Monthly Archives: June 2013

The RStudio CRAN mirror

June 10, 2013
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The RStudio CRAN mirror

RStudio maintains its own CRAN mirror, http://cran.rstudio.com. The server itself is a virtual machine run by Amazon’s EC2 service, and it syncs with the main CRAN mirror in Austria once per day. When you contact http://cran.rstudio.com, however, you’re probably not talking to our CRAN mirror directly. That’s because we use Amazon CloudFront, a content delivery

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Running time

June 10, 2013
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Running time

Marta and I are doing some re-analysis of our Eurovision contest (some context here and here). We have slightly modified our original model (mostly, I have navigated the mess in Marta's notation $-$ it's OK: I'm not at risk of her mighty wrath, as I've...

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Le Monde puzzle [#822]

June 10, 2013
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Le Monde puzzle [#822]

For once Le Monde math puzzle is much more easily solved on a piece of paper than in R, even in a plane from Roma: Given a partition of the set {1,…,N} in k groups, one considers the collection of all subsets of  the set {1,…,N} containing at least one element from each group. Show

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Measure of Relative Variability

June 10, 2013
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The measure of relative variability is the coefficient of variation (CV). Unlike measures of absolute variability, the CV is unitless when it comes to comparisons between the dispersions of two distributions of different units of measurement. In R, CV ...

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Ripley Facts

June 10, 2013
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Normally, this blog would only contain technical and scientific related posts. But this time I would like to share with you a very interesting phenomenon I came across on the R mailing list(s). I call it 'Ripley Facts' after the prolific statistician, ...

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Introduction to stable distributions for finance

June 10, 2013
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Introduction to stable distributions for finance

A few basics about the stable distribution. Previously “The distribution of financial returns made simple” satirized ideas about the statistical distribution of returns, including the stable distribution. Origin As “A tale of two returns” points out, the log return of a long period of time is the sum of the log returns of the shorter … Continue reading...

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Measures of Absolute Variability

June 10, 2013
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Measures of absolute variability deal with the dispersion of the data points. This include the following:Range - rangeInterquartile Range - IQRQuartile DeviationAverage DeviationStandard Deviation - sdThese measures of variability restrict to uniform u...

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Sobol Sensitivity Analysis

June 10, 2013
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Sobol Sensitivity Analysis

Sensitivity analysis is the task of evaluating the sensitivity of a model output Y to input variables (X1,…,Xp). Quite often, it is assumed that this output is related to the input through a known function f :Y= f(X1,…,Xp). Sobol indices are generalizing the coefficient of the coefficient of determination in regression. The ith first order indice is the proportion of...

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You Do Not Need to Tell Me I Have A Typo in My Documentation

June 10, 2013
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You Do Not Need to Tell Me I Have A Typo in My Documentation

So I just got yet yet another comment saying "you have a typo in your documentation". While I do appreciate these kind reminders, I think it might be a good exercise for those who want to try GIT and Github pull requests, which make it possible for y...

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Using Metadata to find Paul Revere

June 9, 2013
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Using Metadata to find Paul Revere

London, 1772. I have been asked by my superiors to give a brief demonstration of the surprising effectiveness of even the simplest techniques of the new-fangled Social Networke Analysis in the pursuit of those who would seek to undermine the liberty enjoyed by His Majesty's subjects. This is in connection with the discussion of the role of "metadata" in

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