269 search results for "PCA"

Pair trading strategy : how to use "PairTrading" package

October 25, 2011
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Pair trading strategy : how to use "PairTrading" package

Mr.Ishikawa(my old friend) and I developed "PairTrading" package, and uploaded it on CRAN.This article shows you how you can use it.The pair trading is a market neutral trading strategy and gives traders a chance to profit regardless of market conditions. The idea of this strategy is quite simple. 1 : Select two stocks(or any assets) moving similarly 2 : Short...

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Principal component analysis : Use extended to Financial economics : Part 2

October 22, 2011
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My previous post talked about how we can employ PCA on the data for multiple stock returns to reduce the number of variables in explaining the variance of the underlying data. But the idea was greeted with skepticism by many. A caveat to the applicatio...

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R Tools for FEC Campaign Finance Disclosure Data

October 17, 2011
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R Tools for FEC Campaign Finance Disclosure Data

For my first contribution to the blog, I wanted to make some kind of enlightening visualization of campaign finance disclosure data from the Federal Election Commission’s website. It looks like they’re working on some new, easy-to-use data dumps here, but … Continue reading →

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Principal component analysis : Use extended to Financial economics : Part 1

October 15, 2011
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Principal component analysis : Use extended to Financial economics : Part 1

While working for my Financial economics project I came across this elegant tool called Principal component analysis (PCA)which is an extremely powerful tool when it comes to reducing the dimentionality of a data set comprising of highly correlated var...

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Tricks I learned today #1: as.integer() on factor levels

October 12, 2011
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I normally work with full numerical data, not categorical data. R, when using read.csv() seems to recognize such categories and marks the column as to have factor levels. This is useful indeed. However, I wanted to make a PCA biplot on this data, so wa...

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Accessing and plotting World Bank data with R

September 25, 2011
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Accessing and plotting World Bank data with R

Over the past couple of days I played around with the data sets of the World Bank, and I have to admit that I am blown away by it. It is amazing, to see what is available on their web site. It is worth visiting their Data Visualisation Tools page. It i...

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Examples on Clustering with R

August 25, 2011
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Examples on Clustering with R

R code examples on various clustering techniques are available as “Clustering in R” in Chapter 4 of R & Bioconductor Manual by Thomas Girke, UC Riverside. It provides R examples on - Hierarchical Clustering, including tree cutting/coloring and heatmaps, - … Continue reading →

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Statistical Analysis Functions in R

August 20, 2011
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Lately, I've been using statistical tests on a daily basis. I've noticed that I have to format my data the same way in order to get it into R (tab-delimited flat file essentially). Every other change in order to prep that data structure for any sort of...

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Making Stuff is Scary

August 15, 2011
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Making Stuff is Scary

My daughter's best friend lives just down the street. Her mother runs a cupcake shop that's just a little further down the street. Being eleven going on sixteen, my daughter fancies herself a "quote" -- worker at the shop. She's not paid in actual mone...

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GDAT 2011 in Review

August 13, 2011
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GDAT 2011 in Review

As usual, the Guerrilla Data Analysis Techniques (GDAT) class was a total blast. Motivated students always guarantee that. It would really help our scheduling, however, if people didn't wait until the last nanosecond to register for the class. But give...

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