Job Search Part 4: Timing Beveridge Curve Movements During A Recession

April 25, 2011
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Job Search Part 4: Timing Beveridge Curve Movements During A Recession

This economics blogger feels like he would be cheating the reader if he did not include recent work done by Barnichon and Figura (2010) on timing movements in the unemployment rate during recessions. That is why this is part 4 of my special 5 part mini...

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Milktrader: Quantitative finance in R

April 25, 2011
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The blog Milktrader has been on a roll recently with a series of posts with practical examples of quantitative in finance, from backtesting to automated trading, and option pricing to data acquisition. The latest post focuses on calculating returns, with an example of downloading data for a silver ETF and calculating daily returns with the dailyReturn function in the...

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Kickstarter Data Analysis: Success and Pricing

April 25, 2011
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Kickstarter Data Analysis: Success and Pricing

Kickstarter is an online crowdfunding platform for launching creative projects. When starting a new project, project owners specify a deadline and the minimum amount of money they need to raise. They receive the money (less a transaction fee) only if … Continue reading →

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Calculating DV01 using futile.paradigm

April 25, 2011
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Calculating DV01 using futile.paradigm

Here’s a short example of using the futile.paradigm for calculating the DV01 of a bond. The basic idea is to …Continue reading »

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Annotated Manhattan plots and QQ plots for GWAS using R, Revisited

April 25, 2011
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Annotated Manhattan plots and QQ plots for GWAS using R, Revisited

Last year I showed you how to create manhattan plots, and later how to highlight regions of interest, using ggplot2 in R. The code was slow, required a lot of memory, and was difficult to maintain and modify.I finally found time to rewrite the code usi...

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Annotated Manhattan plots and QQ plots for GWAS using R, Revisited

April 25, 2011
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Last year I showed you how to create manhattan plots, and later how to highlight regions of interest, using ggplot2 in R. The code was slow, required a lot of memory, and was difficult to maintain and modify. I finally found time to rewrite the code u...

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Optimizing My R Code

April 25, 2011
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Thanks to gappy3000 I optimized my code in few several ways. The original script lasted ~30 minutes thanks to using pure vectors instead of zoo objects. First of all I changed all lm functions for lm.fit functions. Although lm.fit function cannot handl...

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Let’s try this again: Introducing Rook for #rstats!

April 25, 2011
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Well I totally botched my launch last week. Thankfully, my wife straightened me out: I decided to change the name of Rack to Rook so there won’t be any future confusion. And instead of rewriting all my posts last week, just read them again and every...

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R workshop in Hamilton, Ontario, May 24 and 25

April 25, 2011
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John Fox will be teaching a two-day introductory R workshop at McMaster University in Hamilton, Ontario, on May 24 and 25. The workshop will largely be based on materials from Fox and Weisberg, An R Companion to Applied Regression, Second Edition (Sage, 2011). Further information about the workshop is available at: https://www.socialsciences.mcmaster.ca/registrations/john-fox-introduction-to-r/fg_base_view_p3. A few spaces in the workshop are reserved for non-McMaster attendees and made...

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intuitive visualizations of categorization for non-technical audiences

April 25, 2011
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intuitive visualizations of categorization for non-technical audiences

For a project I’m working on at work, I’m building a predictive model that categorizes something (I can’t tell you what) into two bins. There is a default bin that 95% of the things belong to and a bin that the business cares a lot about, containing 5% of the things. Some readers may be

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Merging Data Video Tutorial

April 25, 2011
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Merging Data Video Tutorial

Here's a video tutorial where I walk through some code that does what the previous post describes.The FRED data is used extensively for macroeconomics. You might these data useful for joining in graph fights in the blogosphere.

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Merging Data Video Tutorial

April 25, 2011
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Merging Data Video Tutorial

Here's a video tutorial where I walk through some code that does what the previous post describes.The FRED data is used extensively for macroeconomics. You might these data useful for joining in graph fights in the blogosphere.

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Further Adventures in Visualisation with ggplot2

April 25, 2011
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Further Adventures in Visualisation with ggplot2

So I previously took a look at some data of player performance from a computer game. In this post, I’m going to do some further visualisations using ggplot2. The data consists of different types of player character, different roles for those characters, and their overall damage output (the unit here is damage per second, or

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RInside 0.2.4

April 25, 2011
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After several months, it was time for a new release 0.2.4 of RInside which is now on CRAN. RInside is a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided by th...

