Monthly Archives: May 2014

A quick look at FX realized vol

May 31, 2014
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A quick look at FX realized vol

Much has been said about the decline in volatility. At the moment I am very active in FX spot trading and as a generalization do better the more vol there is. I wanted to see how things stood on the crosses I am most active in, namely EUR/USD, GBP/USD and USD/JPY. I took hourly data from FxPro (not my broker, nor...

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RcppGSL 0.2.1 and 0.2.2

A few days ago, version 0.2.1 of RcppGSL---our interface package between R and the GNU GSL using our Rcpp package for seamless R and C++ integration---appeared on CRAN making it the first release in some time. And it turned that this version tickle...

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Retrospective: Writing an O’Reilly Book

May 31, 2014
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Retrospective: Writing an O’Reilly Book

A number of people have asked me about the amount of time and effort involved in writing a book as I just completed one for O'Reilly (published in April and is available on Amazon).   The process at O'Reilly is unique in that a book is written and initially formatted on an application called...

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Cohort analysis with R – “layer-cake graph”

Cohort analysis with R – “layer-cake graph”

Cohort analysis is one of the most powerful and demanded technique available to marketers for assessing long-term trends in customer retention and calculating life-time value. If you studied custora’s university, you could be interested by amazing “layer-cake graph” they propose for Cohort analysis. Custora says: “The distinctive “layer-cake graph” produced by looking at cohorts in calendar time can... Read More »

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Mindoro Digital Elevation Map Updated

May 30, 2014
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Mindoro Digital Elevation Map Updated

Almost 2 years ago, I made a post on creating digital elevation map using R. For that post, I used the basic R plotting function to create the map. Recently, I started learning to use ggplot2 package for visualizing data. Today, I created the same map ...

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Tools for Online Teaching

May 30, 2014
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Last semester (Fall 2014), I organized and taught an interdisciplinary, collaborative class titled Probability for Scientists. Getting 4 separate teachers on the same page was a challenge, but as scientists we're used to communicating over email, and ...

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Trimming the Fat from glm() Models in R

May 30, 2014
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Trimming the Fat from glm() Models in R

One of the attractive aspects of logistic regression models (and linear models in general) is their compactness: the size of the model grows in the number of coefficients, not in the size of the training data. With R, though, glm models are not so concise; we noticed this to our dismay when we tried to Related posts:

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Modeling data with functional programming in R – Vector mechanics

May 30, 2014
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Modeling data with functional programming in R – Vector mechanics

I’m pleased to announce the completion of the second chapter of my book, Modeling data with functional programming in R. …Continue reading →

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hipsteR: Learn what you missed in R as an early adopter

May 30, 2014
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If you learned R in its early days (say, the early 2000's or even the late 1990's) you may still be using some — ahem — old-fashioned ways to accomplish some tasks better served by newer functions and packages. To help those of us who have may missed some of R's more recent innovations, Karl Broman created hipsteR, a...

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Portraying Your Field Sites to Others and Your Future Self Part 1: Little Planets

May 30, 2014
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Portraying Your Field Sites to Others and Your Future Self Part 1: Little Planets

I have been experimenting recently with using my relatively inexpensive camera to capture the feeling or sense of a place I am in, with an eye towards collecting a record of field sites in my ecological work. The key is for it to be more immersive th...

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