Slideshow of Graphs since TimelyPortfolio’s November Inception

June 28, 2011
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Slideshow of Graphs since TimelyPortfolio’s November Inception

I have had a lot of fun blogging at Timely Portfolio over the last 7 months.  Here are all the graphs that I have shown.  Thanks especially to R.

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Monitoring Sources of Bond Returns with ML/BAC Corporate OAS and CPI

June 28, 2011
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Monitoring Sources of Bond Returns with ML/BAC Corporate OAS and CPI

In response to the nice comment requesting an update to Monitoring Sources of Bond Return and also longer history, I thought I would update the original and then rerun with CPI to give a longer time series.  For even longer history back to 1919, s...

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rbold: An R Interface for Bold Systems barcode repository

June 28, 2011
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rbold: An R Interface for Bold Systems barcode repository

Have you ever wanted to search and fetch barcode data from Bold Systems?I am developing functions to interface with Bold from R. I just started, but hopefully folks will find it useful.The code is at Github here. The two functions are still very buggy,...

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Topic Modeling the Sarah Palin Emails

June 27, 2011
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Topic Modeling the Sarah Palin Emails

tl;dr Browse through Sarah Palin’s emails, automagically organized by topic, here. LDA-based Email Browser Earlier this month, several thousand emails from Sarah Palin’s time as governor of Alaska were released. The emails weren’t organized in any fashion, though, so to make them easier to browse, I did some topic modeling (in particular, using latent Dirichlet

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density()

June 27, 2011
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density()

Following my earlier posts on the revision of Lack of confidence, here is an interesting outcome from the derivation of the exact marginal likelihood in the Laplace case. Computing the posterior probability of a normal model versus a Laplace model in the normal (gold) and the Laplace (chocolate) settings leads to the above histogram(s), which

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Benchmarking R, Revolution R, and HyperThreading for data mining

June 27, 2011
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Benchmarking R, Revolution R, and HyperThreading for data mining

Usually data mining benchmarks measure lift, precision, etc., but wasting analyst time hurts the ROI of any project. I recently upgraded my notebook (where I often use R for data mining) and was faced with two questions: for the fastest … Continue reading →

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RghcnV3 version 1.1

June 27, 2011
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RghcnV3 version 1.1

I’ve just uploaded version 1.1 of  the package RghcnV3 to Cran. I’ve made a few changes that should make it easier for some folks to use. First I removed the requirement for rgdal. At the present time “rgdal” is not required. On the MAC installing it can be a little trouble, but if you RTFM

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Bonds Risk and Return by Rating

June 27, 2011
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Bonds Risk and Return by Rating

As an extension to the Bond Market as a Casino Game series and Historical Sources of Bond Returns-Comparison of Daily to Monthly, I thought a ggplot of risk and return by decade and Moody’s Rating might be helpful.  Anyone who has read those oth...

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New cloudnumbers.com release

June 27, 2011
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We are very proud to announce our cloudnumbers.com release number 5! In the last days we rolled out several releases and bug fixes. Cloudnumbers.com now supports many more features and has an optimized startup process. This is a list of our main and very important new features: Bioconductor packages for the R application can be

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The R Programming Wikibook

June 27, 2011
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Visit “The R Programming wikibook” to extend your knowledge about R and to get a lot of introductions how to use it. If you are an R expert and wish to contribute your knowledge and editing skills to the project, then you can learn how to write in wiki-markup and how to edit a wikibook.

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Example 8.42: skewness and kurtosis and more moments (oh my!)

June 27, 2011
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Example 8.42: skewness and kurtosis and more moments (oh my!)

While skewness and kurtosis are not as often calculated and reported as mean and standard deviation, they can be useful at times. Skewness is the 3rd moment around the mean, and characterizes whether the distribution is symmetric (skewness=0). Kurtos...

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A Winking Pink Elephant

June 27, 2011
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A Winking Pink Elephant

The title of chapter 5 in my Guerrilla Capacity Planning book is, "Evaluating Scalability Parameters," and underneath it you'll see this quote:"With four parameters I can fit an elephant. With five I can make his trunk wiggle." —John von NeumannIn that vein, Guerrilla alumnus Stephen O'C. pointed me at a recent blog post and paper (PDF)...

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googleVis library on use

June 26, 2011
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googleVis library on use

Data on the map While surfing around the Internet I accidentally found the googleVis library for R and especially the gvisGeoMap-function which creates a map based on country data.  In a table hockey scene we have a great World Ranking … Continu...

