Finding Word Use Patterns in Wikileaks Cables

June 12, 2012
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Finding Word Use Patterns in Wikileaks Cables

6/18: A follow-up to this post is now available here. Recent Discoveries When I was a diplomat, I was always interested in the Wikileaks cables and what could be done with them. Unfortunately, I never got a chance to look at the site in depth, due to security policies. Now that the ex- is firmly prepended to diplomat in my...

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Twotorials

June 12, 2012
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Twotorials

http://www.twotorials.com/Heres a fun little page!About 90 two minute tutorials (twotorials, haha) on various things in R!From "what does object oriented programming mean" to calculating the number of days youve been alive.The guy has an amusing voice too!!Great for newbies to R I should imagine!!!Have a look!!

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PCA and ggplot2 to recognise gestures (via David…

June 12, 2012
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PCA and ggplot2 to recognise gestures (via David…

PCA and ggplot2 to recognise gestures (via David Chudzicki’s Blog: Visualizing ChaLearn Gestures Test Data)

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Interactive slideshows with R & Tiki (jquery.s5 powered)

June 12, 2012
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Interactive slideshows with R & Tiki (jquery.s5 powered)

Using PluginR you can produce interactive slideshows in Tiki running R code in some slides. This is possible thanks to the integrated jquery.s5 slideshow system, which was introduced already back in Tiki 7.0 and improved until its present form in Tiki...

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Density Estimation of High-Frequency Financial Data

Frequently we will want to estimate the empirical probability density function of real-world data and compare it to the theoretical density from one or more probability distributions. The following example shows the empirical and theoretical normal density for EUR/USD high-frequency … Continue reading →

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Quickly use googleVis in web reports using Tiki and PluginR

June 12, 2012
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Quickly use googleVis in web reports using Tiki and PluginR

R is hot and amazing. Tiki is too And with PluginR, we can easily place in simple or advanced web reports any R code, in a similar fashin to what can be achieved with other longer combinations (Sweave, Knitr, ... and latex). For instance, I tried a few days ago to quickly...

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NBA Predictions — Finals

June 12, 2012
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NBA Predictions — Finals

Now we are on to the finals! The algorithm enters the finals with a 6-4 record so far. Here is what we have for tonight: So, let's see if OKC wins this one.

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Finding Word Use Patterns in Wikileaks Cables

June 12, 2012
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Finding Word Use Patterns in Wikileaks Cables

6/18: A follow-up to this post is now available here.Recent DiscoveriesWhen I was a diplomat, I was always interested in the Wikileaks cables and what could be done with them. Unfortunately, I never got a chance to look at the site in depth, due to security policies. Now that the ex- is firmly prepended to diplomat in my...

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Videos from ‘Tiki + PluginR’ workshop available

June 12, 2012
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Videos from ‘Tiki + PluginR’ workshop available

The videos from 'Tiki + PluginR' workshop given in Madrid (Nov'12) in the context of the "3as Jornadas de Usuarios de R en Castellano" are available online. See it within the page of the fulll workshop: 2011. Taller 5: Crea interfaces Web 2.0 a tus programas en R con software libre (LAMP + Tiki + PluginR)....

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Project Euler — problem 9

June 12, 2012
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Just had supper. My stomach is full of cabbage, carrot and noodle. I’d like to solve the ninth problem to stretch my mind. This one is about Pythagorean theorem. A Pythagorean triplet is a set of three natural numbers, a < b < … Continue reading →

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Simple network diagrams in R

June 12, 2012
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Simple network diagrams in R

Why study networks? Development and aid projects these days are more and more often focussing on supporting networks, so tools to analyse networks are always welcome. In this post I am going to present a very easy-to-use package for the stats program R which makes nice-looking graphs of these kinds of networks. In a recent

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Simple network diagrams in R

June 12, 2012
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Simple network diagrams in R

Why study networks? Development and aid projects these days are more and more often focussing on supporting networks, so tools to analyse networks are always welcome. In this post I am going to present a very easy-to-use package for the stat...

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PluginR minor update with icon path fixed for Tiki9

June 12, 2012
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In Tiki9 icons and some other image paths have been refactored to share a common base folder. PluginR up to version 0.73 was using only paths from Tiki up to Tiki8. PluginR version 0.74 includes the icon also in the new path, so that it can be insta...

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Visualizing Euro 2012: First Group Games

June 12, 2012
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Visualizing Euro 2012: First Group Games

Now that every team has played a match it will be interesting to see how this has affected the (inverse) odds of victory. Since the plot in my last post was a bit ‘busy’, I have decided to use the facet_wrap function in gglplot2 to stratify by group. Also, re-producing the ‘busy’ plot from the

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First post…

June 12, 2012
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First post…

This is our first post of a series of posts that we plan to post here every now and then about our musings on R. What we use it for, new R packages that we discover, the power of using Tiki & PluginR in conjunction with R to produce web 2.0 reports using R's power in the backend and...

