Monthly Archives: June 2013

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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Why are Birds Dinosaurs?

June 9, 2013
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Why are Birds Dinosaurs?

Month after month, one of the most popular posts on the Paleocave blog is the How to Read a Cladogram post I did some time ago. I always intended to follow it up with more cladistic fun. So, hold onto your butts, we’re going to let the dinosaurs loose. Birds are dinosaurs. We’ve all heard

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Better Neighborhoods with R: Exploring and Analyzing SeeClickFix Data (part 1)

June 9, 2013
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Better Neighborhoods with R: Exploring and Analyzing SeeClickFix Data (part 1)

Better Neighborhoods with R: Exploring and Analyzing SeeClickFix Data (part 1) The ‎ National Day of Civic Hacking took place …Continue reading »

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Improve The Efficiency in Joining Data with Index

June 9, 2013
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Improve The Efficiency in Joining Data with Index

When managing big data with R, many people like to use sqldf() package due to its friendly interface or choose data.table() package for its lightening speed. However, very few would pay special attentions to small details that might significantly boost the efficiency of these packages by adding index to the data.frame or data.table. In my

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Mahout for R Users

June 9, 2013
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Mahout for R Users

I have a few posts coming up on Apache Mahout so I thought it might be useful to share some notes. I came at it as primarily an R coder with some very rusty Java and C++ somewhere in the back of my head so that will be my point of reference. I’ve also included … Continue reading...

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