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Merging Multiple Data Files into One Data Frame

April 24, 2011
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Merging Multiple Data Files into One Data Frame

We often encounter situations where we have data in multiple files, at different frequencies and on different subsets of observations, but we would like to match them to one another as completely and systematically as possible. In R, the merge() comma...

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Merging Multiple Data Files into One Data Frame

April 24, 2011
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Merging Multiple Data Files into One Data Frame

We often encounter situations where we have data in multiple files, at different frequencies and on different subsets of observations, but we would like to match them to one another as completely and systematically as possible. In R, the merge() comma...

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Of Height and Speed in Tennis, or Fuzziness and Techiness in College

April 24, 2011
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Of Height and Speed in Tennis, or Fuzziness and Techiness in College

I thought of this after reading this post and perhaps also this one, one the Cheap Talk blog. Here's the puzzle: in general, being tall does not make you slow; but among professional tennis players, the tall athletes do tend to be relativel...

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Chop, Slice and Dice Your Returns in R

April 24, 2011
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Chop, Slice and Dice Your Returns in R

I have a knife rack on my kitchen wall with all my kitchen knives easily identifiable and accessible. I also have small scars on my hand where each knife can claim to have left a mark. It's not the knife's fault, of course. They hardly like being sudde...

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RcppArmadillo 0.2.19

April 24, 2011
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Last Monday, Conrad Sanderson released version 1.2.10 of his most excellent Armadillo templated C++ library for linear algebra; I followed up the same day with version 0.2.19 of our RcppArmadillo wrapper for R based on our Rcpp library. However, the...

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Logistic Regression & Factors in R

April 24, 2011
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Logistic Regression & Factors in R

Factors are R's enumerated type. Suppose you define the variable cities -- a vector of strings -- whose possible values are "New York," "Paris," "London" and "Beijing." Instead of representing each city as a string of characters, you might prefer to ...

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Location Tracking on Android, too!

April 23, 2011
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Location Tracking on Android, too!

This week it was revealed that the iPhone stores users’ locations, and this immediately caused a huge firestorm of commentary by tech geeks, panic among privacy advocates, and delight to data geeks like myself. Even better/worse, it seems that the iPhone caches location traces long-term, possibly back to the date the phone was activated. I ditched my iPhone this past...

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Dates in R and the First Day of the Month

April 23, 2011
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Dates in R and the First Day of the Month

I spent some time this morning learning about how R thinks about dates in R. I found this website to be a useful guide.Imagine that your data are dates in a standard format and you want a vector o...

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Dates in R and the First Day of the Month

April 23, 2011
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Dates in R and the First Day of the Month

I spent some time this morning learning about how R thinks about dates in R. I found this website to be a useful guide.Imagine that your data are dates in a standard format and you want a vector o...

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Measuring association using odds ratios

Measuring association using odds ratios

In my last two posts, I have used the UCI mushroom dataset to illustrate two things.  The first was the use of interestingness measures to characterize categorical variables, and the second was the use of binary confidence intervals...

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Another nice Rcpp example

April 23, 2011
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While preparing my slides for the Rcpp workshop this Thursday, I had wondered about more nice examples motivating Rcpp. So I posed a quick question on the rcpp-devel list. And I received a few friendly answers. My favourite, so far, was a suggesti...

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Statisfaction on R-bloggers

April 23, 2011
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Statisfaction on R-bloggers

This is the first post of Statisfaction on R-bloggers. As an introduction: we are PhD students and postdocs at CREST, a research centre on economics and statistics located in Paris, France. We jointly share tips and tricks useful in our everyday jobs, links to various pages, articles, conferences, seminars, including a PhD student seminar at

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Michael Ryder Streaks

April 22, 2011
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Michael Ryder Streaks

A ways back I put up a post that uses R to plot the scoring trends of an NHL player. Given the recent chatter on sports talk radio around Boston, I used my script to plot the data for Michael … Continue reading →

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Intro

April 22, 2011
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Intro

This blog will show you how to build tools to survive in the modern world. I will focus on statistics and machine learning, because that's where my strengths lie, but sometime we may find ourselves veering far off course.My primary interest lies in us...

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Zoo Slows Down Your Linear Model Function

April 22, 2011
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I was a bit frustrated when I read Aris's comment to this post about speed of his calculations in Matlab. So I changed the time span of my dataset to 5 years and repeated the whole code. It was VERY disappointing to get the results after more than 5 ho...

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