Monthly Archives: September 2013

Measuring Randomness in Capital Markets

September 29, 2013
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Measuring Randomness in Capital Markets

What is Random? As previously discussed, there’s no universal measure of randomness. Randomness implies the lack of pattern and the inability to predict future outcomes. However, The lack of an obvious model doesn’t imply randomness anymore than a curve fit one implies order. So what actually constitutes randomness, how can we quantify it, and why do we care? Randomness $\neq$ Volatility, and Predictability $\neq$ Profit First...

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Rcpp 0.10.5

September 29, 2013
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A new version of Rcpp is now on the CRAN network for GNU R; binaries for Debian have been uploaded as well. Once more, this release brings a large number of exciting changes to Rcpp. Some concern usability, some bring new features, some increase pe...

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Classification with O-PLS-DA

September 29, 2013
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Classification with O-PLS-DA

Partial least squares (PLS) is a versatile algorithm which can be used to predict either continuous or discrete/categorical variables. Classification with PLS is termed PLS-DA, where the DA stands for discriminant analysis.  The PLS-DA algorithm has many favorable properties for dealing with multivariate data; one of the most important of which is how variable collinearity is

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Mixed Models: Influence in Heterogeneous Variance Model

September 29, 2013
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Mixed Models: Influence in Heterogeneous Variance Model

In this post I extend my knowledge of mixed models by redoing section 59.7 (page 5048) of the SAS/STAT user guide. I don't think this particular example can be run in lme4, so that leaves nlme and MCMCglmm. MCMCglmm has less ability for influence measu...

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Nice tutorials to discover R

September 28, 2013
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A series of tutorials, in R, by Anthony Damico. As claimed on http://twotorials.com/, “how to do stuff in r. two minutes or less, for those of us who prefer to learn by watching and listening“. So far, 000 what is r? the lingua statistica, s’il vous plaît 001 how to download and install r 002 simple shortcuts for the windows r...

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Visualizing “ObamaCare-related” Job Cuts

September 28, 2013
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Visualizing “ObamaCare-related” Job Cuts

I was reviewing RSS feeds when I came across this story about “ObamaCare Employer Mandate: A List Of Cuts To Work Hours, Jobs” over on Investors.com. Efficacy of the law notwithstanding, I thought it might be interesting to visualize the data since the folks over at Investors.com provided a handy spreadsheet that they seem to

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Making of elliplot package

September 28, 2013
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Making of elliplot package

The elliplot package is my first package for R.  So I want to write down details of making that, both for myself and for people following. original source The ellipseplot … Continue reading →

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Le Monde puzzle [#835]

September 28, 2013
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Le Monde puzzle [#835]

The current puzzle is apparently suffering from combinatoric complexity : N persons (with 20≤N≤23) are sitting around a round table and everyone has a green or red token. Both colours are represented. First, each player with a red token take the token of the player immediately to her or his left. Second, each player with

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Conditional Formatting Tables using R

September 28, 2013
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One thing that I had the opportunity to develop while working last year at Saint Paul Public Schools was figuring out a quick, easy, and painless way to do interactive report generation. When I arrived in the REA department at Saint Paul Public Schools, the report generation process was roughly as follows: 1. Do the analysis in SPSS...

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elliplot 1.1.0 package released

September 27, 2013
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elliplot 1.1.0 package released

I released R package elliplot version 1.1.0. This package contains ellipseplot and midpoints. It is to visualize a correlation between 2 sets of independent observation with common factors.  Details are … Continue reading →

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