319 search results for "boxplot"

Plotly Beta: Collaborative Plotting with R

December 16, 2013
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Plotly Beta: Collaborative Plotting with R

(Guest post by Matt Sundquist on a lovely new service which is pro-actively supporting an API for R) The Plotly R graphing library  allows you to create and share interactive, publication-quality plots in your browser. Plotly is also built for …Read more »

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24 Days of R: Day 10

December 10, 2013
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24 Days of R: Day 10

How often is someone nominated for an academy award? Who has been nominated most often? Is there a difference between leading and supporting roles? Important questions. To answer them, I'm making use of a list of academy award nominees and winners. I've obtained the data from aggdata.com which has a few sets of free data.

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Conditional densities, on one single graph

December 5, 2013
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Conditional densities, on one single graph

With Stéphane Tufféry we’ve been working on credit scoring1 and we’ve been using the popular german credit dataset, > myVariableNames <- c("checking_status","duration","credit_history", + "purpose","credit_amount","savings","employment","installment_rate", + "personal_status","other_parties","residence_since","property_magnitude", + "age","other_payment_plans","housing","existing_credits","job", + "num_dependents","telephone","foreign_worker","class") > credit = read.table( + "http://archive.ics.uci.edu/ml/machine-learning-databases/statlog/german/german.data", + header=FALSE,col.names=myVariableNames) > credit$class <- credit$class-1 We wanted to get a nice code to produce a graph like the one below, Yesterday, Stéphane...

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Importance sampling schemes for evidence approximation in mixture models

November 26, 2013
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Importance sampling schemes for evidence approximation in mixture models

Jeong Eun (Kate) Lee and I completed this paper, “Importance sampling schemes for evidence approximation in mixture models“, now posted on arXiv. (With the customary one-day lag for posting, making me bemoan the days of yore when arXiv would give a definitive arXiv number at the time of submission.) Kate came twice to Paris in the past

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Bootstrapping for Propensity Score Analysis

November 26, 2013
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Bootstrapping for Propensity Score Analysis

I am happy to announce that version 1.0 of the PSAboot package has been released to CRAN. This package implements bootstrapping for propensity score analysis. This deviates from typical implementations such as boot in that it allows for separate sampling specifications for treatment and control units. For example, in the case where the ratio of treatment-to-control units is...

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Plot axes with customized labels

November 11, 2013
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Plot axes with customized labels

How to modify axis labels is a FAQ for (almost) all R users. This short post try to give a simple but exhaustive reply to this question. First of all, data are generated. ?View Code RSPLUSdat = data.frame( label = … Continue reading →

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The R Backpages

November 7, 2013
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The R Backpages

by Joseph Rickert As an avid newspaper reader (I still get the print edition of the New York Times delivered every Sunday morning) I have always thought that some of the most interesting news is to be found in the back pages. So, in that spirit here are some things that I thought might be fit to print. Plotly...

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Line Breaks Between Words in Axis Labels in ggplot in R

October 17, 2013
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Line Breaks Between Words in Axis Labels in ggplot in R

Sometimes when plotting factor variables in R, the graphics can look pretty messy thanks to long factor levels. If the level attributes have multiple words, there is an easy fix to this that often makes the axis labels look much cleaner.Without Line Br...

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A first step towards R from spreadsheets

October 16, 2013
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A first step towards R from spreadsheets

Move your data analysis to a computing environment specifically designed for it. Why R and not spreadsheets? Here are three reasons: complexity graphics money Spreadsheets are easily overwhelmed.  Very complex things can be done in spreadsheets — it is just that complex spreadsheets are inefficient and dangerous. Graphics should be considered vital when doing anything with The post A...

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Four moments of portfolios

October 14, 2013
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Four moments of portfolios

What good are the skewness and kurtosis of portfolios? Previously The post “Cross-sectional skewness and kurtosis: stocks and portfolios” looked at skewness and kurtosis in portfolios.  The key difference between that post and this one is what distribution is being looked at. The previous post specified a single time and looked at the distribution across … Continue reading...

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