2645 search results for "GIS"

Linear regression by gradient descent

July 26, 2012
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Linear regression by gradient descent

In Andrew Ng's Machine Learning class, the first section demonstrates gradient descent by using it on a familiar problem, that of fitting a linear function to data. Let's start off, by generating some bogus data with known characteristics. Let's make y just a noisy version of x. Let's also add 3 to give the intercept term something to...

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Universal portfolio, part 9

July 25, 2012
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Universal portfolio, part 9

Part 8 was discussing the distribution of the absolute wealth of the Universal Portfolio across all possible tuples of length 2, 3 and 4.However, comparing the absolute wealth against some reference, especially against simple portfolio selection algor...

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Getting rasters into shape from R

July 25, 2012
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Getting rasters into shape from R

Today I needed to convert a raster to a polygon shapefile for further processing and plotting in R. I like to keep my code together so I can easily keep track of what I’ve done, so it made sense to … Continue reading →

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Inspirational Stack Overflow Dendrogram Applied to Currencies

July 25, 2012
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Inspirational Stack Overflow Dendrogram Applied to Currencies

When I saw the answer to this Stack Overflow question, I immediately remembered working on my old post Clustering with Currencies and Fidelity Funds and just had to try to apply this technique.  As I should have guessed, it worked with only a mini...

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Measuring persistence in a time series : Application of rolling window regression

Measuring persistence in a time series : Application of rolling window regression

During my final semester at IGIDR I did a project paper in macroeconomics involving timeseries econometrics. The concept that I focused on my study was unit root, which I have touched upon in my earlier posts. This study presents a novel...

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How to tell when error bars correspond to a significant p-value

July 24, 2012
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How to tell when error bars correspond to a significant p-value

Can you tell when error bars based on 95 % CIs or standard errors correspond to a significant p-value? Don’t fret if you think it’s hard, a study from 2005 showed that researchers in psychogoly, behavior neuroscience and medicine had a hard time judging when error bars from two independent groups signified a significant difference.

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get UCSC images for a list of regions in batch

July 24, 2012
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Here is my working R code for the task. It can be simplified as 3 lines.# example of controling individual track#theURL="http://genome.ucsc.edu/cgi-bin/hgTracks?db=mm9&wgRna=hide&cpgIslandExt=pack&ensGene=hide&mrna=hide&intronEst=hi...

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The Failure of Asset Allocation – Bonds Are An Imperfect Hedge

July 24, 2012
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The Failure of Asset Allocation – Bonds Are An Imperfect Hedge

US investors were spoiled by US Treasuries which acted as a near perfect hedge to stocks during the 2008-2009 crisis.  However, in real crisis, bonds rarely offer any comfort, and asset allocation fails (see post Death Spiral of a Country and IMF ...

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What’s wrong with LOESS for palaeo data?

July 24, 2012
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What’s wrong with LOESS for palaeo data?

Locally weighted scatterplot smoothing (LOWESS) or local regression (LOESS) is widely used to highlight “signal” in variables from stratigraphic sequences. It is a user-friendly way of fitting a local model that derives its form from the data themselves rather than having … Continue reading →

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What’s wrong with LOESS for palaeo data?

July 24, 2012
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What’s wrong with LOESS for palaeo data?

Locally weighted scatterplot smoothing (LOWESS) or local regression (LOESS) is widely used to highlight “signal” in variables from stratigraphic sequences. It is a user-friendly way of fitting a local model that derives its form from the data themselves rather than having to be specified a priori by the user. There are generally two things that a user has...

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