255 search results for "pca"

Visualising the Path of a Genetic Algorithm

April 23, 2012
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Visualising the Path of a Genetic Algorithm

We quite regularly use genetic algorithms to optimise over the ad-hoc functions we develop when trying to solve problems in applied mathematics. However it’s a bit disconcerting to have your algorithm roam through a high dimensional solution space while not being able to picture what it’s doing or how close one solution is to another. … Continue reading...

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Customising vegan’s ordination plots

April 11, 2012
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Customising vegan’s ordination plots

As a developer on the vegan package for R, one of the most FAQs is how to customise ordination diagrams, usually to colour the sample points according to an external grouping variable. Now, just because we get asked how to … Continue reading →

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Customising vegan’s ordination plots

April 11, 2012
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Customising vegan’s ordination plots

As a developer on the vegan package for R, one of the most FAQs is how to customise ordination diagrams, usually to colour the sample points according to an external grouping variable. Now, just because we get asked how to do this a lot is not really a reflection on the quality of the plot() methods...

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Ruin probability and infinite time

March 27, 2012
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Ruin probability and infinite time

A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud...

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Julia functions for the Rmath library

March 26, 2012
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1.1 Signatures of the d-p-q-r functions in libRmath Users of R are familiar with the functions for evaluating properties of and for sampling from probability distributions, the so-called d-p-q-r functions. The designation d-p-q-r reflects the fact t...

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Visualization in regression analysis

February 23, 2012
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Visualization in regression analysis

Visualization is a key to success in regression analysis. This is one of the (many) reasons I am also suspicious when I read an article with a quantitative (econometric) analysis without any graph. Consider for instance the following dataset, obtai...

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Maps with R (III)

February 23, 2012
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Maps with R (III)

In my previous posts (1 and 2) I wrote about maps with complex legends but without any kind of interactivity. …Continuar leyendo »

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Visualization in regression analysis

February 23, 2012
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Visualization in regression analysis

Visualization is a key to success in regression analysis. This is one of the (many) reasons I am also suspicious when I read an article with a quantitative (econometric) analysis without any graph. Consider for instance the following dataset, obtained from http://data.worldbank.org/, with, for each country, the GDP per capita (in some common currency) and the infant mortality rate...

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GARCH estimation using maximum likelihood

February 9, 2012
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In my previous post I presented my findings from my finance project under the guidance of Dr Susan Thomas. The results in my paper suggested that there are macroeconomic variables, particularly the INR/USD exchange rates, that help us understand the dynamics of stock returns. Although the results that I obtained were significant at 5%...

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Foreign Currencies and US 10y Treasury Yields

January 17, 2012
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Foreign Currencies and US 10y Treasury Yields

Since I explored the relationship between the Japanese Yen and the US 10y Treasury Yield on Friday, I thought it might be worthwhile to extend the exploration to a much broader range of currencies. I personally am most interested on how Asian Central B...

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