Monthly Archives: March 2014

Exploratory data analysis on P/E ratio of Indian Stocks

March 31, 2014
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Exploratory data analysis on P/E ratio of Indian Stocks

Price Earnings ratio (P/E) is one of the very popular ratios reported with all stocks.  Very simply this is thought as - Current Market Price / Earning per Share.   An operational definition of Earning per Share would be Total profit divided by # of Shares .  I will redirect interested readers for further reading to www.investopedia.com/terms/p/price-earningsratio.asp In this post,...

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Moustache target distribution and Wes Anderson

March 31, 2014
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Moustache target distribution and Wes Anderson

Today I am going to introduce the moustache target distribution (moustarget distribution for brievety). Load some packages first. Let’s invoke the moustarget distribution. This defines a target distribution represented by a SVG file using RShapeTarget. The target probability density function is defined on and is proportional to on the segments described in the SVG files,

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R: Free, Popular, Powerful, Flexible and Supported

March 31, 2014
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R: Free, Popular, Powerful, Flexible and Supported

Francis Smart offers five excellent reasons to use R, in a well-researched post ideal for sharing with anyone thinking about making the switch to R. (You might also share this YouTube video for a quick 90-second introduction to R.) The post also includes a novel analysis of interest in R, as tracked by Google Trends. Given its single-letter name,...

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Probabilistic Momentum with Intraday data

March 30, 2014
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Probabilistic Momentum with Intraday data

I want to follow up the Intraday data post with testing the Probabilistic Momentum strategy on Intraday data. I will use Intraday data for SPY and GLD from the Bonnot Gang to test the strategy. Next, let’s examine the hourly perfromance of the strategy. There are lots of abnormal returns in the 9:30-10:00am box due

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Bayesian Data Analysis [BDA3 – part #2]

March 30, 2014
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Bayesian Data Analysis [BDA3 – part #2]

Here is the second part of my review of Gelman et al.’ Bayesian Data Analysis (third edition): “When an iterative simulation algorithm is “tuned” (…) the iterations will not in general converge to the target distribution.” (p.297) Part III covers advanced computation, obviously including MCMC but also model approximations like variational Bayes and expectation propagation

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The freqparcoord Package for Multivariate Visualization

March 30, 2014
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The freqparcoord Package for Multivariate Visualization

Recently my student Yingkang Xie and I have developed freqparcoord, a novel approach to the parallel coordinates method for multivariate data visualization.  Our approach: Addresses the screen-clutter problem in parallel coordinates, by only plotting the “most typical” cases, meaning those with the highest estimated multivariate density values. This makes it easier to discern relations between variables.

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The freqparcoord Package for Multivariate Visualization

March 30, 2014
By
The freqparcoord Package for Multivariate Visualization

Recently my student Yingkang Xie and I have developed freqparcoord, a novel approach to the parallel coordinates method for multivariate data visualization.  Our approach: Addresses the screen-clutter problem in parallel coordinates, by only plotting the “most typical” cases, meaning those with the highest estimated multivariate density values. This makes it easier to discern relations between variables.

Read more »

New Blog on R, Statistics, Data Science and So On

March 30, 2014
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New Blog on R, Statistics, Data Science and So On

Hi, Norm Matloff here. I’m a professor of computer science at UC Davis, and was a founding member of the UCD Dept. of Statistics. You may know my book, The Art of R Programming (NSP, 2011).  I have some strong views on statistics–which you are free to call analytics, data science, machine learning or whatever your favorite term is–so

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New Blog on R, Statistics, Data Science and So On

March 30, 2014
By
New Blog on R, Statistics, Data Science and So On

Hi, Norm Matloff here. I’m a professor of computer science at UC Davis, and was a founding member of the UCD Dept. of Statistics. You may know my book, The Art of R Programming (NSP, 2011).  I have some strong views on statistics–which you are free to call analytics, data science, machine learning or whatever your favorite term is–so

Read more »

Looking at Measles Data in Project Tycho

March 30, 2014
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Looking at Measles Data in Project Tycho

Project Tycho includes data from all weekly notifiable disease reports for the United States dating back to 1888. These data are freely available to anybody interested. I wanted to play around with the data a bit, so I registered.MeaslesMeasles a...

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