R Optimization Function Test

R Optimization Function Test

Using Kalman Filter for CIR interest rate model parameter estimation was introduced at my previously post Kalman Filter finance, soon after that I got a few comments saying the final results are unstable and highly depend on the initial values, that's...

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Managing a statistical analysis project – guidelines and best practices

September 30, 2010
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Had to share this link today as I better read all the content it refers to and incorporate a lot of the recommended practices into my work flow. Thanks Tal Galili for compiling all those information.

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Mandelbrot Set, evolved

September 30, 2010
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Mandelbrot Set, evolved

The Mandelbrot Set is perhaps the most famous fractal of all time. It's simple in its definition: iterate the complex equation zn+1 = zn2 + c (starting with z0 = 0) for various values of c, and if doesn't go to infinity then c is part of the Mandelbrot Set. The result, however, is amazingly complex. Thinking of c...

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Plotting Time Series data using ggplot2

September 30, 2010
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Plotting Time Series data using ggplot2

There are various ways to plot data that is represented by a time series in R. The ggplot2 package has scales that can handle dates reasonably easily. Fast Tube by Casper As an example consider a data set on the number of views of the you tube channel ramstatvid. A short snippet of the data is shown

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Managing a statistical analysis project – guidelines and best practices

September 30, 2010
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In the past two years, a growing community of R users (and statisticians in general) have been participating in two major Question-and-Answer websites: The R tag page on Stackoverflow, and Stat over flow (which will soon move to a new domain, no worries, I’ll write about it once it happens) In that time, several long (and fascinating) discussion threads where started,...

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New version of solaR

September 30, 2010
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New version of solaR

The version 0.2 of the solaR package is now available at CRAN. This package provides a set of calculation methods of solar radiation and performance of photovoltaic systems. The package has been uploaded to CRAN under the GPL-3 license. The most important changes included in this version are: The package is now almost entirely designed

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Moshtemp 5.1

September 29, 2010
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Moshtemp 5.1

Time for another dump of the entire package. Get the zip file 5.1 in the box to the right. ( shortly). unzip and run the following files if you havent already: 1. downloadall.R 2. setup.R If you are running for the first time, You’ll note I added diagnostics. Sometimes the files get corrupted on download

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Le Monde puzzle [38]

September 29, 2010
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Le Monde puzzle [38]

Since I have resumed my R class, I will restart my resolution of Le Monde mathematical puzzles…as they make good exercises for the class. The puzzle this week is not that exciting: Find the four non-zero different digits a,b,c,d such that abcd is equal to the sum of all two digit numbers made by picking

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NewTwitter design based on a Golden Spiral

September 29, 2010
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NewTwitter design based on a Golden Spiral

I finally got the new version of Twitter yesterday, and it looks great. And that's no accident: according to the designer, the layout of the new Twitter interface is based on the Golden Spiral: You can describe the Golden Spiral by laying consecutive squares in a spiral fashion, each square being smaller than the last by a factor of...

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UCLA Statistics: Analyzing Thesis/Dissertation Lengths

September 29, 2010
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UCLA Statistics: Analyzing Thesis/Dissertation Lengths

As I am working on my dissertation and piecing together a mess of notes, code and output, I am wondering to myself “how long is this thing supposed to be?” I am definitely not into this to win the prize for longest dissertation. I just want to say my piece, make my point and move on. I’ve heard that...

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A Visualization of Soil Taxonomy Down to the Subgroup Level

September 29, 2010
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A Visualization of Soil Taxonomy Down to the Subgroup Level

It turns out that you can generate a quasi-numerical distance between soil profiles classified according to Soil Taxonomy (or any other hierarchical system) using Gower's generalized dissimilarity metric. For example, taxonomic distances computed from ...

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Cooling stations. A UHI Hint

September 29, 2010
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Cooling stations. A UHI Hint

Update: google earth files in the box: Personally I like to look at things backwards. Why are cool sites cool? So download the kml or kmz file and you can tour 62 sites: All with 90 years of data or more. All with a cooling trend. And all “supposedly” urban. what do you see at

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Mike’s and my book is coming out

September 29, 2010
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Mike’s and my book is coming out

Our book is finally coming out: You can buy it on Amazon.com, Amazon.de, or Springer.com.

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Mike’s and my book is coming out

September 29, 2010
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Mike’s and my book is coming out

Our book is finally coming out: You can buy it on Amazon.com, Amazon.de, or Springer.com.

