# Monthly Archives: May 2013

## Simulation shows gain of clmm over ANOVA is small

May 5, 2013
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After last post's setting up for a simulation, it is now time to look how the models compare. To my disappointment with my simple simulations of assessors behavior the gain is minimal. Unfortunately, the simulation took much more time than I ...

## Volatility Regimes: Part 2

Adam Duncan from January, 2013Also avilable on R-bloggers.com Strategy Implications In this part of the volatility regimes analysis, we’ll use the regime identification framework established in part 1 to draw conclusions about which strategies work best is each regime. That should prove useful to us and goes a long way to answering the question, “What strategies should I be...

## Quandl Package – 5,000,000 free datasets at the tip of your fingers!

May 5, 2013
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# Yes, you read that correctly and no Quandl (http://www.quandl.com/) did not pay me anything.# Quandl is a new database management tool which seeks to become the place to find datasets.  They boast of having over 5x10^6 data sets available t...

## AIC & BIC vs. Crossvalidation

May 4, 2013
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Model selection is a process of seeking the model in a set of candidate models that gives the best balance between model fit and complexity (Burnham & Anderson 2002). I have always used AIC for that. But you can also…Read more →

## A Prototype of Monotonic Binning Algorithm with R

May 4, 2013
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I’ve been asked many time if I have a piece of R code implementing the monotonic binning algorithm, similar to the one that I developed with SAS (http://statcompute.wordpress.com/2012/06/10/a-sas-macro-implementing-monotonic-woe-transformation-in-scorecard-development) and with Python (http://statcompute.wordpress.com/2012/12/08/monotonic-binning-with-python). Today, I finally had time to draft a quick prototype with 20 lines of R code, which is however barely useable without the

## Backporting R 3.0.0 to Quantal, Precise, and Lucid

May 4, 2013
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Today (May 4, 2013) I will begin the process of backporting R 3.0.0 to Quantal, Precise, and Lucid. This will include all the recommended packages and the packages for R found in the universe repository for Ubuntu. Things to keep in mind: If you do...

## LaTeX in R graphs

May 3, 2013
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A nice post was recently published on the rsnippets blog, about the tikzDevice R package. This package is – indeed – awesome. Even if it has been removed from the CRAN website. Of course, it can be download from the archive folder, on http://cran.r-project.org/…, but also (for a more recent version)  on http://download.r-forge.r-project.org/…. But first, it is necessary to install...

## Animation, from R to LaTeX

May 3, 2013
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$X_{i,j}\sim\mathcal{B}(1/2)$

Just a short post, to share some codes used to generate animated graphs, with R. Assume that we would like to illustrate the law of large number, and the convergence of the average value from binomial sample. We can generate samples  using > n=200 > k=1000 > set.seed(1) > X=matrix(sample(0:1,size=n*k,replace=TRUE),n,k) Each row  will be a trajectory of heads and...

## Old Post with New d3 Life–GARCH and MA Performance

May 3, 2013
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Parallel coordinates become much more useful when they are interactive, so I recreated one of my favorite blog posts "Trend is Not Your Friend" Applied to 48 Industries and convert the chart to a living breathing d3 parallel coordinates chart courtesy ...