstein come up with that. Our answer was that the proposition “1 + 1 = 3”...

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