Presenting results of logistic regression

January 10, 2012
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Presenting results of logistic regression

So my advisor pointed out this 'new' (well, 2004), way of plotting results of logistic regression results. The idea was presented in a 2004 Bulletin of the Ecological Society of America issue (here). I tried to come up with a solution using, what el...

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Words in Politics: Some extensions of the word cloud

January 10, 2012
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Words in Politics: Some extensions of the word cloud

The word cloud is a commonly used plot to visualize a speech or set of documents in a succinct way. I really like them. They can be extremely visually pleasing, and you can spend a lot of time perusing over the words gaining new insights. That said, they don't convey a great deal of information. From a

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Aggregation and Restructuring data (from “R in Action”)

January 9, 2012
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Aggregation and Restructuring data (from “R in Action”)

The followings introductory post is intended for new users of R.  It deals with the restructuring of data: what it is and how to perform it using base R functions and the {reshape} package. This is a guest article by Dr. Robert I. Kabacoff, the founder of (one of) the first online R tutorials websites: Quick-R. Kabacoff Read more...

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Honing Your R Skills for Job Interviews

January 9, 2012
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Honing Your R Skills for Job Interviews

My time as a grad student will soon draw to a close. With this comes the terrifying realisation that I'm going to start applying for jobs and, hopefully, interviewing soon, forever leaving my comfortable security blanket of academia. With that horrible thought in mind, I've been doing some poking around to see what various kinds of technical interviews are...

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Harmonic means, again again

January 9, 2012
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Harmonic means, again again

Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of Statistical Decision

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R in Axys (Impossible Dream)

January 9, 2012
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R in Axys (Impossible Dream)

It has always been a dream of mine to incorporate R graphs and analysis in an Advent Axys report.  The unbelievable work from the guys at Statconn http://rcom.univie.ac.at/ make this dream possible.  If we use the same perhstsp.rep created fo...

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Optimization for Finance with R

January 9, 2012
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Last year, the Statistics and Mathematics Department of the Vienna University School of Economics and Business presented a research seminar series on optimization, taught by R Core Group member Kurt Hornik (with Ronald Hochreiter and Stefan Theussl). Even if you couldn't make it to Austria to attend the course, the course materials are available online, and make an excellent...

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Creating LaTeX Tables from Zelig and Statnet objects

January 9, 2012
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As a PhD student that uses quantitative methods a lot, one annoying part of my job is to type up my results, especially formatting tables with regression models can be a lot of work. Luckily there is an excellent package in R, apsrtable, which will gen...

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Goals for 2012

January 9, 2012
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I have never been one to set New Year’s resolutions. Personally, they instill a dangerous personal freedom that often yield naive, subconscious mentalities, such as I can do anything I want until December 31, and I will change abruptly the next day. ...

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Sensitivity of risk parity to variance differences

January 9, 2012
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Sensitivity of risk parity to variance differences

Equal risk contribution of assets determines the asset weights given the variance matrix.  How sensitive are those weights to the variance estimate? Previously The post “Risk parity” gave an overview of the idea. In particular it distinguished the cases: the assets have equal risk contribution groups of assets have equal risk contribution A key difference … Continue reading...

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Feedback from vignette survey

January 8, 2012
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Feedback from vignette survey

Many thanks to all who participated in the survey about writing R package vignettes.Following my post last Thursday the responses came in quickly in the evening and all day on Friday. Since Saturday the response rate has been decreasing constantly and ...

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Testing twitterfeed

January 8, 2012
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Testing twitterfeed

Does this work on twitterfeed?

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Tracking my expenses

January 8, 2012
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Tracking my expenses

One new-year resolution I made last year was to understand where my money goes. From previous experiments I know that expense tracking has to be as simple as possible. My approach is toUse my cash card as often as possible. This automatically tracks the date and some information on the vendor. Use twitter to track my cash expenses. This supplements...

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“Hold Only That Pair of 2s?” Studying a Video Poker Hand with R

January 8, 2012
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“Hold Only That Pair of 2s?” Studying a Video Poker Hand with R

Whenever I tell people in my family that I study Statistics, one of the first questions I get from laypeople is “do you count cards?” A blank look comes over their face when I say “no.” Look, if I am at a casino, I am well aware that the odds are against me, so why even try to think that...

