3536 search results for "git"

Optical Art with R

July 16, 2012
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Optical Art with R

Last week, in a post entitled Bridget Riley exhibition in London, the author Markus Gesmann wrote an R script reproducing one of Riley's famous art pieces: Movement in Squares.This reminded me of my own first "brush" with Op art. It was in art class ye...

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Factor Attribution to improve performance of the 1-Month Reversal Strategy

July 16, 2012
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Factor Attribution to improve performance of the 1-Month Reversal Strategy

Today I want to show how to use Factor Attribution to boost performance of the 1-Month Reversal Strategy. The Short-Term Residual Reversal by D. Blitz, J. Huij, S. Lansdorp, M. Verbeek (2011) paper presents the idea and discusses the results as applied to US stock market since 1929. To improve 1-Month Reversal Strategy performance authors

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Map biodiversity records with rgbif and dismo packages in R

July 15, 2012
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Map biodiversity records with rgbif and dismo packages in R

In the earlier post we generated maps from GBIF biodiversity records using maps and ggplot2 packages. We used world map with country borders for that. Now we will generate maps with google maps as base layer using dismo package. Like earlier we download data for Danaus chrysippus from GBIF using occurrencelist function into a data

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Sourcing an R Script from Dropbox

July 14, 2012
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Working on my R bootcamp materials and I thought it would be handy to get the bootcamp computers setup by sourcing an R script that will install all necessary non-core packages in it. The problem? How to deploy this script efficiently. A quick method w...

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Using R for classification in small-N studies

July 14, 2012
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Using R for classification in small-N studies

Rick Davies just wrote an interesting post which combined thoughts on QCA (and multi-valued QCA or mvQCA) and classification trees with thoughts on INUS causation and classification trees. The question was something like: how can we look at a small-to-medium set of cases (like a dozen or a hundred countries or development programs) and tease

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Analysing time course microarray data using Bioconductor: a case study using yeast2 Affymetrix arrays

July 13, 2012
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Analysing time course microarray data using Bioconductor: a case study using yeast2 Affymetrix arrays

A few years ago I was involved in analysing some time-course microarray data. Our biological collaborators were interested in how we analysed their data, so this lead to a creation of tutorial, which in turn lead to a paper. When we submitted the paper, one the referees “suggested” that we write the paper using Sweave;

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1-Month Reversal Strategy

July 12, 2012
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1-Month Reversal Strategy

Today I want to show a simple example of the 1-Month Reversal Strategy. Each month we will buy 20% of loosers and short sell 20% of winners from the S&P 500 index. The loosers and winners are measured by prior 1-Month returns. I will use this post to set the stage for my next post

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Getting numpy data into R — Take Two

July 10, 2012
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A couple of days ago, I had posted a short Python script to convert numpy files into a simple binary format which R can read quickly. Nice, but still needing an extra file. Shortly thereafter, I found Carl Rogers cnpy library which makes reading and writing numpy files from C++ a breeze, and I quickly wrapped this up into a new package...

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Visualizing Graphical Models

July 10, 2012
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Visualizing Graphical Models

I'm anticipating presenting research of mine based on Bayesian graphical models to an audience that might not be familiar with them. When presenting ordinary regression results, there's already the sort of statistical sniper questions along the lines o...

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