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An easy way to manage your genome-wide-association data: GenABEL package.

June 12, 2012
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Here is a little overview on GenABEL library developed by Yurii Aulchenko (www.genabel.org/). GenABEL is a full-featured R library for dealing with Genome-Wide Association analysis of binary and quantitative traits. Compared to the ‘genetics’ package and many other tools, GenABEL … Continue reading →

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Statistics of Drawdown–paper and post

June 11, 2012
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Statistics of Drawdown–paper and post

Thank so much to Patrick Burns’ post Variability in maximum drawdown.  He starts with “Maximum drawdown is blazingly variable,” which I say is why money management is so blazingly difficult.  After spending a lot of time thinking about ...

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Volatility Position Sizing 2

June 11, 2012
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Volatility Position Sizing 2

I have discussed Volatility Position Sizing in the Volatility Position Sizing to improve Risk Adjusted Performance post using the Average True Range (ATR) as a measure of Volatility. Today I want show how to use historical volatility to adjust portfolio leverage. Let’s start with Buy and Hold strategy using SPY and rescale it to the

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How to outrun a crashing alien spaceship

June 11, 2012
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How to outrun a crashing alien spaceship

Hollywood movies are obsessed with outrunning explosions and outrunning crashing alien spaceships. For explosions the movies give the optimal (but unusable) solution: run straight away. For crashing alien spaceships they give the same advice, but in this case it is wrong. We demonstrate the correct angle to flee. Running from a crashing alien spaceship, Prometheus Related posts:

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Transforming subsets of data in R with by, ddply and data.table

June 11, 2012
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Transforming subsets of data in R with by, ddply and data.table

Transforming data sets with R is usually the starting point of my data analysis work. Here is a scenario which comes up from time to time: transform subsets of a data frame, based on context given in one or a combination of columns.As an example I use ...

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\verbatim [beamer package]

June 11, 2012
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\verbatim [beamer package]

Once again working on my slides for the AMSI Lecture 2012 tour, it took me a while to get the following LaTeX code (about the family reunion puzzle) to work: \begin{frame} \slidetitle{A family meeting} \begin{block}{Random switch of couples} \only<1>{ \begin{itemize} \item Pick two couples at random with probabilities proportional to the

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Should I adjust the slope?

June 11, 2012
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Should I adjust the slope?

I add a new video “Should I adjust the slope”, where a new part of script is added to the monitor function.  I don´t recommend adjusting the slope, but there are circumstances where it is necessary:Suppose you have an equation, but not the ca...

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Do you still have time to sleep ?

June 11, 2012
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Do you still have time to sleep ?

Last week, @3wen (Ewen) helped me to write nice R functions to extract tweets in R and build datasets containing a lot of information. I've tried a couple of time on my own. Once on tweet contents, but it was not convincing and once on the activit...

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Time series cross-validation 4: forecasting the S&P 500

June 11, 2012
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Time series cross-validation 4: forecasting the S&P 500

I finally got around to publishing my time series cross-validation package to github, and I plan to push it out to CRAN  shortly. You can clone the repo using github for mac, for windows, or linux, and then run the following script to...

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Data distillation with Hadoop and R

June 11, 2012
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Data distillation with Hadoop and R

We're definitely in the age of Big Data: today, there are many more sources of data readily available to us to analyze than there were even a couple of years ago. But what about extracting useful information from novel data streams that are often noisy and minutely transactional ... aye, there's the rub. One of the great things about...

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The effect of blockbuster projects on kickstarter pledges (via…

June 11, 2012
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The effect of blockbuster projects on kickstarter pledges (via…

The effect of blockbuster projects on kickstarter pledges (via Blockbuster Effects » The Kickstarter Blog — Kickstarter)

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Simulating Euro 2012

June 11, 2012
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Simulating Euro 2012

Why settle for just one realisation of this year’s UEFA Euro when you can let the tournament play out 10,000 times in silico? Since I already had some code lying around from my submission to the Kaggle hosted 2010 Take on the Quants challenge, I figured I’d recycle it for the Euro this year. The

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Autoplot: Graphical Methods with ggplot2

June 11, 2012
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Autoplot:  Graphical Methods with ggplot2

Background As of ggplot2 0.9.0 released in March 2012, there is a new generic function autoplot.  This uses R's S3 methods (which is essentially oop for babies) to let you have some simple overloading of functions.  I'm not going to get deep into oop, because honestly we don't need to. The idea is very simple.  If I say "I'm...

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Random regression coefficients using lme4

June 11, 2012
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Random regression coefficients using lme4

What's the gain over lm()?By Ben OgorekRandom effects models have always intrigued me. They offer the flexibility of many parameters under a single unified, cohesive and parsimonious system. But with the growing size of data sets and increased ability to estimate many parameters with a high level of accuracy, will the subtleties of the random effects analysis be lost? In this...

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