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Lesson 2: Values & Variables (CloudStat School)

January 8, 2012
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This is the second lesson of CloudStat School, Lesson 2: Values & Variables. At the end of the lesson 2, you should know: 1. Inserting values into valuables 2. Calling valuables 3. Simple operation within variables. 2.1 Assign/Insert Values into Vari...

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When I was 29…

January 8, 2012
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Today was my 29th birthday, and I kept things simple: I ate with my wife and my newborn son at a local eatery. Later, my wife cooked steaks for dinner. For the most part, I took the day off in that I did not work on my dissertation. But I did spent muc...

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Project Euler in R: Problem 22

January 7, 2012
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I solve Project Euler problems for recreation. I am using the Statistical Language R to solve these. R is free for use and download, so I would recommend downloading it if you are interested in Statistical computation. This is problem 22 from Project E...

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1500th, 3000th, &tc

January 7, 2012
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1500th, 3000th, &tc

As the ‘Og reached its 1500th post and 3000th comment at exactly the same time, a wee and only mildly interesting Sunday morning foray in what was posted so far and attracted the most attention (using the statistics provided by wordpress). The most visited posts: Title Views Home page 203,727 In{s}a(ne)!! 7,422 “simply start over

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Analyzing R-bloggers

January 6, 2012
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Analyzing R-bloggers

In the last two posts we saw how to download posts from R-bloggers, and then extract the title, author and date of each post and write that information to a csv file. Since we now have a nice data set from r-bloggers, we can start to examine the develo...

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R: Web Scraping R-bloggers Facebook Page

January 6, 2012
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R: Web Scraping R-bloggers Facebook Page

  Introduction R-bloggers.com is a blog aggregator maintained by Tal Galili. It is a great website for both learning about R and keeping up-to-date with the latest developments (because someone will probably, and very kindly, post about the status of some R related feature). There is also an R-bloggers facebook page where a number of

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Extreme Bond Returns

January 6, 2012
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Extreme Bond Returns

20 years of data is nowhere near enough to satisfy my insatiable appetite for bigger datasets.  While I showed Record Long Term Treasury Returns with Vanguard’s US Long Treasury mutual fund, its 20 year life is not sufficient to give me comfort ...

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Recology has moved

January 6, 2012
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Recology has moved

Recology has moved to Github, using Jekyll.I just finished moving the Recology blog content, etc. to Github.   This move is intended to make it easy to do exactly what I want with this blog without the constrictions of Blogger.  Thanks for co...

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R Tutorial Series: Citing R with EndNote

January 6, 2012
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R Tutorial Series: Citing R with EndNote

Unfortunately, due to the vexing complexities of academic style guides and the limitations of associated software packages, citing a non-standard name, such as Cher, Prince, or R Development Core Team can be problematic. Thankfully, I have discovered a...

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Mapping the Iowa caucus results: how it’s done with R

January 6, 2012
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Mapping the Iowa caucus results: how it’s done with R

If you've been following the presidential primary process here in the US, you've probably seen many maps of the results of the Iowa caucuses by now (such as this infamous one from Fox News). But you might be interested to learn how such maps can be made using the R language. The Offensive Politics blog explains the process in...

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Testing new website

January 6, 2012
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Testing new website

Test post on new Jekyll hosted website...

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John Snow’s famous cholera analysis data in modern GIS formats

January 6, 2012
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John Snow’s famous cholera analysis data in modern GIS formats

In 1854 there was a massive cholera outbreak in Soho, London – in three days over 120 people died from the disease. Famously, John Snow plotted the locations of the deaths on a map and found they clustered around a pump in Broad Street – he suggested that the pump be taken out of service

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Trading using Garch Volatility Forecast

January 5, 2012
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Trading using Garch Volatility Forecast

Quantum Financier wrote an interesting article Regime Switching System Using Volatility Forecast. The article presents an elegant algorithm to switch between mean-reversion and trend-following strategies based on the market volatility. Two model are examined: one using the historical volatility and another using the Garch(1,1) Volatility Forecast. The mean-reversion strategy is modeled with RSI(2): Long when

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Scraping R-bloggers with Python – Part 2

January 5, 2012
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In my previous post I showed how to write a small simple python script to download the pages of R-bloggers.com. If you followed that post and ran the script, you should have a folder on your hard drive with 2409 .html files labeled post1.html , post2....

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