## Single variable optimization

January 1, 2011
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Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words Totally

## Single variable optimization

January 1, 2011
By

Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words Totally

## Happy New Year with R (2011, Fireworks!)

January 1, 2011
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Last year I posted an animation created in R to celebrate the new year, and this year I've got a more fabulous animation (available on CRAN) The above animation comes from the demo('fireworks') in the R package animation 2.0-0. Thanks for the contri...

## Happy New Year with R (2011, Fireworks!)

January 1, 2011
By

ast year I posted an animation created in R to celebrate the new year, and this year I’ve got a more fabulous animation. Unfortunately our Lord of CRAN (Kurt) has been out of office for several days, so I’m unable to publish my animation package on CRAN as scheduled. Anyway, for those who are curious

## Rearranging the office to find a fresh perspective. Hasn’t…

December 31, 2010
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Rearranging the office to find a fresh perspective. Hasn’t been done in seven years. I feel better already. Gonna hang some pictures. Gonna set some goals. I’m not afraid to fail. Saw “True Grit” last night. I liked it.

## History makes Stat. Science!

December 31, 2010
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While the above heading sounds like a title in reverse, its words are in the “correct” order in that our paper with George Casella, A Short History of Markov Chain Monte Carlo, has been accepted for publication by Statistical Science. This publication may sound weird when considering that the paper is also scheduled to appear

## R-Chart: Year End Wrap Up

December 31, 2010
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Thanks to everyone who visited and commented here at R-Chart over the last year!  Blogging has forced me to crystallize my thoughts and I hope others have benefited a bit from these meanderings.  It it great to interact with the&nbs...

## R-Chart: Year End Wrap Up

December 31, 2010
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Thanks to everyone who visited and commented here at R-Chart over the last year!  Blogging has forced me to crystallize my thoughts and I hope others have benefited a bit from these meanderings.  It it great to interact with the&nbs...

## Video of Joy of Stats by Hans Rosling

December 31, 2010
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The Joy of Stats narrated by Hans Rosling was just produced by BBC and shown to their audience.  Hans Rosling via gapminder.org was kind enough to post the full hour video of the documentary about joys of statistics.  The video is posted on Y...

## Video of Joy of Stats by Hans Rosling

December 31, 2010
By

The Joy of Stats narrated by Hans Rosling was just produced by BBC and shown to their audience.  Hans Rosling via gapminder.org was kind enough to post the full hour video of the documentary about joys of statistics.  The video is posted on Y...

## R / Finance 2011 Call for Papers: Updated and expanded

December 31, 2010
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One week ago, I sent the updated announcement below to the r-sig-finance list; this was kindly blogged about by fellow committee member Josh and by our pal Dave @ REvo. By now. I also updated the R / Finance conference website. So to round things ...

## R / Finance 2011 Call for Papers: Updated and expanded

December 31, 2010
By

One week ago, I sent the updated announcement below to the r-sig-finance list; this was kindly blogged about by fellow committee member Josh and by our pal Dave @ REvo. By now. I also updated the R / Finance conference website. So to round things ...

## The R Journal, Vol.2 Issue 2 is out

December 31, 2010
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The second issue of the second volume of The R Journal is now available . Download complete issue Refereed articles may be downloaded individually using the links below. Table of Contents Editorial 3 Contributed Research Articles Solving Differential Equations in R Karline Soetaert, Thomas Petzoldt and R. Woodrow Setzer 5 Source

## Revolutions blog: 2010 statistics

December 31, 2010
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Since it's the end of the year, and since this is a statistics blog, I thought I'd pull some data from the blog server and run some number on the blog itself. Overall, the blog has doubled the average number of daily visitors and pageviews compared to 2009. The number of pageviews varies quite a lot, as you can...

## Le Monde puzzle [52]

December 31, 2010
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The last puzzle of the year in Le Monde reads as follows (as far as I understand its wording!): Iter(n,x,y) is the function Iter=function(n,x,y){ if (n==1){ output=trunc(y/10)+x*(y%%10) }else{ output=Iter(n-1,x,Iter(1,x,y))} return output } Find the seven-digit number z such that Iter(6,1,z)=12, Iter(6,2,z)=19, Iter(6,3,z)=29, and Iter(6,-1,z)=Iter(6,-2,z)=Iter(6,-3,z)=0. Obviously, the brute-force solution of listing all 90 million seven digit

## R Journal 2/2

December 31, 2010
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The last gift of 2010: R Journal 2/2 is out! Get it from here.

## R Journal 2/2

December 31, 2010
By

The last gift of 2010: R Journal 2/2 is out! Get it from here.

## Empirical Bayes Estimation of On Base Percentage

December 30, 2010
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I guess you could call this On Bayes Percentage. *cough*Fresh off learning Bayesian techniques in one of my classes last quarter, I thought it would be fun to try to apply the method. I was able to find some examples of Hierarchical Bayes being used to...

## Plotting Atmospheric Temperature Structure and Lapse Rate

December 30, 2010
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This post presents an RClimate script to develop a temperature sounding profile and calculate the ambient lapse rate using University of Wyoming atmospheric sounding data. Understanding atmospheric structure and lapse rate is essential to a full unders...

## R Packages for Social Search

December 30, 2010
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Jesse Bridgewater works on "social search awesomeness" for the Bing search engine, and is setting up his dev environment with the necessary tools including python, vim, and R. Jesse has shared a handy script he uses to install all the specialty packages he uses for his data analysis. This is a handy script to modify for your own purposes,...

## Blog year 2010 in review

December 30, 2010
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The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk returns: A tale … Continue reading...

December 29, 2010
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The Facebook Data Team has published an analysis of the status updates of Facebook users, by categorizing words according to the 68 categories of the Linguistic Inquiry and Word Count Dictionary, and tabulating the frequencies of their use. It's fairly interesting to see this kind of analysis applied to Facebook, but unfortunately doesn't reveal much in the way of...

## Temporal Trends in Soil Science Jargon — via Google Ngram Viewer

December 29, 2010
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## More typos in Chapter 5

December 29, 2010
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Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate  uses lower and upper rather than

## Book Review: A Beginner’s Guide to R

December 29, 2010
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A review of Zuur et al.'s "A Beginner's Guid to R". This book quickly and efficiently introduces you to the peculiarities of the R programming language so that you can soon move on to what you actually want to use R for.

## Book Review: R in a Nutshell

December 29, 2010
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A brief review of R in a Nutshell by Joseph Adler. This book continues to serve as a useful reference that sits on my desk next to my computer, waiting to tell me the name of that command I've just forgotten.

## Converting a String to a Variable Name On-The-Fly and Vice-versa in R

December 28, 2010
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Recently, I had a professor ask me how to take a string and convert it to an R variable name on-the-fly. One possible way is: x <- 42 eval(parse(text = "x")) [1] 42 Now, suppose we want to go the other way. The trick is just as simple: x <- 42 deparse(substitute(x)) [1] "x"

## Generating stress scenarios: null correlation is not enough

December 28, 2010
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In a recent post (here, by @teramonagi), Teramonagi mentioned the use of PCA to model yield curve, i.e. to obtain the three factor, "parallel shift", "twist" and "butterfly". As in Nelson & Siegel, if m is maturity, is the yield of the cu...

Ashley put the following comment on Chapter 5 of Introducing Monte Carlo Methods with R”: I am reading chapter 5. I try to reproduced the result on page 128. The R codes don’t work on my laptop. When I try to run the following codes on page 128 > for (i in 1:(nlm(like,sta)$it)){ + mmu=rbind(mmu,nlm(like,sta,iter=i)$est)}