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Some Oddities with cooling stations

September 29, 2010
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Some Oddities with cooling stations

Now, that  the whole analysis has been moved to raster, I took some time to play around with a question that has interested  a couple of people. Cool stations. A while back when I was looking at ways of bounding uncertainties in the record I went on a hunt for the station that cooled the

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A texteditor for R

September 29, 2010
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A texteditor for R

I’ve been using RWinEdt for the last few years for all my R coding. But it no longer works with WinEdt 6.0 and no update has been forthcoming. Consequently, I’ve been looking around for something similar to take its place. This question has been asked before on StackOverflow and many suggestions were made including popular

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Forecasting with long seasonal periods

September 28, 2010
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Forecasting with long seasonal periods

I am often asked how to fit an ARIMA or ETS model with data having a long seasonal period such as 365 for daily data or 48 for half-hourly data. Generally, seasonal versions of ARIMA and ETS models are designed for shorter periods such as 12 for monthly data or 4 for quarterly data. The

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Google Summer of Code advances R

September 28, 2010
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For the third year running, the Google Summer of Code program has sponsored a number of students working with R, and has again resulted in several new contributions expanding R in various fields. Dirk Eddelbuettel, who coordinated the R-related projects for GSoC in 2010, summarized the results, with details about the new packages now available for R thanks to...

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Example 8.7: Hosmer and Lemeshow goodness-of-fit

September 28, 2010
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Example 8.7: Hosmer and Lemeshow goodness-of-fit

The Hosmer and Lemeshow goodness of fit (GOF) test is a way to assess whether there is evidence for lack of fit in a logistic regression model. Simply put, the test compares the expected and observed number of events in bins defined by the predicted p...

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A Slider to Control Two Plotting Windows

September 28, 2010
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One of my readers asked two weeks ago how to control two graphics windows with the slider in gWidgets. Here is a simple example: if (!require("gWidgetsRGtk2")) install.packages("gWidgetsRGtk2") library(gWidgetsRGtk2) options(guiToolkit = "RGtk2") graphics.off() x11() x11() dev.set() gslider(from = 1, to = 100, value = 10,     container = gwindow("Two Plotting Windows"), handler = function(h, ...) {

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What is wrong with this graph?

September 28, 2010
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What is wrong with this graph?

This is a graph from our surveys with the University of Munich in B&H about ten years ago.(Click on it to see a large version.) In previous presentations (but not in peer-reviewed journals) I have talked about the peak on the subscale of Paranoid Ideation for the B&H samples. But looking at it again I

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What is wrong with this graph?

September 28, 2010
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What is wrong with this graph?

This is a graph from our surveys with the University of Munich in B&H about ten years ago.(Click on it to see a large version.) In previous presentations (but not in peer-reviewed journals) I have talked about the peak on the subscale ...

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Some hints for the R Beginner: Avoiding "blank screen syndrome"

September 27, 2010
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For new users, starting R for the first time can be a little daunting. Luckily, Patrick Burns of Burns Statistics has put together a handy tutorial to help the first-time R user get beyond "blank screen syndrome": So you have successfully started R on your machine. Here's where the trouble sometimes starts -- there's a big, huge prompt daring...

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Galton & simulation

September 27, 2010
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Galton & simulation

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

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Mean reverting strategies and volatility

September 27, 2010
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Mean reverting strategies and volatility

Mean reverting strategies are beating on mean reversion of the prices. There are various flavors of mean reverting strategies, but as a proxy I chose RSI(2). You can find many entries on blogosphere about this strategy, but nowadays its popularity dried up. What made me wondering is that there was an idea about correlation between return

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How to send an HTTP PUT request from R

September 27, 2010
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How to send an HTTP PUT request from R

I wanted to get R talking to CouchDB. CouchDB is a NoSQL database that stores JSON documents and exposes a ReSTful API over HTTP. So, I needed to issue the basic HTTP requests: GET, POST, PUT, and DELETE from within R. Specifically, to get started, I wanted to add documents to the...

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How to send an HTTP PUT request from R

September 27, 2010
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How to send an HTTP PUT request from R

I wanted to get R talking to CouchDB. CouchDB is a NoSQL database that stores JSON documents and exposes a ReSTful API over HTTP. So, I needed to issue the basic HTTP requests: GET, POST, PUT, and DELETE from within R. Specifically, to get started, I...

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Riemann, Langevin & Hamilton [reply]

September 27, 2010
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Riemann, Langevin & Hamilton [reply]

Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope we will again produce a

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Mumbai 2010: R Course for Finance

September 27, 2010
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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