January 2014

Use standard deviation (not mad about MAD)

January 19, 2014 | John Mount

Nassim Nicholas Taleb recently wrote an article advocating the abandonment of the use of standard deviation and advocating the use of mean absolute deviation. Mean absolute deviation is indeed an interesting and useful measure- but there is a reason that standard deviation is important even if you do not like ... [Read more...]

What is volatility?

January 19, 2014 | Pat

Some facts and some speculation. Definition Volatility is the annualized standard deviation of returns — it is often expressed in percent. A volatility of 20 means that there is about a one-third probability that an asset’s price a year from now will have fallen or risen by more than 20% from its ... [Read more...]

Evolution hospital beds, resources and consumption

January 19, 2014 | Bart6114

For this analysis publicly available data from the OECD is used. The time series run from 1975 to 2013 (where available). Let’s focus on Belgium, Germany, France, The Netherlands, United Kingdom, United States, Norway and Switzerland and have a look at their number of hospital beds per 1000 population. The blue line ... [Read more...]

Le Monde puzzle [#849]

January 18, 2014 | xi'an

A straightforward Le Monde mathematical puzzle: Find a pair (a,b) of integers such that a has an odd number d of digits larger than 2 and ab is written as 10d+1+10a+1. Find the smallest possible values of a and of b. I ran the following R code which produced ...
[Read more...]

Convering plots to data

January 18, 2014 | Wingfeet

It is a problem which occurs ever so often in applied work, you have a plot, but you want the data. There are at least two programs which can help you there; PlotDigitizer and Engauge Digitizer. I got both on my openSuse machine. Both are available for... [Read more...]

Using the plyr package

January 18, 2014 | Dan Kelley Blog/R

Introduction The base R system provides lapply() and related functions, and the package plyr provides alternatives that are worth considering. It will be assumed that readers are familiar with lapply() and are willing to spend a few moments reading the plyr documentation, to see why the illustration here will use ... [Read more...]

In case you missed it: December 2013 Roundup

January 17, 2014 | David Smith

In case you missed them, here are some articles from December of particular interest to R users: A ComputerWorld tutorial on basic data processing with R. Prediction: R will replace legacy SAS solutions and go mainstream. A chart of the growth of R user groups and local R meetings. I ... [Read more...]

Retail Relative Strength

January 16, 2014 | klr

So back before Thanksgiving I did a post Something to Think About Before Black Friday | rChart + dygraphs.  Well since then I have noticed that Retail relative strength has deteriorated considerably.  I thought it would be a good time to use ...
[Read more...]

SAS on the road

January 16, 2014 | ECONinfo » Rblogger

I like some of the ideas what SAS might need that truck for: The SAS truck travels the country with an IBM S/360, a CRT monitor, and David Hasselhoff, solving crimes. #rstats pic.twitter.com/2DjkAAyalP — Kieran Healy (@kjhealy) January 16, 2014 … Weiterlesen → [Read more...]

Topological Data Analysis with R

January 16, 2014 | Joseph Rickert

by Joseph Rickert When I was in graduate school in the mid '70s Mathematics departments were still under the spell of abstraction for its own sake. At that time, Algebraic Topology which uses concepts from Abstract Algebra to study topological spaces was a major gateway to the realm of ... [Read more...]
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