# 43 search results for "ecdf"

## Exploratory Data Analysis: 2 Ways of Plotting Empirical Cumulative Distribution Functions in R

$Exploratory Data Analysis: 2 Ways of Plotting Empirical Cumulative Distribution Functions in R$

Introduction Continuing my recent series on exploratory data analysis (EDA), and following up on the last post on the conceptual foundations of empirical cumulative distribution functions (CDFs), this post shows how to plot them in R.  (Previous posts in this series on EDA include descriptive statistics, box plots, kernel density estimation, and violin plots.) I

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## Exploratory Data Analysis: Conceptual Foundations of Empirical Cumulative Distribution Functions

Introduction Continuing my recent series on exploratory data analysis (EDA), this post focuses on the conceptual foundations of empirical cumulative distribution functions (CDFs); in a separate post, I will show how to plot them in R.  (Previous posts in this series include descriptive statistics, box plots, kernel density estimation, and violin plots.) To give you

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## Monitoring des médias 2

May 6, 2013
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(This article was first published on Learning Data Science , and kindly contributed to R-bloggers) Petit monitoring de notre observatoire des médias sur Twitter.Chez Mediapart : Le Monde Le Figaro Le parisien Vue globaleLe code pour réaliser ce post : To leave a comment for the author, please follow the link and comment on his blog: Learning Data Science...

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## Fixing My Internet With R and Python

February 20, 2013
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Last summer, I had some internet connectivity problems. Specifically, I would have massive latency issues that affected my conversations on Skype and my relatively pathetic under the best of circumstances efforts at online gaming. It was driving me up a wall and I couldn't figure it out. It hadn't...

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## Another Way to Look at Vanguard and Pimco

February 20, 2013
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I like the results of the analysis shown in my post Applying Tradeblotter’s Nice Work Across Manager Rather than Time, but I was not satisfied that the plot allowed a quick summary comparison of the two massive fund complexes.  I am much more pl...

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## Visually Comparing Return Distributions

January 18, 2013
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Here is a spot of code to create a series of small multiples for comparing return distributions. You may have spotted this in a presentation I posted about earlier, but I’ve been using it here and there and am finally satisfied that it is a generally useful view, so I functionalized it. When visually comparing

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## 2012 Summary and 2013 Plans

January 6, 2013
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2012 was a very important year for me. It was my first full year of trading only pure quantitative strategies. It was a very successful year as well, despite the fact that the S&P 500 returned 16% (including dividends) – a tough to beat benchmark. The strategy I use on the SPY, for which I

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## Escaping the simplex, part 1

November 22, 2012
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Before tackling the main subject, two quick notes:I did not post for quite a while in part because I followed the Coursera online course Introduction to Computational Finance and Financial Econometrics.  It was a nice refresher, extremely well pre...

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## Kendall’s function for copulas

September 12, 2012
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As mentioned in the course on copulas, a nice tool to describe dependence it Kendall's cumulative function. Given a random pair with distribution  , define random variable . Then Kendall's cumulative function isGenest and Rivest (1993) intr...

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## ggplot2 0.9.2 has been released!

September 7, 2012
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The main changes in this version are to the theming system. There are also a number of enhancements to the theming system that make it easier to modify themes and we’ve renamed a number of functions to have more informative names. Your existing code should continue to work, although you may receive warnings about functions

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