NG Spreads returns, a reliable earner.

December 1, 2011
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NG Spreads returns, a reliable earner.

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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Fitting distributions with R

December 1, 2011
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Fitting distributions with R

Fitting distribution with R is something I have to do once in a while.A good starting point to learn more about distribution fitting with R is Vito Ricci's tutorial on CRAN. I also find the vignettes of the actuar and fitdistrplus packag...

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Logistic Regression Explained

December 1, 2011
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Logistic Regression Explained

Logistic regression is a type of regression used when the dependant variable is binary or ordinal (e.g. when the outcome is either “dead” or “alive”). It is commonly used for predicting the probability of occurrence of an event, based on several predictor variables that may either be numerical or categorical. For example, suppose a researcher

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Producing Google Map Embeds with R Package googleVis

December 1, 2011
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Producing Google Map Embeds with R Package googleVis

(1) for producing html code for a Google Map with R-package googleVis do something like: library(googleVis)df <- data.frame(Address = c("Innsbruck", "Wattens"), Tip = c("My Location 1", "My Location 2"))mymap <- gvisMap(df, "Addre...

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More Dabblings With Local Sentencing Data

December 1, 2011
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More Dabblings With Local Sentencing Data

In Accessing and Visualising Sentencing Data for Local Courts I posted a couple of quick ways in to playing with Ministry of Justice sentencing data for the period July 2010-June 2011 at the local court level. At the end of the post, I wondered about how to wrangle the data in R so that I

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Path from root to leaf node in mvpart

December 1, 2011
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Path from root to leaf node in mvpart

I was recently asked by a R user about how one could extract the “rule” in a classification/regression tree. The requirement was to obtain the path traced from the root node to the leaf nodes and obtain all the paths or “rules” path.rpart() function in the mvpart package provides this convenience library(mvpart) # Create a

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quantum forest

December 1, 2011
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quantum forest

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. Which may be why he chose

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knitr: Elegant, flexible and fast dynamic report generation with R

December 1, 2011
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The world has changed. You can feel it on GitHub. You can smell it on Google+. The knitr package, as an alternative tool to Sweave, has features that you have been longing for, and features that you might have never imagined. Thumb through the PDF manu...

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knitr: Elegant, flexible and fast dynamic report generation with R

December 1, 2011
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The world has changed. You can feel it on GitHub. You can smell it on Google+. For those who have been struggling with Sweave, here comes the knitr package. It has features that you have been longing for, and features that you might have never imagined. Thumb through the PDF manual to see some of

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Review of Distance Course: Graduate Certificate in Statistics offered at Sheffield [completed: 3 June 2012]

December 1, 2011
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Recently, on Andrew Gelman's blog there was a discussion about how to get yourself a statistics education (presumably without going through the whole process of becoming a professional statistician). Here's the discussion on Gelman's blog, with lots of...

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Wicked Webapps with R, err, Wt

November 30, 2011
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Wicked Webapps with R, err, Wt

A few months ago, I had blogged about using R inside of Qt. This used our RInside package for embedding the statistical programming environment and language R inside of a C++ application, and further relies on our Rcpp package for R and C++ integrati...

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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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mean of an absolute Student’s t

November 30, 2011
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mean of an absolute Student’s t

Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the following is correct: where is the

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Earthquakes

November 30, 2011
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Earthquakes

> data(quakes)> head(quakes) lat long depth mag stations 1 -20.42 181.62 562 4.8 41 2 -20.62 181.03 650 4.2 15 3 -26.00 184.10 42 5.4 43 4 -17.97 181.66 626...

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Earthquakes

November 30, 2011
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Earthquakes

> data(quakes)> head(quakes) lat long depth mag stations 1 -20.42 181.62 562 4.8 41 2 -20.62 181.03 650 4.2 15 3 -26.00 184.10 42 5.4 43 4 -17.97 181.66 626...

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Tips for getting started on Kaggle (datamining)

November 30, 2011
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Tips for getting started on Kaggle (datamining)

Ever since I heard about Kaggle.com at this year's Bay Area Data Mining Camp, I've wanted to participate. But I was feeling somewhat intimidated. Jeremy Howard's "Intro to Kaggle" talk at yesterday's MeetUp (DataMining for a Cause) was exactly what I...

