2145 search results for "MAP"

Spatial Data with R

December 19, 2011
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Spatial Data with R

On September 14th 2011 Dr Alec Stephenson gave a talk on exploring spatial data with R (see Meetup page). The video of the talk is now available online. The talk provides a non-mathematical and entirely equation-free talk on visualizing and … Continue reading →

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IRIS Flower Data Set (R-001)

December 17, 2011
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IRIS Flower Data Set (R-001)

IRIS Flower Data SetEste es el Link a Wikipedia donde podéis encontrar los datos que utilizó Fisher en su trabajo de 1936. Ya hemos trabajado con estos datos en Excel y los continuaremos usando en nuevas entradas.En este link, podemos ver las fotos de las flores (IRIS en castellano son lírios).Represento como LS (longitud del sépalo), AS...

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cRazydays 2012 with ggplot2

December 17, 2011
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cRazydays 2012 with ggplot2

Season’s Greetings Hi, dear R-bloggers and its readers. Here in Japan it’s very cold now. The end

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Backtesting Rebalancing methods

December 15, 2011
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Backtesting Rebalancing methods

I wrote about Rebalancing in the Asset Allocation Process Summary post. Deciding how and when to rebalance (update the portfolio to the target mix) is one of the critical steps in the Asset Allocation Process. I want to study the portfolio performance and turnover for the following Rebalancing methods: Periodic Rebalancing: rebalance to the target

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CalendaR 2012 with ggplot2

December 14, 2011
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CalendaR 2012 with ggplot2

Season’s Greetings Hi, dear R-bloggers and its readers. Here in Japan it’s very cold now. The end

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Maximum Covariance Analysis (MCA)

December 13, 2011
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Maximum Covariance Analysis (MCA)

Maximum Covariance Analysis (MCA) (Mode 1; scaled) of Sea Level Pressure (SLP) and Sea Surface Temperature (SST) monthly anomalies for the region between -180 °W to -70 °W and +30 °N to -30 °S.  MCA coefficients (scaled) are below. The mode represents 94% of the squared covariance fraction (SCF).Maximum Correlation Analysis...

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Backtesting Minimum Variance portfolios

December 12, 2011
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Backtesting Minimum Variance portfolios

I want to show how to combine various risk measures I discussed while writing the series of posts about Asset Allocation with backtesting library in the Systematic Investor Toolbox. I will use Minimum Variance portfolio as an example for this post. I recommend reading a good discussion about Minimum Variance portfolios at Minimum Variance Sector

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Time series cross-validation 3

December 12, 2011
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Time series cross-validation 3

I've updated my time-series cross validation algorithm to fix some bugs and allow for a possible xreg term.     This allows for cross-validation of multivariate models, so long as they are specified as a function with the following ...

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Regression Analysis

December 11, 2011
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Regression Analysis

Regression Analysis ~about Long term data of earthquakes~ 1 Introduction I have attempted gaining a deeper und

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UseR! 2011 slides and videos – on one page

December 11, 2011
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Links to slides and talks from useR 2011 - all organized in one page.Read more »

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