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NHL Statistics – Goals scored by age

June 26, 2011
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NHL Statistics – Goals scored by age

NHL Statistics, part 1 Goals scored by age Data Twirling blog gave instructions to how to get NHL statistics data from the website and I saw an opportunity to learn R and statistics with help of data I know and … Continue reading →

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RObjectTables are AWESOME

June 26, 2011
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Why isn't everyone using the RObjectTables package? This is the best thing ever!Here's the basic idea of RObjectTables: An environment is an object where you can lookup names and associate them with values. And in particular its where you look up variables used in an expression. But there's no reason you can't take any other object that associates names...

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Bayesian Fall school in La Rochelle

June 26, 2011
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Bayesian Fall school in La Rochelle

The French agronomy research institute INRA is organising a Fall school in La Rochelle, Nov. 28 – Dec. 02, on Bayesian methods, oriented towards the applications in food sciences, environmental sciences, and biology. The provisional program (in French) is ■ Initiation aux outils informatiques R et WinBUGS (TP et réalisation de projets sur ordinateur) ■

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Next Steps: Drafting the R Help Files

With RTextTools now released and the feedback rolling in, the development team is getting the ball rolling on the help documentation for the library. Currently, you cannot access help files about the library or its functions from within R. However, we do offer a draft of a quick start guide in PDF format under the Documentation section of the...

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NHL Statistics – Goals scored by age

June 26, 2011
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NHL Statistics – Goals scored by age

NHL Statistics, part 1 Goals scored by age Data Twirling blog gave instructions to how to get NHL statistics data from the website and I saw an opportunity to learn R and statistics with help of data I know and … Continue reading →

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googleVis library on use

June 26, 2011
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googleVis library on use

Data on the map While surfing around the Internet I accidentally found the googleVis library for R and especially the gvisGeoMap-function which creates a map based on country data.  In a table hockey scene we have a great World Ranking … Continue reading →

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Generalized Linear Models – Poisson Regression

June 26, 2011
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Generalized Linear Models – Poisson Regression

The Generalized Linear Model (GLM) allows us to model responses with distributions other than the Normal distribution, which is one of the assumptions underlying linear regression as used in many cases. When data is counts of events (or items) then a discrete distribution is more appropriate is usually more appropriate than approximating with a continuous

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GRIMS — General R Interface for Markov Sampling

June 25, 2011
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GRIMS — General R Interface for Markov Sampling

I have released a (very) preliminary version of my new MCMC software in R, which I’m calling GRIMS, for General R Interface for Markov Sampling. You can get it here. This software differs from other more-or-less general MCMC packages in several respects, all but one of which make it, I think, a much better tool

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Normal tail precision

June 25, 2011
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Normal tail precision

In conjunction with the normal-Laplace comparison mentioned in the most recent post about our lack of confidence in ABC model choice, we have been working on the derivation of the exact Bayes factor and I derived an easy formula for the marginal likelihood in the Laplace case that boils down to a weighted sum of

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ProjectTemplate News

June 25, 2011
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The news below was recently reported on the ProjectTemplate mailing list. For completeness, I’m also reporting it here. The first piece of ProjectTemplate news is that I won’t be the exclusive maintainer for ProjectTemplate anymore. Allen Goodman, who works at BankSimple, is now my co-maintainer and he has full commit privileges. In the next few

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R and citations

June 25, 2011
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R and citations

We’re hosting the international useR! conference at Warwick this summer, and I thought it might be interesting to try to get some data on how the use of R is growing. I decided to look at scholarly citations to R, mainly because I know where to find the relevant information. I have access to the

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R and citations by David Firth

June 25, 2011
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R and citations by David Firth

We’re hosting the international useR! conference at Warwick this summer, and I thought it might be interesting to try to get some data on how the use of R is growing. I decided to look at scholarly citations to R, mainly because I know where to f...

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Importing and displaying a Data frame with C# and R.NET

June 25, 2011
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Importing and displaying a Data frame with C# and R.NET

In this post, I give a brief and basic example of how to import a file into R and then …Continue reading »

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Kernel Density Estimates & Truncated Normals

June 24, 2011
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Kernel Density Estimates & Truncated Normals

Earlier today I read a post about truncated normals, and one plot in particular jumped out at me:By definition, the truncated normal should have zero density everywhere to the left of the truncation point, but that's not what we see in the plot. What'...

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RcppArmadillo 0.2.23

June 24, 2011
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Conrad Sanderson released version 1.99.5 of Armadillo yesterday. This provides the fifth release candidate en route to version 2.0.0. He was even kind enough to post on rcpp-devel about it too as it entails some minor API changes. His version 1.99.5 ...

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Confidence, Ending Equity, and What I Can Do as the Money Manager

June 24, 2011
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Confidence, Ending Equity, and What I Can Do as the Money Manager

I wrote this as my quarterly commentary, but compliance blocked it because they said I was implying that I am Warren Buffett or I can replicate Warren Buffett.  Anyways, I thought I should share it as a general discussion piece.  More than on...

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