2180 search results for "MAP"

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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Visualizing Gestures as Paths

December 11, 2011
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Visualizing Gestures as Paths

Kaggle is hosting an exciting new competition in which the object is to learn to identify sequences of gestures from just one example of each gesture. I would bet this competition has a lot of potential to attract academics interested in machine learni...

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Rescuing Twapperkeeper Archives Before They Vanish, Redux

December 11, 2011
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Rescuing Twapperkeeper Archives Before They Vanish, Redux

In Rescuing Twapperkeeper Archives Before They Vanish, I described a routine for grabbing Twapperkeeper archives, parsing them, and saving them to a local desktop file using the R programming language (downloading RStudio is the easiest way I know of getting R…). Following a post fron @briankelly (Responding to the Forthcoming Demise of TwapperKeeper), where Brian

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Global Volcanic Eruptions

December 10, 2011
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Global Volcanic Eruptions

What volcanoes are currently erupting across the globe, you ask?  Building on an earlier post of global earthquakes, we can scrape some weekly data from the Smithsonian/USGS Global Volcanism Program to plot the locations of actively erupting ...

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LondonR, 6 December 2011

December 10, 2011
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LondonR, 6 December 2011

The London R user group met again last Wednesday at the Shooting Star pub. And it was busy. More than 80 people had turned up. Was it the free beer and food, sponsored by Mango which attracted the folks or the speakers? Or the venue? James Long, who or...

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In case you missed it: November roundup

December 9, 2011
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In case you missed them, here are some articles from November of particular interest to R users. R 2.14 now includes SVG support for Windows. The submissions for the Applications of R in Business contest are available for viewing online. A tutorial on using the Rdatamarket package to import public datasets into R. Free books on R for multivariate...

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