327 search results for "boxplot"

The volatility mystery continues

December 5, 2011
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The volatility mystery continues

How do volatility estimates based on monthly versus daily returns differ? Previously The post “The mystery of volatility estimates from daily versus monthly returns” and its offspring “Another look at autocorrelation in the S&P 500″ discussed what appears to be an anomaly in the estimation of volatility from daily versus monthly data. In recent times … Continue reading...

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Introducing Biostatistics to first year LCG students

December 4, 2011
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Introducing Biostatistics to first year LCG students

Around two weeks ago I gave a talk via skype to the first year students from the Undergraduate Program on Genomic Sciences (LCG in Spanish) from the National Autonomous University of Mexico (UNAM in Spanish). The talk was under the context of the Introduction to Bioinformatics Seminar Series whose goal is to familiarize the new students with the bioinformatics...

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Is Drawdown the Biggest Determinant of System Success?

December 1, 2011
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Is Drawdown the Biggest Determinant of System Success?

In all my system development, I still have not been able to determine what universal underlying conditions significantly improve a system’s chances of outperforming buy-and-hold.  Also, I have found very little discussion, so maybe R with some h...

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A look at market returns by month

November 30, 2011
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A look at market returns by month

I’ve been reading The Big Picture, and again, there was a discussion about seasonality in stock markets (see Fourth Quarter is Da Bomb). I’ve already discussed the two seasonal investment scenarios (Nov. to Apr VS May to Oct) in this post, and was wondering if one could break it down further into a monthly analysis.

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Conference in Lyon on climate change and insurance

November 14, 2011
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Conference in Lyon on climate change and insurance

I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

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Lending Club – naive data analysis

November 8, 2011
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Lending Club – naive data analysis

Dataspora recently analyzed Lending Club‘s data in a geographical way using the data distributed by the site. Lending Club is an online financial community that brings together creditworthy borrowers and savvy investors so that both can benefit financially. We replace the high cost and complexity of bank lending with a faster, smarter way to borrow

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Plotting grouped data vs time with error bars in R

October 31, 2011
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Plotting grouped data vs time with error bars in R

This is my first blog since joiningR-bloggers. I’m quite excited to be part of this group and apologize if I boreany experienced R users with my basic blogs for learning R or offendprogrammers with my inefficient, sloppy coding. Hopefully writing for...

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Plotting grouped data vs time with error bars in R

October 31, 2011
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Plotting grouped data vs time with error bars in R

This is my first blog since joining R-bloggers. I’m quite excited to be part of this group and apologize if I bore any experienced R users with my basic blogs for learning R or offend programmers with my inefficient, sloppy … Continue reading →

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Approximate Bayesian computational methods on-line

October 25, 2011
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Approximate Bayesian computational methods on-line

Fig. 4 – Boxplots of the evolution of ABC approximations to the Bayes factor. The representation is made in terms of frequencies of visits to models MA(1) and MA(2) during an ABC simulation when ε corresponds to the 10,1,.1,.01% quantiles on the simulated autocovariance distances. The data is a time

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The Zipf and Zipf-Mandelbrot distributions

The Zipf and Zipf-Mandelbrot distributions

In my last few posts, I have been discussing some of the consequences of the slow decay rate of the tail of the Pareto type I distribution, along with some other, closely related notions, all in the context of continuously distributed data.  Today’s post considers the Zipf distribution for discrete data, which has come to be extremely popular as...

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