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rOpenSci won 3rd place in the PLoS-Mendeley Binary Battle!

November 30, 2011
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I am part of the rOpenSci development team (along with Carl Boettiger, Karthik Ram, and Nick Fabina).   Our website: http://ropensci.org/.  Code at Github: https://github.com/ropensciWe entered two of our R packages for integrating with ...

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rOpenSci won 3rd place in the PLoS-Mendeley Binary Battle!

November 30, 2011
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rOpenSci won 3rd place in the PLoS-Mendeley Binary Battle!

I am part of the rOpenSci development team (along with Carl Boettiger, Karthik Ram, and Nick Fabina).   Our website: http://ropensci.org/.  Code at Github: https://github.com/ropensciWe entered two of our R packages for integrating with ...

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rOpenSci won 3rd place in the PLoS-Mendeley Binary Battle!

November 30, 2011
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rOpenSci won 3rd place in the PLoS-Mendeley Binary Battle!

I am part of the rOpenSci development team (along with Carl Boettiger, Karthik Ram, and Nick Fabina).   Our website: http://ropensci.org/.  Code at Github: https://github.com/ropensciWe entered two of our R packages for integrating with ...

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Free ggplot2 webinar from Hadley Wickham

November 30, 2011
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The Orange County R Users Group is hosting a free webinar presented by Hadley Wickham, author of the ggplot2 graphics package for R. The webinar, "Advanced Visualizations in R with Hadley Wickham" is live from 6PM-7PM Pacific Time tomorrow, December 1. You can register at the LinkedIn event page below, as long as there are spaces left (it's limited...

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rOpenSci is a runner-up in the Mendeley Binary Battle!

November 30, 2011
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We just got word that rOpenSci was a runner-up in the first Binary Battle!  Thank you for all the support so far! We entered two of our packages for integrating with PLoS Journals (rplos) and Mendeley (RMendeley) in the Mendeley-PLoS Binary Battle.  Get them at GitHub (rplos; RMendeley). These two packages allow users to search and retrieve

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GUI for sending email in R (using sendEmail)

November 30, 2011
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GUI for sending email in R (using sendEmail)

After writing the last post on using sendEmail to send email from R I decided to create a simple GUI to enable this functionality. A snapshot image of the GUI is shown above. To use this GUI, you will need to install the following packages in R: gWidgets gWidgetsRGtk2 Windows GTK Bundle More information on

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Alpha decay in portfolios

November 30, 2011
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Alpha decay in portfolios

How does the effect of our expected returns change over time?  This is not academic  curiosity, we want to know in the context of our portfolio if we can.  And we can — we visualize the effect of expected returns in situ. First step The idea is to look at the returns of portfolios that … Continue reading...

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Job Satisfaction in England – GGPlot #2

November 29, 2011
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Job Satisfaction in England – GGPlot #2

I’ve recently been scouring the internet for a public opinion data set pertaining to job satisfaction. I was particularly interested in examining how gender, age, and socio-economic status influence how satisfied an individual is with their current employment situation. For example, existing research suggests that women and private-sector employees tend to have higher levels of

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The art of R programming

November 29, 2011
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The art of R programming

This is a gem of a book. It will become the book I give PhD students when they are learning how to write good R code. That is, if I ever see it again. I had hoped to write a review of it, but I haven’t seen it since it arrived in the mail a

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Learning R as a language

November 29, 2011
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Learning R as a language

Books written to teach a general purpose programming language are usually organized according to the features of the language and examples often show how a particular language feature is interpreted by a compiler. Books about domain specific languages are usually organized in a way that makes sense in the corresponding application domain and examples usually

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Ulam Spirals in R and ggplot

November 29, 2011
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Ulam Spirals in R and ggplot

Having seen a twitter post speed by about Ulam Spirals I started to read up.  As the story goes in 1963 Stanislaw Ulam was bored at conference and started scribbling numbers in a spiral. What he discovered was a strange diaginal pattern of Prime Nu...

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Clearning up the sqldf confusion

November 29, 2011
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Apparently I have issues with my reading comprehension and with Textmate (initially) when it comes to using the sqldf package. G. pointed out in the previous comments, I could have just used options(gsubfn.engine = "R") instead of going through the trouble of installing the tcltk binaries. If you’ve got a happy distribution of R that

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