Monthly Archives: December 2012

Clustering with selected Principal Components

December 28, 2012
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Clustering with selected Principal Components

In the Visualizing Principal Components post, I looked at the Principal Components of the companies in the Dow Jones Industrial Average index over 2012. Today, I want to show how we can use Principal Components to create Clusters (i.e. form groups of similar companies based on their distance from each other) Let’s start by loading

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Find Duplicate Files Using R

December 28, 2012
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Find Duplicate Files Using R

Find Duplicate Files This is a simple script to search a directory tree for all files with duplicate content. It …Continue reading »

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Label placement with spplot and lattice

December 28, 2012
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Label placement with spplot and lattice

The package maptools includes new functions to label points and labels. Line labelling The lineLabel function produces and draws text …Continuar leyendo »

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Visualising diurnal wind climatologies

December 28, 2012
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In this post I want to highlight the second core function of the metvurst repository: The windContours function It is intended to provide a compact overview of the wind field climatology at a location and plots wind direction and speed as a functio...

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How to Add an Extra Vertical Axis to R Plots

December 28, 2012
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How to Add an Extra Vertical Axis to R Plots

Especially when analyzing time series, we often need plots with two vertical axes. Researchers often expect the two series to \"move together,\" but with different locations and scales. To show that the series move together, you should give each series its own scale. One vertical scale should appear on the left side of the plot I encourage you...

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STL Transform

December 28, 2012
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The STL transform function can be used to pass a single function over a vector. Here we use a simple function square(). #include <Rcpp.h> using namespace Rcpp; inline double square(double x) { return x*x ; } // ] std::vector<...

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UEFA, what were the odds ?

December 27, 2012
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UEFA, what were the odds ?

Ok, I was supposed to take a break, but Frédéric, professor in Tours, came back to me this morning with a tickling question. He asked me what were the odds that the Champions League draw produces exactly the same pairings from the practice draw, and the official one (see e.g. dailymail.co.uk/…). To be honest, I don’t know much about soccer, so...

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ARMA+GARCH Experiences

December 27, 2012
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A reader’s comment on my ARMA Models for Trading post asked about different aspects of my experience with ARMA+GARCH for trading forecasting. The more I thought about it, the more it looked like a full post. So here we go. Starting with the high level – what packages did I try? I have tried a

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My Intro to Multiple Classification with Random Forests, Conditional Inference Trees, and Linear Discriminant Analysis

December 27, 2012
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My Intro to Multiple Classification with Random Forests, Conditional Inference Trees, and Linear Discriminant Analysis

After the work I did for my last post, I wanted to practice doing multiple classification.  I first thought of using the famous iris dataset, but felt that was a little boring.  Ideally, I wanted to look for a practice … Continue reading →

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Why Do the New Orleans Saints Lose? Data Visualization II

December 26, 2012
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Why Do the New Orleans Saints Lose? Data Visualization II

I’m going to continue with my ‘making data visually appealing to the masses’ kick. I happen to like graphics and graphing data. I also happen to like American football (For the record, however, I’m a soccer player first, a rugby … Continue reading →

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